pybop#
Subpackages#
Submodules#
Attributes#
Classes#
Implements the Adam optimization algorithm. |
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Implements the AdamW optimisation algorithm in PyBOP. |
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AdamW optimiser (adaptive moment estimation with weight decay), as described in [1]. |
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Implements the Adaptive Covariance Markov Chain Monte Carlo (MCMC) algorithm. |
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Base class for defining cost functions. |
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Base class for likelihoods |
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A base class for constructing and simulating models using PyBaMM. |
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A base class for defining optimisation methods. |
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A base class for defining optimisation methods from the PINTS library. |
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Base class for PINTS samplers. |
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A base class for defining prior distributions. |
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Base class for defining a problem within the PyBOP framework, compatible with PINTS. |
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Base class for Monte Carlo samplers. |
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A base class for defining optimisation methods from the SciPy library. |
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Adapter for the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) optimiser in PINTS. |
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Adapter for the Cuckoo Search optimiser in PyBOP. |
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Cuckoo Search (CS) optimisation algorithm, inspired by the brood parasitism |
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Implements the DiffeRential Evolution Adaptive Metropolis (DREAM) algorithm. |
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Represents a collection of experimental observations. |
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Overwrites and extends BaseCost class for design-related cost functions. |
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Problem class for design optimization problems. |
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Implements the Differential Evolution Markov Chain Monte Carlo (MCMC) algorithm. |
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Implements the Delayed Rejection Adaptive Metropolis (DRAM) Adaptive Covariance Markov Chain |
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Implements the Emcee Hammer Markov Chain Monte Carlo (MCMC) algorithm. |
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Light wrapper of the PyBaMM Experiment class for generating experiment conditions for PyBaMM models. |
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Represents an exponential distribution with a specified scale parameter. |
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Problem class for fitting (parameter estimation) problems. |
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Represents a Gaussian (normal) distribution with a given mean and standard deviation. |
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This class represents a Gaussian Log Likelihood, which assumes that the |
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This class represents a Gaussian Log Likelihood with a known sigma, |
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Implements a simple gradient descent optimization algorithm. |
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Represents the gravimetric energy density of a battery cell, calculated based |
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Implements the Haario Adaptive Covariance Markov Chain Monte Carlo (MCMC) algorithm. |
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Implements the Haario-Bardenet Adaptive Covariance Markov Chain Monte Carlo (MCMC) algorithm. |
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Implements the Hamiltonian Markov Chain Monte Carlo (MCMC) algorithm. |
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Implements the iRpropMin optimization algorithm. |
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Represents a joint prior distribution composed of multiple prior distributions. |
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The Log Posterior for a given problem. |
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Implements the Metropolis Adjusted Langevin Algorithm (MALA) Markov Chain Monte Carlo (MCMC) algorithm. |
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A high-level class for MCMC sampling. |
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Implements the Metropolis Random Walk Markov Chain Monte Carlo (MCMC) algorithm. |
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The Minkowski distance is a generalisation of several distance metrics, |
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Implements the Monomial Gamma Hamiltonian Markov Chain Monte Carlo (MCMC) algorithm. |
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Problem class for joining mulitple fitting problems into one combined fitting problem. |
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Implements the No-U-Turn Sampler (NUTS) algorithm. |
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Implements the Nelder-Mead downhill simplex method from PINTS. |
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An observer of a time series state. Observers: |
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Observer cost function. |
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A high-level class for optimisation using PyBOP or PINTS optimisers. |
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Implements a particle swarm optimization (PSO) algorithm. |
