-
-
Notifications
You must be signed in to change notification settings - Fork 70
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Merge pull request #477 from sathvikbhagavan/sb/rf
refactor: SurrogatesRandomForest with SurrogatesBase
- Loading branch information
Showing
5 changed files
with
80 additions
and
79 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -1,32 +1,35 @@ | ||
using SafeTestsets | ||
|
||
@safetestset "RandomForestSurrogate" begin | ||
using Surrogates, XGBoost | ||
using Surrogates: sample, SobolSample | ||
using Surrogates | ||
using SurrogatesRandomForest | ||
|
||
#1D | ||
obj_1D = x -> 3 * x + 1 | ||
x = [1.0, 2.0, 3.0, 4.0, 5.0] | ||
y = obj_1D.(x) | ||
a = 0.0 | ||
b = 10.0 | ||
num_round = 2 | ||
my_forest_1D = RandomForestSurrogate(x, y, a, b, num_round = 2) | ||
my_forest_kwarg = RandomForestSurrogate(x, y, a, b) | ||
val = my_forest_1D(3.5) | ||
add_point!(my_forest_1D, 6.0, 19.0) | ||
add_point!(my_forest_1D, [7.0, 8.0], obj_1D.([7.0, 8.0])) | ||
|
||
#ND | ||
lb = [0.0, 0.0, 0.0] | ||
ub = [10.0, 10.0, 10.0] | ||
x = sample(5, lb, ub, SobolSample()) | ||
obj_ND = x -> x[1] * x[2]^2 * x[3] | ||
y = obj_ND.(x) | ||
my_forest_ND = RandomForestSurrogate(x, y, lb, ub, num_round = 2) | ||
my_forest_kwarg = RandomForestSurrogate(x, y, lb, ub) | ||
val = my_forest_ND((1.0, 1.0, 1.0)) | ||
add_point!(my_forest_ND, (1.0, 1.0, 1.0), 1.0) | ||
add_point!(my_forest_ND, [(1.2, 1.2, 1.0), (1.5, 1.5, 1.0)], [1.728, 3.375]) | ||
using Test | ||
using XGBoost: xgboost, predict | ||
@testset "1D" begin | ||
obj_1D = x -> 3 * x + 1 | ||
x = [1.0, 2.0, 3.0, 4.0, 5.0] | ||
y = obj_1D.(x) | ||
a = 0.0 | ||
b = 10.0 | ||
num_round = 2 | ||
my_forest_1D = RandomForestSurrogate(x, y, a, b; num_round = 2) | ||
xgboost1 = xgboost((reshape(x, length(x), 1), y); num_round = 2) | ||
val = my_forest_1D(3.5) | ||
@test predict(xgboost1, [3.5;;])[1] == val | ||
update!(my_forest_1D, [6.0], [19.0]) | ||
update!(my_forest_1D, [7.0, 8.0], obj_1D.([7.0, 8.0])) | ||
end | ||
@testset "ND" begin | ||
lb = [0.0, 0.0, 0.0] | ||
ub = [10.0, 10.0, 10.0] | ||
x = collect.(sample(5, lb, ub, SobolSample())) | ||
obj_ND = x -> x[1] * x[2]^2 * x[3] | ||
y = obj_ND.(x) | ||
my_forest_ND = RandomForestSurrogate(x, y, lb, ub; num_round = 2) | ||
xgboostND = xgboost((reduce(hcat, x)', y); num_round = 2) | ||
val = my_forest_ND([1.0, 1.0, 1.0]) | ||
@test predict(xgboostND, reshape([1.0, 1.0, 1.0], 3, 1))[1] == val | ||
update!(my_forest_ND, [[1.0, 1.0, 1.0]], [1.0]) | ||
update!(my_forest_ND, [[1.2, 1.2, 1.0], [1.5, 1.5, 1.0]], [1.728, 3.375]) | ||
end | ||
end |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters