A class used to perform Parallel Subset Simulation Sampling. More...

#include <ParallelSubsetSimulation.h>

Inheritance diagram for ParallelSubsetSimulation:

Public Types
enum	SampleMode

typedef DataFileName	DataFileParameterType

Public Member Functions
	ParallelSubsetSimulation (const InputParameters &parameters)

const unsigned int &	getNumSamplesSub () const
	Access the number samples per subset.

const bool &	getUseAbsoluteValue () const
	Access use absolute value bool.

const Real &	getSubsetProbability () const
	Access the subset probability.

virtual bool	isAdaptiveSamplingCompleted () const override
	Returns true if the adaptive sampling is completed.

std::vector< Real >	getSampleRow (dof_id_type row_index) const

Real	getSample (dof_id_type row_index, dof_id_type col_index) const

dof_id_type	getNumberOfRows () const

dof_id_type	getNumberOfCols () const

dof_id_type	getNumberOfLocalRows () const

const LocalRankConfig &	getRankConfig (bool batch_mode) const

virtual bool	enabled () const

std::shared_ptr< MooseObject >	getSharedPtr ()

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

bool	isKokkosObject () const

MooseApp &	getMooseApp () const

const std::string &	type () const

const std::string &	name () const

std::string	typeAndName () const

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

MooseObjectName	uniqueName () const

const InputParameters &	parameters () const

const hit::Node *	getHitNode () const

bool	hasBase () const

const std::string &	getBase () 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 &name) const

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

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

void	paramWarning (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

std::string	messagePrefix (const bool hit_prefix=true) const

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

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

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

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

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

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

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

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

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

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

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

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

void	callMooseError (std::string msg, const bool with_prefix, const hit::Node *node=nullptr, const bool show_trace=true) 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 ()

static void	callMooseError (MooseApp const app, const InputParameters &params, std::string msg, const bool with_prefix, const hit::Node node, const bool show_trace=true)

Public Attributes
	usingCombinedWarningSolutionWarnings

const ConsoleStream	_console

Static Public Attributes
static const std::string	type_param

static const std::string	name_param

static const std::string	unique_name_param

static const std::string	app_param

static const std::string	moose_base_param

static const std::string	kokkos_object_param

Protected Member Functions
virtual void	executeSetUp () override

virtual Real	computeSample (dof_id_type row_index, dof_id_type col_index) const override

void	setNumberOfRandomSeeds (std::size_t number)

Real	getRand (std::size_t n, unsigned int index=0) const

unsigned int	getRandl (std::size_t n, unsigned int lower, unsigned int upper, unsigned int index=0) const

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

virtual void	advanceGenerators (const dof_id_type count)

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

void	setAutoAdvanceGenerators (const bool state)

virtual void	executeTearDown ()

virtual LocalRankConfig	constructRankConfig (bool batch_mode) const

void	flagInvalidSolutionInternal (const InvalidSolutionID invalid_solution_id) const

InvalidSolutionID	registerInvalidSolutionInternal (const std::string &message, const bool warning) 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 ReporterContextBase &	getReporterContextBaseByName (const ReporterName &reporter_name) const

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

virtual void	addReporterDependencyHelper (const ReporterName &)

T &	declareRestartableData (const std::string &data_name, Args &&... args)

ManagedValue< T >	declareManagedRestartableDataWithContext (const std::string &data_name, void *context, Args &&... args)

const T &	getRestartableData (const std::string &data_name) const

T &	declareRestartableDataWithContext (const std::string &data_name, void *context, Args &&... args)

T &	declareRecoverableData (const std::string &data_name, Args &&... args)

T &	declareRestartableDataWithObjectName (const std::string &data_name, const std::string &object_name, Args &&... args)

T &	declareRestartableDataWithObjectNameWithContext (const std::string &data_name, const std::string &object_name, void *context, Args &&... args)

std::string	restartableName (const std::string &data_name) const

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	computeSampleMatrix (DenseMatrix< Real > &matrix)

virtual void	computeSampleMatrix (DenseMatrix< Real > &matrix)

virtual void	computeLocalSampleMatrix (DenseMatrix< Real > &matrix)

virtual void	computeLocalSampleMatrix (DenseMatrix< Real > &matrix)

