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// Copyright (C) 2019 EDF
// All Rights Reserved
// This code is published under the GNU Lesser General Public License (GNU LGPL)
/** \file Pybind11StOptReg.cpp
* \brief Map regression classes to python
* \author Xavier Warin, Thomas Ouillon
*/
#include <Eigen/Dense>
#include <iostream>
#include <memory>
#include <vector>
#include <pybind11/pybind11.h>
#include <pybind11/eigen.h>
#include <pybind11/stl_bind.h>
#include <pybind11/stl.h>
#include "StOpt/core/grids/SpaceGrid.h"
#include "StOpt/core/grids/FullGrid.h"
#include "StOpt/core/utils/Polynomials1D.h"
#include "StOpt/core/utils/version.h"
#include "StOpt/regression/LocalLinearRegression.h"
#include "StOpt/regression/LocalConstRegression.h"
#include "StOpt/regression/LocalSameSizeLinearRegression.h"
#include "StOpt/regression/LocalSameSizeConstRegression.h"
#include "StOpt/regression/LocalKMeansRegression.h"
#include "StOpt/regression/LocalGridKernelRegression.h"
#include "StOpt/regression/LocalConstDiscrLastDimRegression.h"
#include "StOpt/regression/LocalLinearDiscrLastDimRegression.h"
#include "StOpt/regression/LaplacianConstKernelRegression.h"
#include "StOpt/regression/LaplacianLinearKernelRegression.h"
#include "StOpt/regression/LaplacianGridKernelRegression.h"
#include "StOpt/regression/SparseRegression.h"
#include "StOpt/regression/GlobalRegression.h"
#include "StOpt/regression/ContinuationValueBase.h"
#include "StOpt/regression/ContinuationValue.h"
#include "StOpt/regression/ContinuationValueDet.h"
#include "StOpt/regression/ContinuationCuts.h"
#include "StOpt/regression/GridAndRegressedValueGeners.h"
namespace py = pybind11;
// Wrapper for regression methods
//******************************
// wrapper for BaseRegression
class PyBaseRegression : public StOpt::BaseRegression
{
public :
using StOpt::BaseRegression::BaseRegression;
void updateSimulations(const bool &p_bZeroDate, const Eigen::ArrayXXd &p_particles) override
{
PYBIND11_OVERLOAD_PURE(void, StOpt::BaseRegression, updateSimulations, p_bZeroDate, p_particles);
}
Eigen::ArrayXd getCoordBasisFunction(const Eigen::ArrayXd &p_fToRegress) const override
{
PYBIND11_OVERLOAD_PURE(Eigen::ArrayXd, StOpt::BaseRegression, getCoordBasisFunction, p_fToRegress) ;
}
Eigen::ArrayXXd getCoordBasisFunctionMultiple(const Eigen::ArrayXXd &p_fToRegress) const override
{
PYBIND11_OVERLOAD_PURE(Eigen::ArrayXXd, StOpt::BaseRegression, getCoordBasisFunctionMultiple, p_fToRegress);
}
double reconstructionASim(const int &p_isim, const Eigen::ArrayXd &p_basisCoefficients) const override
{
PYBIND11_OVERLOAD_PURE(double, StOpt::BaseRegression, reconstructionASim, p_isim, p_basisCoefficients);
}
Eigen::ArrayXd getAllSimulations(const Eigen::ArrayXd &p_fToRegress) const override
{
PYBIND11_OVERLOAD_PURE(Eigen::ArrayXd, StOpt::BaseRegression, getAllSimulations, p_fToRegress);
}
Eigen::ArrayXXd getAllSimulationsMultiple(const Eigen::ArrayXXd &p_fToRegress) const override
{
PYBIND11_OVERLOAD_PURE(Eigen::ArrayXXd, StOpt::BaseRegression, getAllSimulationsMultiple, p_fToRegress);
}
Eigen::ArrayXd reconstruction(const Eigen::ArrayXd &p_basisCoefficients) const override
{
PYBIND11_OVERLOAD_PURE(Eigen::ArrayXd, StOpt::BaseRegression, reconstruction, p_basisCoefficients);
}
Eigen::ArrayXXd reconstructionMultiple(const Eigen::ArrayXXd &p_basisCoefficients) const override
