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python.uq.dists.optimization.estimateDensitySGDE Namespace Reference

Functions

def estimateDensitySGDE
 

Function Documentation

def python.uq.dists.optimization.estimateDensitySGDE.estimateDensitySGDE (   trainSamplesUnit,
  testSamplesUnit = None,
  testSamplesProb = None,
  pathResults = "/tmp",
  dist = None,
  optimization = 'l2',
  iteration = 0,
  levels = [1,
  refNr = 0,
  refPoints = 0,
  nSamples = 1000 
)
Estimates a sparse grid density for different levels and refinements by
optimizing over a given quantity.

@param trainSamplesUnit:
@param testSamplesUnit:
@param testSamplesProb:
@param pathResults:
@param dist:
@param optimization:
@param iteration:
@param levels:
@param refNr:
@param refPoints:

References sgpp::op_factory.createOperationQuadrature(), python.uq.quadrature.sparse_grid.doQuadrature(), python.uq.plot.plot2d.plotSG2d(), python.tools.writeAlphaARFF(), and python.tools.writeDataARFF().