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
const unsigned int &	_num_samplessub
	Number of samples per subset.

const unsigned int &	_num_subsets
	Number of subsets.

const bool &	_use_absolute_value
	Absolute value of the model result. Use this when failure is defined as a non-exceedance rather than an exceedance.

const Real &	_subset_probability
	The subset conditional failure probability.

const unsigned int &	_num_random_seeds
	Initialize a certain number of random seeds. Change from the default only if you have to.

const std::vector< Real > &	_outputs
	Reporter value containing calculated outputs.

const std::vector< std::vector< Real > > &	_inputs
	Reporter value containing input values from decision reporter.

const int &	_step
	Track the current step of the main App.

const unsigned int	_count_max
	Maximum length of markov chains based on subset probability.

unsigned int &	_subset
	Track the current subset index.

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

bool &	_is_sampling_completed
	True if the sampling is completed.

const dof_id_type	_min_procs_per_row

const dof_id_type	_max_procs_per_row

const bool &	_enabled

MooseApp &	_app

Factory &	_factory

ActionFactory &	_action_factory

const std::string &	_type

const std::string &	_name

const InputParameters &	_pars

const ExecFlagEnum &	_execute_enum

const ExecFlagType &	_current_execute_flag

MooseApp &	_pg_moose_app

const std::string	_prefix

MooseApp &	_restartable_app

const std::string	_restartable_system_name

const THREAD_ID	_restartable_tid

const bool	_restartable_read_only

const Parallel::Communicator &	_communicator

Private Member Functions
void	execute ()

void	checkReinitStatus () const

void	advanceGeneratorsInternal (const dof_id_type count)

const VectorPostprocessorValue &	getVectorPostprocessorByNameHelper (const VectorPostprocessorName &name, const std::string &vector_name, bool broadcast, std::size_t t_index) const

const VectorPostprocessorContext< VectorPostprocessorValue > &	getVectorPostprocessorContextByNameHelper (const VectorPostprocessorName &name, const std::string &vector_name) const

bool	vectorPostprocessorsAdded () const

bool	reportersAdded () const

void	possiblyCheckHasReporter (const ReporterName &reporter_name, const std::string &param_name="") const

RestartableDataValue &	registerRestartableDataOnApp (std::unique_ptr< RestartableDataValue > data, THREAD_ID tid) const

void	registerRestartableNameWithFilterOnApp (const std::string &name, Moose::RESTARTABLE_FILTER filter)

RestartableData< T > &	declareRestartableDataHelper (const std::string &data_name, void *context, Args &&... args) const

void	init ()

void	init ()

void	reinit ()

void	reinit ()

void	possiblyCheckHasVectorPostprocessor (const std::string &param_name, const std::string &vector_name) const

void	possiblyCheckHasVectorPostprocessor (const std::string &param_name, const std::string &vector_name) const

void	possiblyCheckHasVectorPostprocessorByName (const VectorPostprocessorName &name, const std::string &vector_name) const

void	possiblyCheckHasVectorPostprocessorByName (const VectorPostprocessorName &name, const std::string &vector_name) const

Static Private Member Functions
static const hit::Node *	getHitNode (const InputParameters &params)

static std::string	messagePrefix (const InputParameters &params, const bool hit_prefix)

Private Attributes
std::vector< std::vector< Real > > &	_inputs_sto
	Storage for the previously accepted sample inputs across all the subsets.

std::vector< Real > &	_outputs_sto
	Storage for previously accepted sample outputs across all the subsets.

std::vector< std::vector< Real > > &	_inputs_sorted
	Store the sorted input samples according to their corresponding outputs.

std::vector< std::vector< Real > > &	_markov_seed
	Mean input vector for the next proposed sample inputs across several processors.

