Merge pull request #804 from hpcflow/calibration-workflow

Hypercube Sampling Bounds

Author: aplowman

hpcflow/sdk/core/parameters.py

@@ -14,7 +14,7 @@
 from typing_extensions import override, TypeIs
 
 import numpy as np
-from scipy.stats.qmc import LatinHypercube
+from scipy.stats.qmc import LatinHypercube, scale
 from valida import Schema as ValidaSchema  # type: ignore
 
 from hpcflow.sdk.typing import hydrate
@@ -1584,6 +1584,7 @@ def _values_from_latin_hypercube(
         paths: Sequence[str],
         num_samples: int,
         *,
+        bounds: dict[str, Sequence[float]] | None = None,
         scramble: bool = True,
         strength: int = 1,
         optimization: Literal["random-cd", "lloyd"] | None = None,
@@ -1598,20 +1599,32 @@ def _values_from_latin_hypercube(
             optimization=optimization,
             rng=rng,
         )
+
+        bounds = bounds or {}
+
+        parameter_ranges = np.array([bounds.get(path, [0, 1]) for path in paths]).T
+
+        lower_bound = parameter_ranges[0]
+        upper_bound = parameter_ranges[1]
+
         try:
             sampler = LatinHypercube(**kwargs)
         except TypeError:
             # `rng` was previously (<1.15.0) `seed`:
             kwargs["seed"] = kwargs.pop("rng")
             sampler = LatinHypercube(**kwargs)
-        return sampler.random(n=num_samples).T
+
+        samples = scale(sampler.random(n=num_samples), lower_bound, upper_bound).T
+
+        return samples
 
     @classmethod
     def from_latin_hypercube(
         cls,
         paths: Sequence[str],
         num_samples: int,
         *,
+        bounds: dict[str, Sequence[float]] | None = None,
         scramble: bool = True,
         strength: int = 1,
         optimization: Literal["random-cd", "lloyd"] | None = None,
@@ -1629,6 +1642,7 @@ def from_latin_hypercube(
             "strength": strength,
             "optimization": optimization,
             "rng": rng,
+            "bounds": bounds,
         }
         values = cls._values_from_latin_hypercube(**kwargs)
         assert values is not None

hpcflow/tests/unit/test_multi_path_sequences.py

@@ -170,6 +170,29 @@ def test_MPS_latin_hypercube_sequence_values():
     assert np.array_equal(np.asarray(seq_2.values), mps_values[1])
 
 
+def test_MPS_latin_hypercube_sequence_bounds():
+
+    bounds = {"inputs.a": [16789.2, 17812.5]}
+
+    mps = hf.MultiPathSequence.from_latin_hypercube(
+        paths=["inputs.a", "inputs.b"],
+        num_samples=10,
+        bounds=bounds,
+    )
+
+    vals_arr = np.array(mps.values)
+    assert vals_arr.shape == (2, 10)
+
+    vals_0 = vals_arr[0]
+    bounds_0 = list(bounds.values())[0]
+
+    vals_1 = vals_arr[1]
+    bounds_1 = [0, 1]
+
+    assert np.logical_and(vals_0 > bounds_0[0], vals_0 < bounds_0[1]).all()
+    assert np.logical_and(vals_1 > bounds_1[0], vals_1 < bounds_1[1]).all()
+
+
 def test_MPS_move_from_sequences_list():
     wft_yaml = dedent(
         """\