matthiaswiller / era-software

Software developed for ERA Group (TUM)

ERA-software

This software is developed for the ERA group at TUM. It provides simple frameworks for SuS, BUS, aBUS, CE-method, SIS and FORM in matlab and python.

For further information visit: www.era.bgu.tum.de/software

era-software's Issues

Description for function files

Write a proper description with input/output/reference for all files:

• 00_ERADistNataf
• 01_SuS
• 02_BUS
• 03_aBUS
• 04_iTMCMC
• 05_CE-method
• 06_SIS
• 07_FORM

Formatting Changes

Please make sure the format is consistent throughout all files:

• import numpy as np and import scipy as sp
• change paragraph sign ## to # %%
• save all samplesX directly (i.e. samplesX[i] instead of samplesX['total'][i])

Modify EM algorithm

Edit the EM algorithm according to Sebastian's template.

Bug in aBUS

I get this bug:

C:\Users\Willer\Anaconda3\lib\site-packages\numpy\core\_methods.py:70: RuntimeWarning: invalid value encountered in double_scalars ret = ret.dtype.type(ret / rcount)

c:\Users\Willer\Desktop\ERA-software\03_aBUS\python\aCS_BUS.py:109: RuntimeWarning: invalid value encountered in minimum mu_acc[i] = mu_acc[i] + np.minimum(1, np.mean(acc[idx+1:idx+Nchain[k]])) # min problem

c:\Users\Willer\Desktop\ERA-software\03_aBUS\python\aCS_BUS.py:120: RuntimeWarning: invalid value encountered in minimum sigma = np.minimum(lam[i+1]*sigma_0, np.ones((n))) # Ref. 1 Eq. 23

Probably something with aCS? Can you please check it out, Matthias?

CE-method with GM doesn't converge

The matlab CE-method with GM doesn't converge in 100 steps:

Random initialization vMFNM in Python

Implement random initialization of EMvMFNM also in Python

vMFNM in Python

Translate the vMFNM to Python

Take nGM/k as input

Edit CE and SIS such that they take nGM/k as an input. Call it k_init.

Examples 3-5 for all reliability methods

Add Examples 3, 4 and 5 in all the reliability methods

Matlab:

• SuS
• CE
• SIS
• FORM

Python:

• SuS
• CE
• SIS
• FORM

Remove all checks for number of arguments in Python

Python does that by default!

minor change in aBUS

Hi Matthias,
please put also as output of the aBUS functions (matlab and python):

1. the constant c of BUS
2. the lambda factor of aCS

As a final final test, please compare the results of the matlab/python code with those of the Example 2 of Wolfgang's paper (Table 1). It is easy to implement and we can finally check the code.

Thanks a lot,

Transformation of samples in SuS?

Should we add a transformation in SuS? Until now we only have samples in X-space.

Test all methods in Python also for 1D-problems

And be aware of the fact that shape (100,) != (100,1). Use reshape()!

Check theory behind aBUS

Check the theory of aBUS and compare it with algorithm 5!

CEIS: kmeans of scipy runs into problems

All examples of CEIS do not converge to the correct solution.

Additionally in the kmeans algorithm of EMGM throws warnings, if one cluster is empty.

Bug in EMGM

The llh[t] value doesn't change in python

Python equivalent to fzero

In main_example_2DOF.py fzero is substituted by scipy.optimize.fsolve but doesn't lead to the same solution.

Check Example 5 with CE and SIS in Python

Something seems not quite accurate. Maybe recheck the EMGM algorithm

Python equivalent to gamcdf

Could not find the the python equivalent to gamcdf (matlab) in main_example_2.py

EMGM development

The EMGM needs improvement, such that it works for other diemensions than d=2.

CE-method: missing one level?

Do I miss one level, if I just take all samples in 1:l?

ERANataf.pdf() in Python

Is it on purpose that the ERANataf.pdf() (Matlab) is called ERANataf.jointpdf() in Python?

SIS Example 2 doesn't converge to correct solution

The Matlab version of SIS doesn't converge to the correct solution in Example 2.

And it takes very long in python. But the Pf seems to be more accurate.

Bug in BUS

The example file of BUS sometimes produces some weird warnings/errors. Check on that!

Error in BUS_SuS

If I run the BUS_SuS example, I sometimes get this error message:

c:\Users\Willer\Desktop\ERA-software\02_BUS\python\aCS.py:97: RuntimeWarning: invalid value encountered in less_equal if He <= b:

It probably has something to do with the np.percentile() function?

Transformation for CE-method

The transformation is missing in the CE-method. Use the ERANataf-class to transform the LSF in the Gaussian space!

Other Examples for CE and SIS

Set up other example cases for CE and SIS.

• Concave Example
• Serial System
• Parabolic Example

Bug in aBUS

Check the example with 12D and also the example for 1D for aBUS. The results seem weird.

Final check

If everything else is ready, again run all examples:

Matlab:

• 01_SuS
• 02_BUS
• 03_aBUS
• 04_iTMCMC
• 05_CE
• 06_SIS
• 07_FORM

Python:

• 01_SuS
• 02_BUS
• 03_aBUS
• 04_iTMCMC
• 05_CE
• 06_SIS
• 07_FORM