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Represents a parameter within the PyBOP framework. |
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Handles the import and export of parameter sets for battery models. |
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Represents a set of uncertain parameters within the PyBOP framework. |
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Manages the installation and configuration of Plotly for generating visualizations. |
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Implements the Population Markov Chain Monte Carlo (MCMC) algorithm. |
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Implements the Rao-Blackwell Adaptive Covariance Markov Chain Monte Carlo (MCMC) algorithm. |
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Implements the Relativistic Markov Chain Monte Carlo (MCMC) algorithm. |
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Stores the result of the optimisation. |
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Root mean square error cost function. |
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Implements the stochastic natural evolution strategy (SNES) optimization algorithm. |
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Adapts SciPy's differential_evolution function for global optimization. |
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Adapts SciPy's minimize function for use as an optimization strategy. |
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Implements the Slice Doubling Markov Chain Monte Carlo (MCMC) algorithm. |
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Implements the Slice Rank Shrinking Markov Chain Monte Carlo (MCMC) algorithm. |
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Implements the Slice Stepout Markov Chain Monte Carlo (MCMC) algorithm. |
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A class for creating and displaying interactive Plotly figures. |
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A class for creating and displaying a set of interactive Plotly figures in a grid layout. |
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Sum of squared errors cost function. |
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The Sum of Power [1] is a generalised cost function based on the p-th power |
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Helper class to replace all instances of one or more symbols in an expression tree |
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The current state of a time series model that is a pybamm model. |
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Represents a uniform distribution over a specified interval. |
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An observer using the unscented Kalman filter. This is a wrapper class for PyBOP, see class SquareRootUKF for more details on the method. |
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Represents the volumetric energy density of a battery cell, calculated based |
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A subclass for constructing a linear combination of cost functions as |
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Implements the Exponential Natural Evolution Strategy (XNES) optimiser from PINTS. |
Functions#
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Check if a variable is numeric. |
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Generates Nyquist plots for the given problem by evaluating the model's output and target values. |
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Plot a 2D visualisation of a cost landscape using Plotly. |
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Plot the convergence of the optimisation algorithm. |
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Quickly plot a PyBOP Dataset using Plotly. |
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Plot the evolution of parameters during the optimization process using Plotly. |
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Quickly plot one or more trajectories using Plotly. |
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Quickly plot the target dataset against optimised model output. |
Package Contents#
- class pybop.Adam(cost, **optimiser_kwargs)[source]#
Bases:
pybop.BasePintsOptimiserImplements the Adam optimization algorithm.
This class extends the Adam optimiser from the PINTS library, which combines ideas from RMSProp and Stochastic Gradient Descent with momentum.
Note that this optimiser does not support boundary constraints.
- Parameters:
**optimiser_kwargs (optional) –
Valid PINTS option keys and their values, for example: x0 : array_like
Initial position from which optimisation will start.
- sigma0float
Initial step size.
See also
pints.AdamThe PINTS implementation this class is based on.
- class pybop.AdamW(cost, **optimiser_kwargs)[source]#
Bases:
pybop.BasePintsOptimiserImplements the AdamW optimisation algorithm in PyBOP.
This class extends the AdamW optimiser, which is a variant of the Adam optimiser that incorporates weight decay. AdamW is designed to be more robust and stable for training deep neural networks, particularly when using larger learning rates.
Note that this optimiser does not support boundary constraints. :param **optimiser_kwargs: Valid PyBOP option keys and their values, for example:
- x0array_like
Initial position from which optimisation will start.
- sigma0float
Initial step size.
See also
pybop.AdamWImplThe PyBOP implementation this class is based on.
- class pybop.AdamWImpl(x0, sigma0=0.015, boundaries=None)[source]#
Bases:
pints.OptimiserAdamW optimiser (adaptive moment estimation with weight decay), as described in [1].
This method is an extension of the Adam optimiser that introduces weight decay, which helps to regularise the weights and prevent overfitting.
This class reimplements the Pints’ Adam Optimiser, but with the weight decay functionality mentioned above. Original creation and credit is attributed to Pints.
