2 Copyright (C) 2008-2024 EDF R&D
4 This file is part of SALOME ADAO module.
6 This library is free software; you can redistribute it and/or
7 modify it under the terms of the GNU Lesser General Public
8 License as published by the Free Software Foundation; either
9 version 2.1 of the License, or (at your option) any later version.
11 This library is distributed in the hope that it will be useful,
12 but WITHOUT ANY WARRANTY; without even the implied warranty of
13 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14 Lesser General Public License for more details.
16 You should have received a copy of the GNU Lesser General Public
17 License along with this library; if not, write to the Free Software
18 Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
20 See http://www.salome-platform.org/ or email : webmaster.salome@opencascade.com
22 Author: Jean-Philippe Argaud, jean-philippe.argaud@edf.fr, EDF R&D
24 .. index:: single: QuantileRegression
25 .. _section_ref_algorithm_QuantileRegression:
27 Calculation algorithm "*QuantileRegression*"
28 --------------------------------------------
30 .. ------------------------------------ ..
31 .. include:: snippets/Header2Algo01.rst
33 This mono-objective optimization algorithm allows to estimate the conditional
34 quantiles of the state parameters distribution, expressed with a model of the
35 observed variables. These are then the quantiles on the observed variables
36 which will allow to determine the model parameters that satisfy to the
39 .. ------------------------------------ ..
40 .. include:: snippets/Header2Algo12.rst
42 .. include:: snippets/FeaturePropLocalOptimization.rst
44 .. include:: snippets/FeaturePropDerivativeNeeded.rst
46 .. include:: snippets/FeaturePropConvergenceOnBoth.rst
48 .. ------------------------------------ ..
49 .. include:: snippets/Header2Algo02.rst
51 .. include:: snippets/Background.rst
53 .. include:: snippets/Observation.rst
55 .. include:: snippets/ObservationOperator.rst
57 .. ------------------------------------ ..
58 .. include:: snippets/Header2Algo03AdOp.rst
60 .. include:: snippets/BoundsWithNone.rst
62 .. include:: snippets/CostDecrementTolerance_6.rst
64 .. include:: snippets/InitializationPoint.rst
66 .. include:: snippets/MaximumNumberOfIterations.rst
68 .. include:: snippets/Quantile.rst
70 StoreSupplementaryCalculations
71 .. index:: single: StoreSupplementaryCalculations
73 *List of names*. This list indicates the names of the supplementary
74 variables, that can be available during or at the end of the algorithm, if
75 they are initially required by the user. Their availability involves,
76 potentially, costly calculations or memory consumptions. The default is then
77 a void list, none of these variables being calculated and stored by default
78 (excepted the unconditional variables). The possible names are in the
79 following list (the detailed description of each named variable is given in
80 the following part of this specific algorithmic documentation, in the
81 sub-section "*Information and variables available at the end of the
88 "CurrentIterationNumber",
93 "SimulatedObservationAtBackground",
94 "SimulatedObservationAtCurrentState",
95 "SimulatedObservationAtOptimum",
99 ``{"StoreSupplementaryCalculations":["CurrentState", "Residu"]}``
101 *Tips for this algorithm:*
103 As the *"BackgroundError"* and *"ObservationError"* commands are required
104 for ALL the calculation algorithms in the interface, you have to provide a
105 value, even if these commands are not required for this algorithm, and will
106 not be used. The simplest way is to give "1" as a STRING for both.
108 .. ------------------------------------ ..
109 .. include:: snippets/Header2Algo04.rst
111 .. include:: snippets/Analysis.rst
113 .. include:: snippets/CostFunctionJ.rst
115 .. include:: snippets/CostFunctionJb.rst
117 .. include:: snippets/CostFunctionJo.rst
119 .. ------------------------------------ ..
120 .. include:: snippets/Header2Algo05.rst
122 .. include:: snippets/Analysis.rst
124 .. include:: snippets/BMA.rst
126 .. include:: snippets/CostFunctionJ.rst
128 .. include:: snippets/CostFunctionJb.rst
130 .. include:: snippets/CostFunctionJo.rst
132 .. include:: snippets/CurrentIterationNumber.rst
134 .. include:: snippets/CurrentState.rst
136 .. include:: snippets/Innovation.rst
138 .. include:: snippets/OMA.rst
140 .. include:: snippets/OMB.rst
142 .. include:: snippets/SimulatedObservationAtBackground.rst
144 .. include:: snippets/SimulatedObservationAtCurrentState.rst
146 .. include:: snippets/SimulatedObservationAtOptimum.rst
148 .. ------------------------------------ ..
149 .. _section_ref_algorithm_QuantileRegression_examples:
151 .. include:: snippets/Header2Algo06.rst
153 .. ------------------------------------ ..
154 .. include:: snippets/Header2Algo07.rst