A class used to perform nested Monte Carlo Sampling. More...

#include <NestedMonteCarloSampler.h>

Inheritance diagram for NestedMonteCarloSampler:

Public Types
enum	SampleMode { SampleMode::GLOBAL, SampleMode::LOCAL }

typedef DataFileName	DataFileParameterType

Public Member Functions
	NestedMonteCarloSampler (const InputParameters &parameters)

std::vector< Real >	getNextLocalRow ()

dof_id_type	getNumberOfRows () const

dof_id_type	getNumberOfCols () const

dof_id_type	getNumberOfLocalRows () const

const LocalRankConfig &	getRankConfig (bool batch_mode) const

virtual bool	isAdaptiveSamplingCompleted () const

libMesh::Parallel::Communicator &	getLocalComm ()

virtual bool	enabled () const

std::shared_ptr< MooseObject >	getSharedPtr ()

std::shared_ptr< const MooseObject >	getSharedPtr () const

MooseApp &	getMooseApp () const

const std::string &	type () const

virtual const std::string &	name () const

std::string	typeAndName () const

std::string	errorPrefix (const std::string &error_type) const

void	callMooseError (std::string msg, const bool with_prefix) const

MooseObjectParameterName	uniqueParameterName (const std::string &parameter_name) const

const InputParameters &	parameters () const

MooseObjectName	uniqueName () const

const T &	getParam (const std::string &name) const

std::vector< std::pair< T1, T2 > >	getParam (const std::string &param1, const std::string &param2) const

const T *	queryParam (const std::string &name) const

const T &	getRenamedParam (const std::string &old_name, const std::string &new_name) const

T	getCheckedPointerParam (const std::string &name, const std::string &error_string="") const

bool	isParamValid (const std::string &name) const

bool	isParamSetByUser (const std::string &nm) const

void	paramError (const std::string &param, Args... args) const

void	paramWarning (const std::string &param, Args... args) const

void	paramInfo (const std::string &param, Args... args) const

void	connectControllableParams (const std::string &parameter, const std::string &object_type, const std::string &object_name, const std::string &object_parameter) const

void	mooseError (Args &&... args) const

void	mooseErrorNonPrefixed (Args &&... args) const

void	mooseDocumentedError (const std::string &repo_name, const unsigned int issue_num, Args &&... args) const

void	mooseWarning (Args &&... args) const

void	mooseWarningNonPrefixed (Args &&... args) const

void	mooseDeprecated (Args &&... args) const

void	mooseInfo (Args &&... args) const

std::string	getDataFileName (const std::string &param) const

std::string	getDataFileNameByName (const std::string &relative_path) const

std::string	getDataFilePath (const std::string &relative_path) const

virtual void	initialSetup ()

virtual void	timestepSetup ()

virtual void	jacobianSetup ()

virtual void	residualSetup ()

virtual void	subdomainSetup ()

virtual void	customSetup (const ExecFlagType &)

const ExecFlagEnum &	getExecuteOnEnum () const

PerfGraph &	perfGraph ()

T &	getSampler (const std::string &name)

Sampler &	getSampler (const std::string &name)

T &	getSamplerByName (const SamplerName &name)

Sampler &	getSamplerByName (const SamplerName &name)

const VectorPostprocessorValue &	getVectorPostprocessorValue (const std::string &param_name, const std::string &vector_name) const

const VectorPostprocessorValue &	getVectorPostprocessorValue (const std::string &param_name, const std::string &vector_name, bool needs_broadcast) const

const VectorPostprocessorValue &	getVectorPostprocessorValueByName (const VectorPostprocessorName &name, const std::string &vector_name) const

const VectorPostprocessorValue &	getVectorPostprocessorValueByName (const VectorPostprocessorName &name, const std::string &vector_name, bool needs_broadcast) const

const VectorPostprocessorValue &	getVectorPostprocessorValueOld (const std::string &param_name, const std::string &vector_name) const

const VectorPostprocessorValue &	getVectorPostprocessorValueOld (const std::string &param_name, const std::string &vector_name, bool needs_broadcast) const

const VectorPostprocessorValue &	getVectorPostprocessorValueOldByName (const VectorPostprocessorName &name, const std::string &vector_name) const

const VectorPostprocessorValue &	getVectorPostprocessorValueOldByName (const VectorPostprocessorName &name, const std::string &vector_name, bool needs_broadcast) const