Pseudo-code is given below. Here the value of the j-th parameter at iteration i is given as
p_j[i]and the corresponding derivative is denotedg_j[i]:m_j[i] = beta1 * m_j[i - 1] + (1 - beta1) * g_j[i] v_j[i] = beta2 * v_j[i - 1] + (1 - beta2) * g_j[i]**2 m_j' = m_j[i] / (1 - beta1**(1 + i)) v_j' = v_j[i] / (1 - beta2**(1 + i)) p_j[i] = p_j[i - 1] - alpha * (m_j' / (sqrt(v_j') + eps) + lam * p_j[i - 1])
The initial values of the moments are
m_j[0] = v_j[0] = 0, after which they decay with ratesbeta1andbeta2. The default values for these are,beta1 = 0.9andbeta2 = 0.999.The terms
m_j'andv_j'are “initialisation bias corrected” versions ofm_jandv_j(see section 2 of the paper).The parameter
alphais a step size, which is set asmin(sigma0)in this implementation.The parameter
lamis the weight decay rate, which is set to0.01by default in this implementation.Finally,
epsis a small constant used to avoid division by zero, set to ``eps = np.finfo(float).eps in this implementation.This is an unbounded method: Any
boundarieswill be ignored.References
- needs_sensitivities()[source]#
Returns
Falseif this optimiser does not require gradient, andTrueotherwise.
- tell(reply)[source]#
Receives a list of function values from the cost function from points previously specified by self.ask(), and updates the optimiser state accordingly.
- _alpha#
- _b1 = 0.9#
- _b1t = 1#
- _b2 = 0.999#
- _b2t = 1#
- _current#
- _current_df = None#
- _current_f#
- _eps#
- _f_best#
- _lam = 0.01#
- _m#
- _proposed#
- _ready_for_tell = False#
- _running = False#
- _v#
- _x_best#
- property b1#
- property b2#
- boundaries = None#
- property lam#
- class pybop.AdaptiveCovarianceMCMC(log_pdf, chains, x0=None, cov0=None, **kwargs)[source]#
Bases:
pybop.BasePintsSamplerImplements the Adaptive Covariance Markov Chain Monte Carlo (MCMC) algorithm.
This class extends the Adaptive Covariance MCMC sampler from the PINTS library. This MCMC method adapts the proposal distribution covariance matrix during the sampling process to improve efficiency and convergence.
- Parameters:
log_pdf ((pybop.LogPosterior or List[pybop.LogPosterior])) – A function that calculates the log-probability density.
chains (int) – The number of chains to run.
x0 (ndarray, optional) – Initial positions for the chains.
cov0 (ndarray, optional) – Initial covariance matrix.
**kwargs – Additional arguments to pass to the Adaptive Covariance MCMC sampler.
- class pybop.BaseCost(problem: pybop.BaseProblem | None = None)[source]#
Base class for defining cost functions.
This class is intended to be subclassed to create specific cost functions for evaluating model predictions against a set of data. The cost function quantifies the goodness-of-fit between the model predictions and the observed data, with a lower cost value indicating a better fit.
- Parameters:
problem (object) – A problem instance containing the data and functions necessary for evaluating the cost function.
target (array-like) – An array containing the target data to fit.
n_outputs (int) – The number of outputs in the model.
has_separable_problem (bool) – If True, the problem is separable from the cost function and will be evaluated in advance of the call to self.compute() (default: False).
_de (float) – The gradient of the cost function to use if an error occurs during evaluation. Defaults to 1.0.
- __call__(inputs: pybop.parameters.parameter.Inputs | list, calculate_grad: bool = False, apply_transform: bool = False)[source]#
This method calls the forward model via problem.evaluate(inputs), and computes the cost for the given output by calling self.compute().
- Parameters:
inputs (Inputs or array-like) – The parameters for which to compute the cost and gradient.
calculate_grad (bool, optional) – A bool condition designating whether to calculate the gradient.
- Returns:
The calculated cost function value.
- Return type:
float
- Raises:
ValueError – If an error occurs during the calculation of the cost.
- abstract compute(y: dict, dy: numpy.ndarray, calculate_grad: bool = False)[source]#
Compute the cost and if calculate_grad is True, its gradient with respect to the predictions.
This method only computes the cost, without calling the problem.evaluate(). This method must be implemented by subclasses.
- Parameters:
y (dict) – The dictionary of predictions with keys designating the signals for fitting.
dy (np.ndarray, optional) – The corresponding gradient with respect to the parameters for each signal.
calculate_grad (bool, optional) – A bool condition designating whether to calculate the gradient.
