python.uq.dists.optimization.estimateDensitySGDE Namespace Reference

Functions
def	estimateDensitySGDE (trainSamplesUnit, testSamplesUnit=None, testSamplesProb=None, pathResults="/tmp", dist=None, optimization='l2', iteration=0, levels=[1, refNr=0, refPoints=0, nSamples=1000)

Function Documentation

estimateDensitySGDE()

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().