const ScatterVectorPostprocessorValue &	getScatterVectorPostprocessorValue (const std::string &param_name, const std::string &vector_name) const

const ScatterVectorPostprocessorValue &	getScatterVectorPostprocessorValueByName (const VectorPostprocessorName &name, const std::string &vector_name) const

const ScatterVectorPostprocessorValue &	getScatterVectorPostprocessorValueOld (const std::string &param_name, const std::string &vector_name) const

const ScatterVectorPostprocessorValue &	getScatterVectorPostprocessorValueOldByName (const VectorPostprocessorName &name, const std::string &vector_name) const

bool	hasVectorPostprocessor (const std::string &param_name, const std::string &vector_name) const

bool	hasVectorPostprocessor (const std::string &param_name) const

bool	hasVectorPostprocessorByName (const VectorPostprocessorName &name, const std::string &vector_name) const

bool	hasVectorPostprocessorByName (const VectorPostprocessorName &name) const

const VectorPostprocessorName &	getVectorPostprocessorName (const std::string &param_name) const

DenseMatrix< Real >	getGlobalSamples ()

DenseMatrix< Real >	getGlobalSamples ()

DenseMatrix< Real >	getLocalSamples ()

DenseMatrix< Real >	getLocalSamples ()

dof_id_type	getLocalRowBegin () const

dof_id_type	getLocalRowBegin () const

dof_id_type	getLocalRowEnd () const

dof_id_type	getLocalRowEnd () const

const Distribution &	getDistribution (const std::string &name) const

const T &	getDistribution (const std::string &name) const

const Distribution &	getDistribution (const std::string &name) const

const T &	getDistribution (const std::string &name) const

const Distribution &	getDistributionByName (const DistributionName &name) const

const T &	getDistributionByName (const std::string &name) const

const Distribution &	getDistributionByName (const DistributionName &name) const

const T &	getDistributionByName (const std::string &name) const

bool	isVectorPostprocessorDistributed (const std::string &param_name) const

bool	isVectorPostprocessorDistributed (const std::string &param_name) const

bool	isVectorPostprocessorDistributedByName (const VectorPostprocessorName &name) const

bool	isVectorPostprocessorDistributedByName (const VectorPostprocessorName &name) const

const Parallel::Communicator &	comm () const

processor_id_type	n_processors () const

processor_id_type	processor_id () const

Static Public Member Functions
static InputParameters	validParams ()

Public Attributes
const ConsoleStream	_console

Protected Types
enum	CommMethod

Protected Member Functions
virtual Real	computeSample (dof_id_type row_index, dof_id_type col_index) override
	Return the sample for the given row and column. More...

virtual void	sampleSetUp (const SampleMode mode) override
	Here we need to precompute rows that might not be assigned to this processor. More...

void	setNumberOfRandomSeeds (std::size_t number)

Real	getRand (unsigned int index=0)

uint32_t	getRandl (unsigned int index, uint32_t lower, uint32_t upper)

virtual LocalRankConfig	constructRankConfig (bool batch_mode) const

PerfID	registerTimedSection (const std::string &section_name, const unsigned int level) const

PerfID	registerTimedSection (const std::string &section_name, const unsigned int level, const std::string &live_message, const bool print_dots=true) const

std::string	timedSectionName (const std::string &section_name) const

virtual void	addVectorPostprocessorDependencyHelper (const VectorPostprocessorName &) const

const ReporterName &	getReporterName (const std::string &param_name) const

virtual void	addReporterDependencyHelper (const ReporterName &)

void	setNumberOfRows (dof_id_type n_rows)

void	setNumberOfRows (dof_id_type n_rows)

void	setNumberOfCols (dof_id_type n_cols)

void	setNumberOfCols (dof_id_type n_cols)

virtual void	sampleTearDown (const SampleMode)

virtual void	sampleTearDown (const SampleMode)

virtual void	computeSampleMatrix (DenseMatrix< Real > &matrix)

virtual void	computeSampleMatrix (DenseMatrix< Real > &matrix)

virtual void	computeLocalSampleMatrix (DenseMatrix< Real > &matrix)

virtual void	computeLocalSampleMatrix (DenseMatrix< Real > &matrix)

virtual void	computeSampleRow (dof_id_type i, std::vector< Real > &data)

virtual void	computeSampleRow (dof_id_type i, std::vector< Real > &data)

virtual void	advanceGenerators (const dof_id_type count)

virtual void	advanceGenerators (const dof_id_type count)

