Welcome to mfpml’s documentation!

Docs | GitHub

First publication: August 23, 2023

Overview:

• Summary
  • (1) Basic methods
  • (2) Advanced methods
    • Authorship
    • Community Support
    • License

Get started:

• Installation

Design of experiments:

• Design space
• Single fidelity sampler
  • Example for single fidelity sampler
  • Implemented single fidelity samplers
• Multi fidelity sampler
  • Example for multi fidelity sampler
  • Implemented multi fidelity samplers

Problems:

• Problems
  • Problems class structure
• Single fidelity problems
  • Example for single fidelity function
  • Implemented single fidelity Functions
• Multi fidelity problems
  • Example for multi fidelity function
  • Implemented multi fidelity Functions

Surrogates:

• Single fidelity surrogates
  • Kriging model
    • 1. basics of Kriging model
    • 2. Negative log-likelihood
    • 3. Inference
    • 4. Implementation
  • mix-kernel Kriging model
    • 1. basics of mix-kernel Kriging model
    • 2. Implementation
• Multi fidelity surrogates
  • Co-Kriging model
    • 1. basics of Co-Kriging model
    • 2. Training and Inference
  • Implementation
  • Implemented multi-fidelity surrogates
  • References

Optimization:

• Optimization
• 1. Evolutionary algorithms
  • 1.1 Particle swarm optimization
  • 1.2 Differential evolution
• 2. Bayesian optimization
  • 2.1 acquisition functions
  • 2.2 Schematics of Acquisition function on Forrester function
  • Implemented single fidelity acquisition functions
• 3. Multi fidelity Bayesian optimization
  • 3.1 Multi-fidelity acquisition functions
    • 3.1.1 variable-fidelity Lower Confidence Bound (VF-LCB)
    • 3.1.2 variable-fidelity Expected Improvement (VF-EI)
    • 3.1.3 Extended Probability of Improvement (VF-PI)
    • 3.1.4 Augmented Expected Improvement (AEI)
  • 3.2 Implementation
  • References

reliability analysis:

• reliability analysis

API Reference:

• API Documentation
  • Modules
    • mfpml.design_of_experiment
    • mfpml.problems
    • mfpml.models
    • mfpml.optimization

Indices and tables

• Index

• Module Index

• Search Page