std::vector< std::unique_ptr< MooseRandomStateless > > &	_generators

dof_id_type &	_n_local_rows

dof_id_type &	_local_row_begin

dof_id_type &	_local_row_end

dof_id_type &	_n_rows

dof_id_type &	_n_cols

std::size_t	_n_seeds

bool	_initialized

bool	_needs_reinit

bool &	_has_executed

const dof_id_type	_limit_get_global_samples

const dof_id_type	_limit_get_local_samples

const dof_id_type	_limit_get_row

std::pair< LocalRankConfig, LocalRankConfig > &	_rank_config

bool	_auto_advance_generators

const ParallelParamObject &	_parent

const MooseBase &	_si_moose_base

const FEProblemBase *	_si_problem

ExecFlagEnum	_empty_execute_enum

const InputParameters &	_dni_params

FEProblemBase &	_dni_feproblem

const MooseObject *const	_dni_moose_object_ptr

const InputParameters &	_si_params

FEProblemBase &	_si_feproblem

THREAD_ID	_si_tid

const bool	_broadcast_by_default

const MooseObject &	_vpi_moose_object

const FEProblemBase &	_vpi_feproblem

const THREAD_ID	_vpi_tid

const InputParameters &	_ri_params

FEProblemBase &	_ri_fe_problem_base

const ReporterData &	_ri_reporter_data

const MooseObject &	_ri_moose_object

const RestartableDataMapName	_metaname

std::string	_restartable_name

Detailed Description

A class used to perform Parallel Subset Simulation Sampling.

Definition at line 18 of file ParallelSubsetSimulation.h.

Constructor & Destructor Documentation

◆ ParallelSubsetSimulation()

ParallelSubsetSimulation::ParallelSubsetSimulation ( const InputParameters & parameters )

Definition at line 46 of file ParallelSubsetSimulation.C.

  : Sampler(parameters),
    _num_samplessub(getParam<unsigned int>("num_samplessub")),
    _num_subsets(getParam<unsigned int>("num_subsets")),
    _use_absolute_value(getParam<bool>("use_absolute_value")),
    _subset_probability(getParam<Real>("subset_probability")),
    _num_random_seeds(getParam<unsigned int>("num_random_seeds")),
    _outputs(getReporterValue<std::vector<Real>>("output_reporter")),
    _inputs(getReporterValue<std::vector<std::vector<Real>>>("inputs_reporter")),
    _step(getCheckedPointerParam<FEProblemBase *>("_fe_problem_base")->timeStep()),
    _count_max(std::floor(1 / _subset_probability)),
    _subset(declareRecoverableData<unsigned int>("subset", 0)),
    _is_sampling_completed(declareRecoverableData<bool>("is_sampling_completed", false)),
    _inputs_sto(declareRecoverableData<std::vector<std::vector<Real>>>("inputs_sto")),
    _outputs_sto(declareRecoverableData<std::vector<Real>>("outputs_sto")),
    _inputs_sorted(declareRecoverableData<std::vector<std::vector<Real>>>("inputs_sorted")),
    _markov_seed(declareRecoverableData<std::vector<std::vector<Real>>>("markov_seed"))
{
  // Fixing the number of rows to the number of processors
  const dof_id_type nchains = isParamValid("num_parallel_chains")
                                  ? getParam<unsigned int>("num_parallel_chains")
                                  : n_processors() / _min_procs_per_row;
  setNumberOfRows(nchains);
  if ((_num_samplessub / nchains) % _count_max > 0)
    mooseError("Number of model evaluations per chain per subset (",
               _num_samplessub / nchains,
               ") should be a multiple of requested chain length (",
               _count_max,
               ").");
 
  // Filling the `distributions` vector with the user-provided distributions.
  for (const DistributionName & name : getParam<std::vector<DistributionName>>("distributions"))
    _distributions.push_back(&getDistributionByName(name));
 
  // Setting the number of columns in the sampler matrix (equal to the number of distributions).
  setNumberOfCols(_distributions.size());
 
  /* `inputs_sto` is a member variable that aids in deciding the next set of samples
  in the Subset Simulation algorithm by storing the input parameter values*/
  _inputs_sto.resize(_distributions.size(), std::vector<Real>(_num_samplessub, 0.0));
  _outputs_sto.resize(_num_samplessub, 0.0);
 
  /* `inputs_sorted` is a member variable which also aids in deciding the next set of samples
  in the Subset Simulation algorithm by storing the sorted input parameter values
  by their corresponding output values*/
  _inputs_sorted.resize(_distributions.size());
 
  /* `markov_seed` is a member variable to store the seed input values for proposing
  the next set of Markov chain samples.*/
  _markov_seed.resize(_distributions.size());
 
  setNumberOfRandomSeeds(_num_random_seeds);
  setAutoAdvanceGenerators(false);
}

Member Function Documentation

◆ computeSample()

Real ParallelSubsetSimulation::computeSample	(	dof_id_type	row_index,
		dof_id_type	col_index
	)		const

overrideprotectedvirtual

Implements Sampler.

