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#!/usr/bin/env python
import openturns as ot
import math as m
ot.TESTPREAMBLE()
ot.ResourceMap.SetAsBool("Distribution-MinimumVolumeLevelSetBySampling", True)
ot.ResourceMap.SetAsUnsignedInteger(
"Distribution-MinimumVolumeLevelSetSamplingSize", 500
)
# 1-d test
dists = [ot.Normal(-1.0, 1.0), ot.Normal(2.0, 1.5)]
mixture = ot.Mixture(dists)
# 2-d test
dists = [
ot.Normal([-1.0, 2.0], [1.0] * 2, ot.CorrelationMatrix(2)),
ot.Normal([1.0, -2.0], [1.5] * 2, ot.CorrelationMatrix(2)),
]
mixture = ot.Mixture(dists)
# 3-d test
R1 = ot.CovarianceMatrix(3)
R1[2, 1] = -0.25
R2 = ot.CovarianceMatrix(3)
R2[1, 0] = 0.5
R2[2, 1] = -0.3
R2[0, 0] = 1.3
print(R2)
dists = [ot.Normal([1.0, -2.0, 3.0], R1), ot.Normal([-1.0, 2.0, -2.0], R2)]
mixture = ot.Mixture(dists, [2.0 / 3.0, 1.0 / 3.0])
sample = mixture.getSample(1000)
distribution = ot.KernelSmoothing().build(sample)
algo = ot.MinimumVolumeClassifier(distribution, [0.8])
threshold = algo.getThreshold()
print("threshold=", threshold)
assert m.fabs(threshold[0] - 0.0012555) < 1e-3, "wrong threshold"
cls_ref = [
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
0,
1,
1,
0,
1,
1,
1,
1,
1,
]
for i in range(35):
x = sample[i]
cls = algo.classify(x)
pdf = mixture.computePDF(x)
print(i, x, cls, pdf - threshold[0])
assert cls == 1 - cls_ref[i], "wrong class"
graph1 = algo.drawSample(sample, [0])
graph2 = algo.drawSample(sample, [1])
graph3 = algo.drawSample(sample, [0, 1])
contour_alpha = [0.1, 0.5, 0.8]
graph4 = algo.drawContour(contour_alpha)
graph5 = algo.drawContourAndSample(contour_alpha, sample, [0, 1])
algo = ot.MinimumVolumeClassifier(distribution, [0.2, 0.5, 0.8])
threshold = algo.getThreshold()
print("threshold=", threshold)
for i in range(35):
x = sample[i]
cls = algo.classify(x)
pdf = distribution.computePDF(x)
print(i, x, cls, pdf)
graph6 = algo.drawContour(contour_alpha)
graph7 = algo.drawContourAndSample(contour_alpha, sample, [0, 1, 2, 3])
if 0:
from openturns.viewer import View
# View(graph3).show()
# View(graph4).show()
view = View(graph5)
view.save("mvc.png")
View(graph6).show()
View(graph7).show()
view.ShowAll()
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