- Returns:
The calculated cost function value.
- Return type:
float
- Raises:
NotImplementedError – If the method has not been implemented by the subclass.
- join_parameters(parameters)[source]#
Setter for joining parameters. This method sets the fail gradient if the join adds parameters.
- set_fail_gradient(de: float = 1.0)[source]#
Set the fail gradient to a specified value.
The fail gradient is used if an error occurs during the calculation of the gradient. This method allows updating the default gradient value.
- Parameters:
de (float) – The new fail gradient value to be used.
- verify_prediction(y)[source]#
Verify that the prediction matches the target data.
- Parameters:
y (dict) – The model predictions.
- Returns:
True if the prediction matches the target data, otherwise False.
- Return type:
bool
- _de = 1.0#
- _has_separable_problem = False#
- _parameters#
- dy = None#
- property has_separable_problem#
- property n_parameters#
- property parameters#
- problem#
- property target#
- transformation = None#
- verbose = False#
- y = None#
- class pybop.BaseLikelihood(problem: pybop.problems.base_problem.BaseProblem)[source]#
Bases:
pybop.costs.base_cost.BaseCostBase class for likelihoods
- n_data#
- class pybop.BaseModel(name: str = 'Base Model', parameter_set: pybop.ParameterSet | None = None, check_params: Callable = None, eis=False)[source]#
A base class for constructing and simulating models using PyBaMM.
This class serves as a foundation for constructing models based on PyBaMM models. It provides methods to set up the model, define parameters, and perform simulations. The class is designed to be subclassed for creating models with custom behaviour.
This class is based on PyBaMM’s Simulation class. A PyBOP model is set up via a similar 3-step process. The pybamm_model attributes echoes the model attribute of a simulation, which tracks the model through the build process. Firstly, note that a PyBaMM model must first be built via build_model before a simulation or PyBOP model can be built. The 3-step process is then as follows.
The pybamm_model attribute is first defined as an instance of the imported PyBaMM model, using any given model options. This initial version of the model is saved as the _unprocessed_model for future reference. Next, the type of each parameter in the parameter set as well as the geometry of the model is set. Parameters may be set as an input, interpolant, functional or just a standard PyBaMM parameter. This version of the model is referred to as the model_with_set_params. After its creation, the pybamm_model attribute is updated to point at this version of the model. Finally, the model required for simulations is built by defining the mesh and processing the discretisation. The complete model is referred to as the built_model and this version is used to run simulations.
In order to rebuild a model with a different initial state or geometry, the built_model and the model_with_set_params must be cleared and the pybamm_model reset to the unprocessed_model in order to start the build process again.
- _check_params(inputs: pybop.parameters.parameter.Inputs, parameter_set: pybop.ParameterSet, allow_infeasible_solutions: bool = True)[source]#
A compatibility check for the model parameters which can be implemented by subclasses if required, otherwise it returns True by default.
- Parameters:
inputs (Inputs) – The input parameters for the simulation.
parameter_set (Union[pybop.ParameterSet, pybamm.ParameterValues], optional) – A dict-like object containing the parameter values.
allow_infeasible_solutions (bool, optional) – If True, infeasible parameter values will be allowed in the optimisation (default: True).
- Returns:
A boolean which signifies whether the parameters are compatible.
- Return type:
bool
- abstract approximate_capacity(parameter_set: pybop.ParameterSet = None)[source]#
Calculate a new estimate for the nominal capacity based on the theoretical energy density and an average voltage.
This method must be implemented by subclasses.
- Parameters:
parameter_set (Union[pybop.ParameterSet, pybamm.ParameterValues], optional) – A dict-like object containing the parameter values.
- Raises:
NotImplementedError – If the method has not been implemented by the subclass.
- build(parameters: pybop.Parameters | dict = None, inputs: pybop.parameters.parameter.Inputs | None = None, initial_state: dict | None = None, dataset: pybop.Dataset | None = None, check_model: bool = True) None[source]#
Construct the PyBaMM model, if not already built or if there are changes to any rebuild_parameters or the initial state.
