SG++-Doxygen-Documentation
python.uq.refinement.RefinementStrategy.AnchoredVarianceOptRanking Class Reference
Inheritance diagram for python.uq.refinement.RefinementStrategy.AnchoredVarianceOptRanking:
python.uq.refinement.RefinementStrategy.Ranking

Public Member Functions

def __init__ (self)
 
def update (self, grid, v, gpi, params, args, kws)
 
- Public Member Functions inherited from python.uq.refinement.RefinementStrategy.Ranking
def __init__ (self)
 
def getKnowledgeType (self)
 
def rank (self, grid, gp, alphas, params, t=0, args, kws)
 
def update (self, grid, v, gpi, params)
 

Constructor & Destructor Documentation

◆ __init__()

def python.uq.refinement.RefinementStrategy.AnchoredVarianceOptRanking.__init__ (   self)

Member Function Documentation

◆ update()

def python.uq.refinement.RefinementStrategy.AnchoredVarianceOptRanking.update (   self,
  grid,
  v,
  gpi,
  params,
  args,
  kws 
)
Compute ranking for variance estimation

\argmax_{i \in \A} |v_i| \sqrt{E[\varphi_i^2]}

@param grid: Grid grid
@param v: numpy array coefficients

References python.uq.operations.sparse_grid.evalSGFunction().


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