virtual void	advanceGenerator (const unsigned int seed_index, const dof_id_type count)

virtual void	advanceGenerator (const unsigned int seed_index, const dof_id_type count)

void	setAutoAdvanceGenerators (const bool state)

void	setAutoAdvanceGenerators (const bool state)

void	shuffle (std::vector< T > &data, const std::size_t seed_index=0, const CommMethod method=CommMethod::LOCAL)

void	shuffle (std::vector< T > &data, const std::size_t seed_index=0, const CommMethod method=CommMethod::LOCAL)

virtual void	executeSetUp ()

virtual void	executeSetUp ()

virtual void	executeTearDown ()

virtual void	executeTearDown ()

void	saveGeneratorState ()

void	saveGeneratorState ()

void	restoreGeneratorState ()

void	restoreGeneratorState ()

const T &	getReporterValue (const std::string &param_name, const std::size_t time_index=0)

const T &	getReporterValue (const std::string &param_name, ReporterMode mode, const std::size_t time_index=0)

const T &	getReporterValue (const std::string &param_name, const std::size_t time_index=0)

const T &	getReporterValue (const std::string &param_name, ReporterMode mode, const std::size_t time_index=0)

const T &	getReporterValueByName (const ReporterName &reporter_name, const std::size_t time_index=0)

const T &	getReporterValueByName (const ReporterName &reporter_name, ReporterMode mode, const std::size_t time_index=0)

const T &	getReporterValueByName (const ReporterName &reporter_name, const std::size_t time_index=0)

const T &	getReporterValueByName (const ReporterName &reporter_name, ReporterMode mode, const std::size_t time_index=0)

bool	hasReporterValue (const std::string &param_name) const

bool	hasReporterValue (const std::string &param_name) const

bool	hasReporterValue (const std::string &param_name) const

bool	hasReporterValue (const std::string &param_name) const

bool	hasReporterValueByName (const ReporterName &reporter_name) const

bool	hasReporterValueByName (const ReporterName &reporter_name) const

bool	hasReporterValueByName (const ReporterName &reporter_name) const

bool	hasReporterValueByName (const ReporterName &reporter_name) const

Protected Attributes
std::vector< const Distribution * >	_distributions
	Storage for distribution objects to be utilized. More...

std::vector< std::size_t >	_loop_index
	The loop index for distribution. More...

std::vector< dof_id_type >	_loop_mod
	Helper for determining if a set of columns need to be recomputed: if (row_index % _loop_mod[_loop_index[col_index]] == 0) More...

std::vector< Real >	_row_data
	Storage for row data (to be used when not recomputing a column) More...

	NONE

	LOCAL

	SEMI_LOCAL

const dof_id_type	_min_procs_per_row

const dof_id_type	_max_procs_per_row

libMesh::Parallel::Communicator	_local_comm

const bool &	_enabled

MooseApp &	_app

const std::string	_type

const std::string	_name

const InputParameters &	_pars

Factory &	_factory

ActionFactory &	_action_factory

const ExecFlagEnum &	_execute_enum

const ExecFlagType &	_current_execute_flag

MooseApp &	_pg_moose_app

const std::string	_prefix

const Parallel::Communicator &	_communicator

Detailed Description

A class used to perform nested Monte Carlo Sampling.

Definition at line 17 of file NestedMonteCarloSampler.h.

Constructor & Destructor Documentation

◆ NestedMonteCarloSampler()

NestedMonteCarloSampler::NestedMonteCarloSampler ( const InputParameters & parameters )

Definition at line 31 of file NestedMonteCarloSampler.C.

   : Sampler(parameters)
 {
   // Grab inputs and make sure size is consistent
   const auto & dnames = getParam<std::vector<std::vector<DistributionName>>>("distributions");
   const auto & nrows = getParam<std::vector<dof_id_type>>("num_rows");
   if (dnames.size() != nrows.size())
     paramError("distributions",
                "There must be a set of distributions for each loop defined by 'num_rows'.");
 
   // Gather distribution pointers and fill in loop index
   const std::size_t nloop = dnames.size();
   for (const auto & n : make_range(nloop))
     for (const auto & name : dnames[n])
     {
       _distributions.push_back(&getDistributionByName(name));
       _loop_index.push_back(n);
     }
 