Definition at line 183 of file ParallelSubsetSimulation.C.

{
  unsigned int seed_value = _step > 0 ? (_step - 1) * 2 : 0;
  const dof_id_type n = row_index * getNumberOfCols() + col_index;
  Real val;
 
  if (_subset == 0)
    val = getRand(n, seed_value);
  else
  {
    const Real rv =
        Normal::quantile(getRand(n, seed_value), _markov_seed[col_index][row_index], 1.0);
    const Real acceptance_ratio = std::log(Normal::pdf(rv, 0, 1)) -
                                  std::log(Normal::pdf(_markov_seed[col_index][row_index], 0, 1));
    const Real new_sample = acceptance_ratio > std::log(getRand(n, seed_value + 1))
                                ? rv
                                : _markov_seed[col_index][row_index];
    val = Normal::cdf(new_sample, 0, 1);
  }
 
  return _distributions[col_index]->quantile(val);
}

◆ executeSetUp()

void ParallelSubsetSimulation::executeSetUp ( )

overrideprotectedvirtual

Reimplemented from Sampler.

Definition at line 120 of file ParallelSubsetSimulation.C.

{
  if (_is_sampling_completed)
    mooseError("Internal bug: the adaptive sampling is supposed to be completed but another sample "
               "has been requested.");
 
  _subset = (_step * getNumberOfRows()) / _num_samplessub;
  const unsigned int sub_ind = _step - (_num_samplessub / getNumberOfRows()) * _subset;
  const unsigned int offset = sub_ind * getNumberOfRows();
 
  // check if we have completed the last sample
  if (_subset >= _num_subsets)
  {
    _is_sampling_completed = true;
    return;
  }
 
  // Get and store the accepted samples input across all the procs from the previous step
  for (dof_id_type j = 0; j < _distributions.size(); ++j)
    for (dof_id_type ss = 0; ss < getNumberOfRows(); ++ss)
      _inputs_sto[j][ss + offset] = Normal::quantile(_distributions[j]->cdf(_inputs[j][ss]), 0, 1);
 
  // Get the accepted sample outputs across all the procs from the previous step
  std::vector<Real> tmp =
      _use_absolute_value ? AdaptiveMonteCarloUtils::computeVectorABS(_outputs) : _outputs;
  _communicator.allgather(tmp);
  if (tmp.empty())
    tmp.resize(getNumberOfRows(), 0.0);
  for (dof_id_type ss = 0; ss < getNumberOfRows(); ++ss)
    _outputs_sto[ss + offset] = tmp[ss];
 
  // These are the subsequent subsets which use Markov Chain Monte Carlo sampling scheme
  if (_subset > 0)
  {
    // Check whether the subset index has changed
    if (sub_ind == 0)
    {
      // _inputs_sorted contains the input values corresponding to the largest po percentile
      // output values
      _inputs_sorted = AdaptiveMonteCarloUtils::sortInput(
          _inputs_sto, _outputs_sto, _num_samplessub, _subset_probability);
    }
 
    // Reinitialize the starting inputs values for the next set of Markov chains
    if (sub_ind % _count_max == 0)
    {
      const unsigned int soffset = (sub_ind / _count_max) * getNumberOfRows();
      for (dof_id_type j = 0; j < _distributions.size(); ++j)
        _markov_seed[j].assign(_inputs_sorted[j].begin() + soffset,
                               _inputs_sorted[j].begin() + soffset + getNumberOfRows());
    }
    // Otherwise, use the previously accepted input values to propose the next set of input
    // values
    else
    {
      for (dof_id_type j = 0; j < _distributions.size(); ++j)
        _markov_seed[j].assign(_inputs_sto[j].begin() + offset,
                               _inputs_sto[j].begin() + offset + getNumberOfRows());
    }
  }
}

◆ getNumSamplesSub()

const unsigned int & ParallelSubsetSimulation::getNumSamplesSub ( ) const

Access the number samples per subset.