This method initializes the model components, applies the given parameters, sets up the mesh and discretisation if needed, and prepares the model for simulations.
- Parameters:
parameters (pybop.Parameters or Dict, optional) – A pybop Parameters class or dictionary containing parameter values to apply to the model.
inputs (Inputs) – The input parameters to be used when building the model.
initial_state (dict, optional) – A valid initial state, e.g. the initial state of charge or open-circuit voltage. Defaults to None, indicating that the existing initial state of charge (for an ECM) or initial concentrations (for an EChem model) will be used. Accepted keys either “Initial open-circuit voltage [V]” or ``”Initial SoC”`
dataset (pybop.Dataset or dict, optional) – The dataset to be used in the model construction.
check_model (bool, optional) – If True, the model will be checked for correctness after construction.
- calculate_impedance(frequency)[source]#
Calculate the impedance for a given frequency.
This method computes the system matrix, solves the linear system, and calculates the impedance based on the solution.
- Parameters:
like) (frequency (np.ndarray | list)
- Return type:
The calculated impedance (complex np.ndarray).
- abstract cell_mass(parameter_set: pybop.ParameterSet = None)[source]#
Calculate the cell mass in kilograms.
This method must be implemented by subclasses.
- Parameters:
parameter_set (Union[pybop.ParameterSet, pybamm.ParameterValues], optional) – A dict-like object containing the parameter values.
- Raises:
NotImplementedError – If the method has not been implemented by the subclass.
- abstract cell_volume(parameter_set: pybop.ParameterSet = None)[source]#
Calculate the cell volume in m3.
This method must be implemented by subclasses.
- Parameters:
parameter_set (Union[pybop.ParameterSet, pybamm.ParameterValues], optional) – A dict-like object containing the parameter values.
- Raises:
NotImplementedError – If the method has not been implemented by the subclass.
- check_params(inputs: pybop.parameters.parameter.Inputs | None = None, parameter_set: pybop.ParameterSet | None = None, allow_infeasible_solutions: bool = True)[source]#
Check compatibility of the model parameters.
- Parameters:
inputs (Inputs) – The input parameters for the simulation.
parameter_set (Union[pybop.ParameterSet, pybamm.ParameterValues], optional) – A dict-like object containing the parameter values.
allow_infeasible_solutions (bool, optional) – If True, infeasible parameter values will be allowed in the optimisation (default: True).
- Returns:
A boolean which signifies whether the parameters are compatible.
- Return type:
bool
- classify_parameters(parameters: pybop.Parameters | None = None, inputs: pybop.parameters.parameter.Inputs | None = None)[source]#
Check for any ‘rebuild_parameters’ which require a model rebuild and update the unprocessed_parameter_set if a rebuild is required.
- Parameters:
parameters (Parameters, optional) – The optimisation parameters. Defaults to None, resulting in the internal pybop.Parameters object to be used.
inputs (Inputs, optional) – The input parameters for the simulation (default: None).
- convert_to_pybamm_initial_state(initial_state: dict)[source]#
Convert an initial state of charge into a float and an initial open-circuit voltage into a string ending in “V”.
- Parameters:
initial_state (dict) – A valid initial state, e.g. the initial state of charge or open-circuit voltage.
- Returns:
If float, this value is used as the initial state of charge (as a decimal between 0 and 1). If str ending in “V”, this value is used as the initial open-circuit voltage.
- Return type:
float or str
- Raises:
ValueError – If the input is not a dictionary with a single, valid key.
- get_parameter_info(print_info: bool = False)[source]#
Extracts the parameter names and types and returns them as a dictionary.
- get_state(inputs: pybop.parameters.parameter.Inputs, t: float, x: numpy.ndarray) TimeSeriesState[source]#
Returns the given state for the problem (inputs are assumed constant since last reinit)
- initialise_eis_simulation(inputs: pybop.parameters.parameter.Inputs | None = None)[source]#
Initialise the Electrochemical Impedance Spectroscopy (EIS) simulation.