{
PYBIND11_OVERLOAD_PURE(Eigen::ArrayXXd, StOpt::BaseRegression, reconstructionMultiple, p_basisCoefficients);
}
double getValue(const Eigen::ArrayXd &p_coordinates, const Eigen::ArrayXd &p_coordBasisFunction) const override
{
PYBIND11_OVERLOAD_PURE(double, StOpt::BaseRegression, getValue, p_coordinates, p_coordBasisFunction);
}
double getAValue(const Eigen::ArrayXd &p_coordinates, const Eigen::ArrayXd &p_ptOfStock,
const std::vector< std::shared_ptr<StOpt::InterpolatorSpectral> > &m_interpFuncBasis) const override
{
PYBIND11_OVERLOAD_PURE(double, StOpt::BaseRegression, getAValue, p_coordinates, p_ptOfStock, m_interpFuncBasis);
}
Eigen::ArrayXXd getParticles() const override
{
PYBIND11_OVERLOAD(Eigen::ArrayXXd, StOpt::BaseRegression, getParticles,);
}
int getNumberOfFunction() const override
{
PYBIND11_OVERLOAD_PURE(int, StOpt::BaseRegression, getNumberOfFunction,);
}
std::shared_ptr<StOpt::BaseRegression> clone() const override
{
PYBIND11_OVERLOAD_PURE(std::shared_ptr<StOpt::BaseRegression>, StOpt::BaseRegression, clone,);
}
};
/// \brief Encapsulation for regression module
PYBIND11_MODULE(StOptReg, m)
{
// version
m.def("getVersion", StOpt::getStOptVersion);
// Map regressors
//****************
py::class_<StOpt::BaseRegression, std::shared_ptr<StOpt::BaseRegression>, PyBaseRegression>(m, "BaseRegression")
.def(py::init<>())
.def("updateSimulations", &StOpt::BaseRegression::updateSimulations)
.def("getCoordBasisFunction", &StOpt::BaseRegression::getCoordBasisFunction)
.def("getCoordBasisFunctionMultiple", &StOpt::BaseRegression::getCoordBasisFunctionMultiple)
.def("getAllSimulations", &StOpt::BaseRegression::getAllSimulations)
.def("getAllSimulationsMultiple", &StOpt::BaseRegression::getAllSimulationsMultiple)
.def("reconstruction", &StOpt::BaseRegression::reconstruction)
.def("getValue", &StOpt::BaseRegression::getValue)
.def("getValues", &StOpt::BaseRegression::getValues)
.def("getAValue", &StOpt::BaseRegression::getAValue)
.def("getNbSimul", &StOpt::BaseRegression::getNbSimul)
.def("getParticles", &StOpt::BaseRegression::getParticles)
.def("getDimension", &StOpt::BaseRegression::getDimension)
.def("getNumberOfFunction", &StOpt::BaseRegression::getNumberOfFunction)
.def("reconstructionMultiple", &StOpt::BaseRegression::reconstructionMultiple)
.def("getBRotationAndRescale", &StOpt::BaseRegression::getBRotationAndRescale)
.def("getMeanX", &StOpt::BaseRegression::getMeanX)
.def("getEtypX", &StOpt::BaseRegression::getEtypX)
.def("getSvdMatrix", &StOpt::BaseRegression::getSvdMatrix)
.def("getSing", &StOpt::BaseRegression::getSing)
;
py::class_<StOpt::LocalLinearRegression, std::shared_ptr< StOpt::LocalLinearRegression>, StOpt::BaseRegression> (m, "LocalLinearRegression")
.def(py::init< const Eigen::ArrayXi &>())
.def(py::init< const Eigen::ArrayXi &, bool>())
.def(py::init< const bool &, const Eigen::ArrayXXd &, const Eigen::ArrayXi &> ())
.def(py::init< const bool &, const Eigen::ArrayXXd &, const Eigen::ArrayXi &, bool> ())
.def("getMesh1D", [ ](StOpt::LocalLinearRegression & p_x)
{
auto ret = p_x.getMesh1DCopy();
std::vector< Eigen::ArrayXd > result;
for (auto &array : ret)
result.push_back(*array);
return result;
})
.def("getNbMesh", &StOpt::LocalRegression::getNbMeshCopy)
.def("getSimToCell", &StOpt::LocalRegression::getSimToCellCopy)
.def("getAllSimulationsConvex", &StOpt::LocalLinearRegression::getAllSimulationsConvex)
