Upload examples/multi_fidelity_example.py with huggingface_hub
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examples/multi_fidelity_example.py
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"""
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Example: Multi-Fidelity Bayesian Optimization
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Uses the physics model as a cheap low-fidelity source and experimental
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measurements as the expensive high-fidelity source. The multi-fidelity GP
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learns the correlation between fidelities to transfer knowledge.
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"""
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import torch
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from torch import Tensor
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from physics_informed_bo.experiment.parameter_space import ParameterSpace
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from physics_informed_bo.models.multi_fidelity import MultiFidelitySurrogate
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def physics_model(X: Tensor) -> Tensor:
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"""Low-fidelity physics model."""
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x1, x2 = X[:, 0], X[:, 1]
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return torch.sin(x1) * x2 + x1 * 0.5
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def true_function(X: Tensor) -> Tensor:
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"""High-fidelity ground truth (simulating experiments)."""
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x1, x2 = X[:, 0], X[:, 1]
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return torch.sin(x1) * x2 + x1 * 0.5 + 0.3 * torch.cos(3 * x1 * x2)
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def main():
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torch.manual_seed(42)
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# Define space
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space = ParameterSpace()
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space.add_continuous("x1", 0.0, 6.28)
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space.add_continuous("x2", 0.0, 5.0)
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# Multi-fidelity surrogate
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mf_model = MultiFidelitySurrogate(
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physics_fn=physics_model,
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device="cpu",
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)
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# Small set of expensive experiments
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X_exp = torch.tensor([
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[1.0, 2.0], [3.0, 1.0], [5.0, 4.0], [2.0, 3.0], [4.0, 2.5]
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], dtype=torch.float64)
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y_exp = true_function(X_exp).unsqueeze(-1) + 0.05 * torch.randn(5, 1, dtype=torch.float64)
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# Build multi-fidelity dataset (physics=low, experiments=high)
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X_mf, y_mf = mf_model.build_multi_fidelity_data(
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X_experiment=X_exp,
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y_experiment=y_exp,
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n_physics_points=50,
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)
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print(f"Multi-fidelity dataset: {len(X_mf)} points "
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f"({len(X_mf) - len(X_exp)} physics + {len(X_exp)} experimental)")
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# Fit the model
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mf_model.fit(X_mf, y_mf)
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# Predict at new points (always at high fidelity)
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X_test = torch.tensor([[2.5, 2.5], [4.0, 3.0]], dtype=torch.float64)
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mean, var = mf_model.predict(X_test)
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print("\nPredictions (high fidelity):")
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for i, (m, v) in enumerate(zip(mean, var)):
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true_val = true_function(X_test[i:i+1]).item()
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print(f" x={X_test[i].tolist()} -> pred={m.item():.3f} ± {v.sqrt().item():.3f} "
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f"(true={true_val:.3f})")
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if __name__ == "__main__":
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main()
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