Definition at line 102 of file ParallelSubsetSimulation.C.

{
  return _num_samplessub;
}

Referenced by AdaptiveMonteCarloDecision::AdaptiveMonteCarloDecision(), and AdaptiveMonteCarloDecision::execute().

◆ getSubsetProbability()

const Real & ParallelSubsetSimulation::getSubsetProbability ( ) const

Access the subset probability.

Definition at line 114 of file ParallelSubsetSimulation.C.

{
  return _subset_probability;
}

Referenced by AdaptiveMonteCarloDecision::execute().

◆ getUseAbsoluteValue()

const bool & ParallelSubsetSimulation::getUseAbsoluteValue ( ) const

Access use absolute value bool.

Definition at line 108 of file ParallelSubsetSimulation.C.

{
  return _use_absolute_value;
}

Referenced by AdaptiveMonteCarloDecision::execute().

◆ isAdaptiveSamplingCompleted()

virtual bool ParallelSubsetSimulation::isAdaptiveSamplingCompleted ( ) const

inlineoverridevirtual

Returns true if the adaptive sampling is completed.

Reimplemented from Sampler.

Definition at line 37 of file ParallelSubsetSimulation.h.

37{ return _is_sampling_completed; }

◆ validParams()

InputParameters ParallelSubsetSimulation::validParams ( )

static

Definition at line 18 of file ParallelSubsetSimulation.C.

{
  InputParameters params = Sampler::validParams();
  params.addClassDescription("Parallel Subset Simulation sampler.");
  params.addRequiredParam<std::vector<DistributionName>>(
      "distributions",
      "The distribution names to be sampled, the number of distributions provided defines the "
      "number of columns per matrix.");
  params.addRequiredParam<ReporterName>("output_reporter",
                                        "Reporter with results of samples created by the SubApp.");
  params.addRequiredParam<ReporterName>("inputs_reporter", "Reporter with input parameters.");
  params.addRangeCheckedParam<Real>("subset_probability",
                                    0.1,
                                    "subset_probability>0 & subset_probability<=1",
                                    "Conditional probability of each subset");
  params.addRequiredParam<unsigned int>("num_samplessub", "Number of samples per subset");
  params.addRequiredParam<unsigned int>("num_subsets", "Number of desired subsets");
  params.addParam<unsigned int>("num_parallel_chains",
                                "Number of Markov chains to run in parallel, default is based on "
                                "the number of processors used.");
  params.addParam<bool>("use_absolute_value", false, "Use absolute value of the sub app output");
  params.addParam<unsigned int>(
      "num_random_seeds",
      100000,
      "Initialize a certain number of random seeds. Change from the default only if you have to.");
  return params;
}

Member Data Documentation

◆ _count_max

const unsigned int ParallelSubsetSimulation::_count_max

protected

Maximum length of markov chains based on subset probability.

Definition at line 68 of file ParallelSubsetSimulation.h.

Referenced by executeSetUp(), and ParallelSubsetSimulation().

◆ _distributions

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

protected

Storage for distribution objects to be utilized.

Definition at line 74 of file ParallelSubsetSimulation.h.

Referenced by computeSample(), executeSetUp(), and ParallelSubsetSimulation().

◆ _inputs

const std::vector<std::vector<Real> >& ParallelSubsetSimulation::_inputs

protected

Reporter value containing input values from decision reporter.

Definition at line 62 of file ParallelSubsetSimulation.h.

Referenced by executeSetUp().

◆ _inputs_sorted

std::vector<std::vector<Real> >& ParallelSubsetSimulation::_inputs_sorted

private

Store the sorted input samples according to their corresponding outputs.

Definition at line 87 of file ParallelSubsetSimulation.h.

Referenced by executeSetUp(), and ParallelSubsetSimulation().