;
py::class_<StOpt::LocalConstRegression, std::shared_ptr< StOpt::LocalConstRegression>, StOpt::BaseRegression> (m, "LocalConstRegression")
.def(py::init< const Eigen::ArrayXi &>())
.def(py::init< const Eigen::ArrayXi &, bool>())
.def(py::init< const bool &, const Eigen::ArrayXXd &, const Eigen::ArrayXi &> ())
.def(py::init< const bool &, const Eigen::ArrayXXd &, const Eigen::ArrayXi &, bool> ())
.def("getMesh1D", [ ](StOpt::LocalConstRegression & p_x)
{
auto ret = p_x.getMesh1DCopy();
std::vector< Eigen::ArrayXd > result;
for (auto &array : ret)
result.push_back(*array);
return result;
})
.def("getNbMesh", &StOpt::LocalRegression::getNbMeshCopy)
.def("getSimToCell", &StOpt::LocalRegression::getSimToCellCopy)
;
py::class_<StOpt::LocalLinearDiscrLastDimRegression, std::shared_ptr< StOpt::LocalLinearDiscrLastDimRegression>, StOpt::BaseRegression> (m, "LocalLinearDiscrLastDimRegression")
.def(py::init< const Eigen::ArrayXi &>())
.def(py::init< const Eigen::ArrayXi &, bool>())
.def(py::init< const bool &, const Eigen::ArrayXXd &, const Eigen::ArrayXi &> ())
.def(py::init< const bool &, const Eigen::ArrayXXd &, const Eigen::ArrayXi &, bool> ())
.def("getMesh1D", [ ](StOpt::LocalLinearDiscrLastDimRegression & p_x)
{
auto ret = p_x.getMesh1DCopy();
std::vector< Eigen::ArrayXd > result;
for (auto &array : ret)
result.push_back(*array);
return result;
})
.def("getNbMesh", &StOpt::LocalRegression::getNbMeshCopy)
.def("getSimToCell", &StOpt::LocalRegression::getSimToCellCopy)
;
py::class_<StOpt::LocalConstDiscrLastDimRegression, std::shared_ptr< StOpt::LocalConstDiscrLastDimRegression>, StOpt::BaseRegression> (m, "LocalConstDiscrLastDimRegression")
.def(py::init< const Eigen::ArrayXi &>())
.def(py::init< const Eigen::ArrayXi &, bool>())
.def(py::init< const bool &, const Eigen::ArrayXXd &, const Eigen::ArrayXi &> ())
.def(py::init< const bool &, const Eigen::ArrayXXd &, const Eigen::ArrayXi &, bool> ())
.def("getMesh1D", [ ](StOpt::LocalConstDiscrLastDimRegression & p_x)
{
auto ret = p_x.getMesh1DCopy();
std::vector< Eigen::ArrayXd > result;
for (auto &array : ret)
result.push_back(*array);
return result;
})
.def("getNbMesh", &StOpt::LocalRegression::getNbMeshCopy)
.def("getSimToCell", &StOpt::LocalRegression::getSimToCellCopy)
;
py::class_<StOpt::LocalKMeansRegression, std::shared_ptr< StOpt::LocalKMeansRegression>, StOpt::BaseRegression> (m, "LocalKMeansRegression")
.def(py::init< const Eigen::ArrayXi &>())
.def(py::init< const Eigen::ArrayXi &, bool>())
.def(py::init< const bool &, const Eigen::ArrayXXd &, const Eigen::ArrayXi &> ())
.def(py::init< const bool &, const Eigen::ArrayXXd &, const Eigen::ArrayXi &, bool> ())
;
py::class_<StOpt::LocalSameSizeLinearRegression, std::shared_ptr< StOpt::LocalSameSizeLinearRegression>, StOpt::BaseRegression> (m, "LocalSameSizeLinearRegression")
.def(py::init<const Eigen::ArrayXd &, const Eigen::ArrayXd &, const Eigen::ArrayXi & >())
.def(py::init<const bool &, const Eigen::ArrayXXd &, const Eigen::ArrayXd &, const Eigen::ArrayXd &, const Eigen::ArrayXi & > ())
;
py::class_<StOpt::LocalSameSizeConstRegression, std::shared_ptr< StOpt::LocalSameSizeConstRegression>, StOpt::BaseRegression> (m, "LocalSameSizeConstRegression")
.def(py::init<const Eigen::ArrayXd &, const Eigen::ArrayXd &, const Eigen::ArrayXi & >())