   // Compute what row indices need to recompute which columns
   _loop_mod.resize(nloop);
   std::partial_sum(
       nrows.rbegin(), nrows.rend(), _loop_mod.rbegin(), std::multiplies<dof_id_type>());
   _loop_mod.erase(_loop_mod.begin());
   _loop_mod.push_back(1);
 
   // Allocate row storage
   _row_data.resize(_distributions.size());
 
   setNumberOfRows(std::accumulate(nrows.begin(), nrows.end(), 1, std::multiplies<dof_id_type>()));
   setNumberOfCols(_distributions.size());
 }

Member Function Documentation

◆ computeSample()

Real NestedMonteCarloSampler::computeSample	(	dof_id_type	row_index,
		dof_id_type	col_index
	)

overrideprotectedvirtual

Return the sample for the given row and column.

Implements Sampler.

Definition at line 86 of file NestedMonteCarloSampler.C.

Referenced by sampleSetUp().

 {
   const Real rn = getRand();
   const auto & loop = _loop_index[col_index];
   if (row_index % _loop_mod[loop] == 0)
     _row_data[col_index] = _distributions[col_index]->quantile(rn);
   return _row_data[col_index];
 }

◆ sampleSetUp()

void NestedMonteCarloSampler::sampleSetUp ( const SampleMode mode )

overrideprotectedvirtual

Here we need to precompute rows that might not be assigned to this processor.

Reimplemented from Sampler.

Definition at line 65 of file NestedMonteCarloSampler.C.

 {
   if (mode == Sampler::SampleMode::GLOBAL || getNumberOfRows() == 0)
     return;
 
   dof_id_type curr_row = 0;
   for (const auto & mod : _loop_mod)
   {
     if (getLocalRowBegin() % mod == 0)
       break;
 
     const dof_id_type target_row = std::floor(getLocalRowBegin() / mod) * mod;
     advanceGenerators((target_row - curr_row) * getNumberOfCols());
     for (const auto & j : make_range(getNumberOfCols()))
       computeSample(target_row, j);
     curr_row = target_row + 1;
   }
   restoreGeneratorState();
 }

◆ validParams()

InputParameters NestedMonteCarloSampler::validParams ( )

static

Definition at line 16 of file NestedMonteCarloSampler.C.

 {
   InputParameters params = Sampler::validParams();
   params.addClassDescription("Monte Carlo sampler for nested loops of parameters.");
   params.addRequiredParam<std::vector<dof_id_type>>(
       "num_rows",
       "The number of rows for each loop of parameters. The first number represents the outermost "
       "loop.");
   params.addRequiredParam<std::vector<std::vector<DistributionName>>>(
       "distributions",
       "Sets of distribution names to be sampled. Each set defines the parameters for the nested "
       "loop, with the first set being the outermost loop.");
   return params;
 }

Member Data Documentation

◆ _distributions

std::vector<const Distribution *> NestedMonteCarloSampler::_distributions

protected

Storage for distribution objects to be utilized.

Definition at line 32 of file NestedMonteCarloSampler.h.

Referenced by computeSample(), and NestedMonteCarloSampler().

◆ _loop_index

std::vector<std::size_t> NestedMonteCarloSampler::_loop_index

protected

The loop index for distribution.

Definition at line 34 of file NestedMonteCarloSampler.h.

Referenced by computeSample(), and NestedMonteCarloSampler().

◆ _loop_mod

std::vector<dof_id_type> NestedMonteCarloSampler::_loop_mod

protected

Helper for determining if a set of columns need to be recomputed: if (row_index % _loop_mod[_loop_index[col_index]] == 0)

Definition at line 37 of file NestedMonteCarloSampler.h.

Referenced by computeSample(), NestedMonteCarloSampler(), and sampleSetUp().

◆ _row_data

std::vector<Real> NestedMonteCarloSampler::_row_data

protected

Storage for row data (to be used when not recomputing a column)

Definition at line 39 of file NestedMonteCarloSampler.h.

Referenced by computeSample(), and NestedMonteCarloSampler().

The documentation for this class was generated from the following files:

stochastic_tools/include/samplers/NestedMonteCarloSampler.h
stochastic_tools/src/samplers/NestedMonteCarloSampler.C

Public Types

Public Member Functions

Static Public Member Functions

Public Attributes

Protected Types

Protected Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

◆ NestedMonteCarloSampler()

Member Function Documentation

◆ computeSample()

◆ sampleSetUp()

◆ validParams()

Member Data Documentation

◆ _distributions

◆ _loop_index

◆ _loop_mod

◆ _row_data