This method sets up the mass matrix and solver, converts inputs to the appropriate format, extracts necessary attributes from the model, and prepares matrices for the simulation.
- Parameters:
inputs (dict (optional)) – The input parameters for the simulation.
- new_copy()[source]#
Return a new copy of the model, explicitly copying all the mutable attributes to avoid issues with shared objects.
- Returns:
A new copy of the model.
- Return type:
- predict(inputs: pybop.parameters.parameter.Inputs | None = None, t_eval: numpy.array | None = None, parameter_set: pybop.ParameterSet | None = None, experiment: pybop.Experiment | None = None, initial_state: dict | None = None) dict[str, numpy.ndarray[numpy.float64]][source]#
Solve the model using PyBaMM’s simulation framework and return the solution.
This method sets up a PyBaMM simulation by configuring the model, parameters, experiment or time vector, and initial state of charge (if provided). Either ‘t_eval’ or ‘experiment’ must be provided. It then solves the simulation and returns the resulting solution object.
- Parameters:
inputs (Inputs, optional) – Input parameters for the simulation. Defaults to None, indicating that the default parameters should be used.
t_eval (array-like, optional) – An array of time points at which to evaluate the solution. Defaults to None, which means the time points need to be specified within experiment or elsewhere.
parameter_set (Union[pybop.ParameterSet, pybamm.ParameterValues], optional) – A dict-like object containing the parameter values to use for the simulation. Defaults to the model’s current ParameterValues if None.
experiment (pybamm.Experiment, optional) – A PyBaMM Experiment object specifying the experimental conditions under which the simulation should be run. Defaults to None, indicating no experiment.
initial_state (dict, optional) – A valid initial state, e.g. the initial state of charge or open-circuit voltage. Defaults to None, indicating that the existing initial state of charge (for an ECM) or initial concentrations (for an EChem model) will be used.
- Returns:
The solution object returned by a PyBaMM simulation, or a pybamm error in the case where the parameter values are infeasible and infeasible solutions are not allowed.
- Return type:
pybamm.Solution
- Raises:
ValueError – If the model has not been configured properly before calling this method or if PyBaMM models are not supported by the current simulation method.
- reinit(inputs: pybop.parameters.parameter.Inputs, t: float = 0.0, x: numpy.ndarray | None = None) TimeSeriesState[source]#
Initialises the solver with the given inputs and returns the initial state of the problem
- set_current_function(dataset: pybop.Dataset | dict)[source]#
Update the input current function according to the data.
- Parameters:
dataset (pybop.Dataset or dict, optional) – The dataset to be used in the model construction.
- set_initial_state(initial_state: dict, inputs: pybop.parameters.parameter.Inputs | None = None)[source]#
Set the initial state of charge or concentrations for the battery model.
- Parameters:
initial_state (dict) – A valid initial state, e.g. the initial state of charge or open-circuit voltage.
inputs (Inputs) – The input parameters to be used when building the model.
- set_parameters()[source]#
Assign the parameters to the model.
This method processes the model with the given parameters, sets up the geometry, and updates the model instance.
- set_up_for_eis(model)[source]#
Set up the model for electrochemical impedance spectroscopy (EIS) simulations.
This method sets up the model for EIS simulations by adding the necessary algebraic equations and variables to the model. Originally developed by pybamm-eis: pybamm-team/pybamm-eis
- Parameters:
model (pybamm.Model) – The PyBaMM model to be used for EIS simulations.
- simulate(inputs: pybop.parameters.parameter.Inputs, t_eval: numpy.array, initial_state: dict | None = None) pybamm.Solution | list[numpy.float64][source]#
Execute the forward model simulation and return the result.
- Parameters:
inputs (Inputs) – The input parameters for the simulation.
t_eval (array-like) – An array of time points at which to evaluate the solution.
initial_state (dict, optional) – A valid initial state, e.g. the initial state of charge or open-circuit voltage. Defaults to None, indicating that the existing initial state of charge (for an ECM) or initial concentrations (for an EChem model) will be used.