.def(py::init<const bool &, const Eigen::ArrayXXd &, const Eigen::ArrayXd &, const Eigen::ArrayXd &, const Eigen::ArrayXi & > ())
;
py::class_<StOpt::SparseRegression, std::shared_ptr<StOpt::SparseRegression>, StOpt::BaseRegression > (m, "SparseRegression")
.def(py::init< const int &, const Eigen::ArrayXd &, const int &>())
.def(py::init< const bool &, const Eigen::ArrayXXd &, const int &, const Eigen::ArrayXd &, const int &> ())
;
py::class_<StOpt::GlobalRegression<StOpt::Hermite>, std::shared_ptr<StOpt::GlobalRegression<StOpt::Hermite> >, StOpt::BaseRegression > (m, "GlobalHermiteRegression")
.def(py::init< const int &, const int & >())
.def(py::init< const bool &, Eigen::ArrayXXd &, const int & > ())
;
py::class_<StOpt::GlobalRegression<StOpt::Canonical>, std::shared_ptr<StOpt::GlobalRegression<StOpt::Canonical> >, StOpt::BaseRegression > (m, "GlobalCanonicalRegression")
.def(py::init< const int &, const int & >())
.def(py::init< const bool &, const Eigen::ArrayXXd &, const int & > ())
;
py::class_<StOpt::GlobalRegression<StOpt::Tchebychev>, std::shared_ptr<StOpt::GlobalRegression<StOpt::Tchebychev> >, StOpt::BaseRegression > (m, "GlobalTchebychevRegression")
.def(py::init< const int &, const int & >())
.def(py::init< const int &, const int &, bool >())
.def(py::init< const bool &, const Eigen::ArrayXXd &, const int & > ())
.def(py::init< const bool &, const Eigen::ArrayXXd &, const int &, bool > ())
;
py::class_<StOpt::LocalGridKernelRegression, std::shared_ptr<StOpt::LocalGridKernelRegression>, StOpt::BaseRegression > (m, "LocalGridKernelRegression")
.def(py::init< const bool &, const Eigen::ArrayXXd &, const double &, const double &, const bool &> ())
.def(py::init< const double &, const double &, const bool &> ())
;
py::class_<StOpt::LaplacianConstKernelRegression, std::shared_ptr<StOpt::LaplacianConstKernelRegression>, StOpt::BaseRegression > (m, "LaplacianConstKernelRegression")
.def(py::init< const bool &, const Eigen::ArrayXXd &, const Eigen::ArrayXd &> ())
.def(py::init< const Eigen::ArrayXd &> ())
.def(py::init< const bool &, const Eigen::ArrayXXd &> ())
;
py::class_<StOpt::LaplacianLinearKernelRegression, std::shared_ptr<StOpt::LaplacianLinearKernelRegression>, StOpt::BaseRegression > (m, "LaplacianLinearKernelRegression")
.def(py::init< const bool &, const Eigen::ArrayXXd &, const Eigen::ArrayXd &> ())
.def(py::init< const Eigen::ArrayXd &> ())
.def(py::init< const bool &, const Eigen::ArrayXXd &> ())
;
py::class_<StOpt::LaplacianGridKernelRegression, std::shared_ptr<StOpt::LaplacianGridKernelRegression>, StOpt::BaseRegression > (m, "LaplacianGridKernelRegression")
.def(py::init< const bool &, const Eigen::ArrayXXd &, const Eigen::ArrayXd &, const double &, const bool &> ())
.def(py::init<const Eigen::ArrayXd &, const double &, const bool & > ())
;
// map contination values
py::class_<StOpt::ContinuationValue, std::shared_ptr<StOpt::ContinuationValue> >(m, "ContinuationValue")
.def(py::init < const std::shared_ptr< StOpt::SpaceGrid > &, const std::shared_ptr< StOpt::BaseRegression> &, const Eigen::ArrayXXd & > ())
.def(py::init< const std::shared_ptr< StOpt::BaseRegression> &>())
.def("loadForSimulation", &StOpt::ContinuationValue::loadForSimulation)
.def("loadCondExpForSimulation", &StOpt::ContinuationValue::loadCondExpForSimulation)