◆ _inputs_sto

std::vector<std::vector<Real> >& ParallelSubsetSimulation::_inputs_sto

private

Storage for the previously accepted sample inputs across all the subsets.

Definition at line 81 of file ParallelSubsetSimulation.h.

Referenced by executeSetUp(), and ParallelSubsetSimulation().

◆ _is_sampling_completed

bool& ParallelSubsetSimulation::_is_sampling_completed

protected

True if the sampling is completed.

Definition at line 77 of file ParallelSubsetSimulation.h.

Referenced by executeSetUp(), and isAdaptiveSamplingCompleted().

◆ _markov_seed

std::vector<std::vector<Real> >& ParallelSubsetSimulation::_markov_seed

private

Mean input vector for the next proposed sample inputs across several processors.

Definition at line 90 of file ParallelSubsetSimulation.h.

Referenced by computeSample(), executeSetUp(), and ParallelSubsetSimulation().

◆ _num_random_seeds

const unsigned int& ParallelSubsetSimulation::_num_random_seeds

protected

Initialize a certain number of random seeds. Change from the default only if you have to.

Definition at line 56 of file ParallelSubsetSimulation.h.

Referenced by ParallelSubsetSimulation().

◆ _num_samplessub

const unsigned int& ParallelSubsetSimulation::_num_samplessub

protected

Number of samples per subset.

Definition at line 44 of file ParallelSubsetSimulation.h.

Referenced by executeSetUp(), getNumSamplesSub(), and ParallelSubsetSimulation().

◆ _num_subsets

const unsigned int& ParallelSubsetSimulation::_num_subsets

protected

Number of subsets.

Definition at line 47 of file ParallelSubsetSimulation.h.

Referenced by executeSetUp().

◆ _outputs

const std::vector<Real>& ParallelSubsetSimulation::_outputs

protected

Reporter value containing calculated outputs.

Definition at line 59 of file ParallelSubsetSimulation.h.

Referenced by executeSetUp().

◆ _outputs_sto

std::vector<Real>& ParallelSubsetSimulation::_outputs_sto

private

Storage for previously accepted sample outputs across all the subsets.

Definition at line 84 of file ParallelSubsetSimulation.h.

Referenced by executeSetUp(), and ParallelSubsetSimulation().

◆ _step

const int& ParallelSubsetSimulation::_step

protected

Track the current step of the main App.

Definition at line 65 of file ParallelSubsetSimulation.h.

Referenced by computeSample(), and executeSetUp().

◆ _subset

unsigned int& ParallelSubsetSimulation::_subset

protected

Track the current subset index.

Definition at line 71 of file ParallelSubsetSimulation.h.

Referenced by computeSample(), and executeSetUp().

◆ _subset_probability

const Real& ParallelSubsetSimulation::_subset_probability

protected

The subset conditional failure probability.

Definition at line 53 of file ParallelSubsetSimulation.h.

Referenced by executeSetUp(), and getSubsetProbability().

◆ _use_absolute_value

const bool& ParallelSubsetSimulation::_use_absolute_value

protected

Absolute value of the model result. Use this when failure is defined as a non-exceedance rather than an exceedance.

Definition at line 50 of file ParallelSubsetSimulation.h.

Referenced by executeSetUp(), and getUseAbsoluteValue().

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

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

Public Types

Public Member Functions

Static Public Member Functions

Public Attributes

Static Public Attributes

Protected Member Functions

Protected Attributes

Private Member Functions

Static Private Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

◆ ParallelSubsetSimulation()

Member Function Documentation

◆ computeSample()

◆ executeSetUp()

◆ getNumSamplesSub()

◆ getSubsetProbability()

◆ getUseAbsoluteValue()

◆ isAdaptiveSamplingCompleted()

◆ validParams()

Member Data Documentation

◆ _count_max

◆ _distributions

◆ _inputs

◆ _inputs_sorted

◆ _inputs_sto

◆ _is_sampling_completed

◆ _markov_seed

◆ _num_random_seeds

◆ _num_samplessub

◆ _num_subsets

◆ _outputs

◆ _outputs_sto

◆ _step

◆ _subset

◆ _subset_probability

◆ _use_absolute_value