- Returns:
The solution object returned by a PyBaMM simulation, or a pybamm error in the case where the parameter values are infeasible and infeasible solutions are not allowed.
- Return type:
pybamm.Solution
- Raises:
ValueError – If the model has not been built before simulation.
- simulateEIS(inputs: pybop.parameters.parameter.Inputs, f_eval: list, initial_state: dict | None = None) dict[str, numpy.ndarray][source]#
Compute the forward model simulation with electrochemical impedance spectroscopy and return the result.
- Parameters:
inputs (dict or array-like) – The input parameters for the simulation. If array-like, it will be converted to a dictionary using the model’s fit keys.
f_eval (array-like) – An array of frequency points at which to evaluate the solution.
- Returns:
The simulation result corresponding to the specified signal.
- Return type:
array-like
- Raises:
ValueError – If the model has not been built before simulation.
- simulateS1(inputs: pybop.parameters.parameter.Inputs, t_eval: numpy.array, initial_state: dict | None = None)[source]#
Perform the forward model simulation with sensitivities.
- Parameters:
inputs (Inputs) – The input parameters for the simulation.
t_eval (array-like) – An array of time points at which to evaluate the solution and its sensitivities.
initial_state (dict, optional) – A valid initial state, e.g. the initial state of charge or open-circuit voltage. Defaults to None, indicating that the existing initial state of charge (for an ECM) or initial concentrations (for an EChem model) will be used.
- Returns:
The solution object returned by a PyBaMM simulation, or a pybamm error in the case where the parameter values are infeasible and infeasible solutions are not allowed.
- Return type:
pybamm.Solution
- Raises:
ValueError – If the model has not been built before simulation.
- step(state: TimeSeriesState, time: numpy.ndarray) TimeSeriesState[source]#
Step forward in time from the given state until the given time.
- Parameters:
state (TimeSeriesState) – The current state of the model
time (np.ndarray) – The time to simulate the system until (in whatever time units the model is in)
- allow_infeasible_solutions = True#
- property built_initial_soc#
- property built_model#
- property disc#
- eis#
- property geometry#
- property mesh#
- property model_with_set_params#
- name#
- param_check_counter = 0#
- param_checker#
- property parameter_set#
- parameters#
- pybamm_model = None#
- property solver#
- property spatial_methods#
- property submesh_types#
- property var_pts#
- class pybop.BaseOptimiser(cost, **optimiser_kwargs)[source]#
A base class for defining optimisation methods.
This class serves as a base class for creating optimisers. It provides a basic structure for an optimisation algorithm, including the initial setup and a method stub for performing the optimisation process. Child classes should override _set_up_optimiser and the _run method with a specific algorithm.
- Parameters:
cost (pybop.BaseCost or pints.ErrorMeasure) – An objective function to be optimised, which can be either a pybop.Cost or PINTS error measure
**optimiser_kwargs (optional) – Valid option keys and their values.
- x0#
Initial parameter values for the optimisation.
- Type:
numpy.ndarray
- bounds#
Dictionary containing the parameter bounds with keys ‘lower’ and ‘upper’.
- Type:
dict
- sigma0#
Initial step size or standard deviation around
x0. Either a scalar value (one standard deviation for all coordinates) or an array with one entry per dimension. Not all methods will use this information.- Type:
float or sequence
- verbose#
If True, the optimisation progress is printed (default: False).
- Type:
bool, optional
- minimising#
If True, the target is to minimise the cost, else target is to maximise by minimising the negative cost (default: True).
- Type:
bool, optional
- physical_viability#
If True, the feasibility of the optimised parameters is checked (default: True).
- Type:
bool, optional
- allow_infeasible_solutions#
If True, infeasible parameter values will be allowed in the optimisation (default: True).
- Type:
bool, optional
- log#
A log of the parameter values tried during the optimisation and associated costs.
- Type:
dict
- abstract _run()[source]#
Contains the logic for the optimisation algorithm.
This method should be implemented by child classes to perform the actual optimisation.
- Raises:
NotImplementedError – If the method has not been implemented by the subclass.