.def("getAllSimulations", (Eigen::ArrayXd(StOpt::ContinuationValue::*)(const Eigen::ArrayXd &) const) &StOpt::ContinuationValue::getAllSimulations)
.def("getAllSimulations", (Eigen::ArrayXd(StOpt::ContinuationValue::*)(const StOpt::Interpolator &) const) &StOpt::ContinuationValue::getAllSimulations)
.def("getASimulation", (double (StOpt::ContinuationValue::*)(const int &, const StOpt::Interpolator &) const) &StOpt::ContinuationValue::getASimulation, "From interpolator")
.def("getValue", &StOpt::ContinuationValue::getValue)
.def("getValues", &StOpt::ContinuationValue::getValuesCopy)
.def("getGrid", &StOpt::ContinuationValue::getGrid)
.def("getCondExp", &StOpt::ContinuationValue::getCondExp)
.def("getNbSimul", &StOpt::ContinuationValue::getNbSimul)
.def("getParticles", &StOpt::ContinuationValue::getParticles)
;
py::class_<StOpt::ContinuationValueDet, std::shared_ptr<StOpt::ContinuationValueDet> >(m, "ContinuationValueDet")
.def(py::init < const std::shared_ptr< StOpt::SpaceGrid > &, const Eigen::ArrayXXd & > ())
.def("loadForSimulation", &StOpt::ContinuationValueDet::loadForSimulation)
.def("getAllSimulations", (Eigen::ArrayXd(StOpt::ContinuationValueDet::*)(const Eigen::ArrayXd &) const) &StOpt::ContinuationValueDet::getAllSimulations)
.def("getAllSimulations", (Eigen::ArrayXd(StOpt::ContinuationValueDet::*)(const StOpt::Interpolator &) const) &StOpt::ContinuationValueDet::getAllSimulations)
.def("getASimulation", (double (StOpt::ContinuationValueDet::*)(const int &, const StOpt::Interpolator &) const) &StOpt::ContinuationValueDet::getASimulation, "From interpolator")
.def("getValues", &StOpt::ContinuationValueDet::getValuesCopy)
.def("getGrid", &StOpt::ContinuationValueDet::getGrid)
.def("getNbSimul", &StOpt::ContinuationValueDet::getNbSimul)
;
// map grid and regressed values
py::class_<StOpt::GridAndRegressedValue, std::shared_ptr<StOpt::GridAndRegressedValue> >(m, "GridAndRegressedValue")
.def(py::init < const std::shared_ptr< StOpt::SpaceGrid > &, const std::shared_ptr< StOpt::BaseRegression> &, const Eigen::ArrayXXd & > ())
.def("getValue", &StOpt::GridAndRegressedValue::getValue)
.def("getGrid", &StOpt::GridAndRegressedValue::getGrid)
.def("getRegressor", &StOpt::GridAndRegressedValue::getRegressor)
;
// map continuation cut values
py::class_<StOpt::ContinuationCuts, std::shared_ptr<StOpt::ContinuationCuts> >(m, "ContinuationCut")
.def(py::init < const std::shared_ptr< StOpt::SpaceGrid > &, const std::shared_ptr< StOpt::BaseRegression> &, const Eigen::ArrayXXd & > ())
.def(py::init< const std::shared_ptr< StOpt::BaseRegression> &>())
.def("loadForSimulation", [ ](StOpt::ContinuationCuts & p_x, const std::shared_ptr< StOpt::SpaceGrid > &p_grid,
const std::shared_ptr< StOpt::BaseRegression > &p_condExp, const py::list & ns)
{
Eigen::Array< Eigen::ArrayXXd, Eigen::Dynamic, 1 > values(ns.size());
for (size_t i = 0; i < ns.size(); ++i)
{
values(i) = ns[i].cast<Eigen::ArrayXXd>();
}
return p_x.loadForSimulation(p_grid, p_condExp, values);
;
}
)
.def("getCutsAllSimulations", &StOpt::ContinuationCuts::getCutsAllSimulations)
.def("getCutsASim", &StOpt::ContinuationCuts::getCutsASim)
.def("getGrid", &StOpt::ContinuationCuts::getGrid)
.def("getCondExp", &StOpt::ContinuationCuts::getCondExp)
.def("getNbSimul", &StOpt::ContinuationCuts::getNbSimul)
.def("getParticles", &StOpt::ContinuationCuts::getParticles)
;
}
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