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Playing around with Surrogates.jl #442

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Playing around with Surrogates.jl #442

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2 changes: 2 additions & 0 deletions Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -56,6 +56,8 @@ Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
SimulationParameters = "32ab26d3-25d6-405d-a295-367385e16093"
SnoopPrecompile = "66db9d55-30c0-4569-8b51-7e840670fc0c"
SpecialFunctions = "276daf66-3868-5448-9aa4-cd146d93841b"
Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
Surrogates = "6fc51010-71bc-11e9-0e15-a3fcc6593c49"
TAUENN = "4f5ffc88-c87f-11eb-142e-4d2ba0394a67"
TEQUILA = "a60c9cbd-e72f-4185-96b6-b8fc312c4d37"
TGLFNN = "558c7b13-fd9f-4806-b461-592296cfa9d0"
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28 changes: 28 additions & 0 deletions src/actors/transport/flux_matcher_actor.jl
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Original file line number Diff line number Diff line change
@@ -1,5 +1,7 @@
import NLsolve
using LinearAlgebra
import Surrogates
import Statistics

#= ================ =#
# ActorFluxMatcher #
Expand Down Expand Up @@ -112,6 +114,32 @@ function _step(actor::ActorFluxMatcher)
actor_logging(dd, old_logging)
end

#### SURROGATES ####
old_logging = actor_logging(dd, false)
try
tmp = hcat(map(collect, z_scaled_history)...)

# Calculate the mean and standard deviation for each set of corresponding elements.
means = Statistics.mean(tmp; dims=2) # Result is a 1-row matrix
std_devs = Statistics.std(tmp; dims=2) # Result is a 1-row matrix

N = 5 # Number of sigmas (change this to your specific number of sigmas)

# Calculate the lower and upper bounds.
lower_bound = means .- N * std_devs
upper_bound = means .+ N * std_devs
lower_bound = scale_z_profiles(means .* 0.0 .- 4.0)
upper_bound = scale_z_profiles(means .* 0.0 .+ 0.0)
@show lower_bound
@show upper_bound

radial_basis = Surrogates.SecondOrderPolynomialSurrogate(z_scaled_history, err_history, lower_bound, upper_bound)
Surrogates.surrogate_optimize(z -> norm(flux_match_errors(actor, z)), Surrogates.SRBF(), lower_bound, upper_bound, radial_basis, Surrogates.SobolSample(); maxiters=50)
finally
actor_logging(dd, old_logging)
end
#### SURROGATES ####

if par.do_plot
display(res)
end
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