- abstract _set_up_optimiser()[source]#
Parse optimiser options and prepare the optimiser.
This method should be implemented by child classes.
- Raises:
NotImplementedError – If the method has not been implemented by the subclass.
- check_optimal_parameters(x)[source]#
Check if the optimised parameters are physically viable.
- Parameters:
x (array-like) – Optimised parameter values.
- log_update(x=None, x_best=None, cost=None)[source]#
Update the log with new values.
- Parameters:
x (list or array-like, optional) – Parameter values (default: None).
x_best (list or array-like, optional) – Paraneter values corresponding to the best cost yet (default: None).
cost (float, optional) – Cost value (default: None).
- name()[source]#
Returns the name of the optimiser, to be overwritten by child classes.
- Returns:
The name of the optimiser, which is “Optimisation” for this base class.
- Return type:
str
- run()[source]#
Run the optimisation and return the optimised parameters and final cost.
- Returns:
x (numpy.ndarray) – The best parameter set found by the optimisation.
final_cost (float) – The final cost associated with the best parameters.
- set_allow_infeasible_solutions(allow=True)[source]#
Set whether to allow infeasible solutions or not.
- Parameters:
iterations (bool, optional) – Whether to allow infeasible solutions.
- set_base_options()[source]#
Update the base optimiser options and remove them from the options dictionary.
- _transformation = None#
- allow_infeasible_solutions = False#
- bounds = None#
- default_max_iterations = 1000#
- log#
- minimising = True#
- parameters#
- physical_viability = False#
- result = None#
- sigma0 = 0.02#
- unset_options#
- verbose = False#
- x0 = None#
- class pybop.BasePintsOptimiser(cost, pints_optimiser, **optimiser_kwargs)[source]#
Bases:
pybop.BaseOptimiserA base class for defining optimisation methods from the PINTS library.
- Parameters:
**optimiser_kwargs (optional) –
Valid PINTS option keys and their values, for example: x0 : array_like
Initial position from which optimization will start.
- sigma0float
Initial step size or standard deviation depending on the optimiser.
- boundsdict
A dictionary with ‘lower’ and ‘upper’ keys containing arrays for lower and upper bounds on the parameters.
- _run()[source]#
Internal method to run the optimization using a PINTS optimiser.
- Returns:
result – The result of the optimisation including the optimised parameter values and cost.
- Return type:
See also
This
- f_guessed_tracking()[source]#
Check if f_guessed instead of f_best is being tracked. Credit: PINTS
- Returns:
True if f_guessed is being tracked, False otherwise.
- Return type:
bool
- name()[source]#
Provides the name of the optimisation strategy.
- Returns:
The name given by PINTS.
- Return type:
str
- set_f_guessed_tracking(use_f_guessed=False)[source]#
Set the method used to track the optimiser progress. Credit: PINTS
- Parameters:
use_f_guessed (bool, optional) – If True, track f_guessed; otherwise, track f_best (default: False).
- set_max_evaluations(evaluations=None)[source]#
Set a maximum number of evaluations stopping criterion. Credit: PINTS
- Parameters:
evaluations (int, optional) – The maximum number of evaluations after which to stop the optimisation (default: None).
- set_max_iterations(iterations='default')[source]#
Set the maximum number of iterations as a stopping criterion. Credit: PINTS
- Parameters:
iterations (int, optional) – The maximum number of iterations to run. Set to None to remove this stopping criterion.
- set_max_unchanged_iterations(iterations=15, absolute_tolerance=1e-05, relative_tolerance=0.01)[source]#
Set the maximum number of iterations without significant change as a stopping criterion. Credit: PINTS
- Parameters:
iterations (int, optional) – The maximum number of unchanged iterations to run (default: 15). Set to None to remove this stopping criterion.
absolute_tolerance (float, optional) – The minimum significant change (absolute tolerance) in the objective function value that resets the unchanged iteration counter (default: 1e-5).
relative_tolerance (float, optional) – The minimum significant proportional change (relative tolerance) in the objective function value that resets the unchanged iteration counter (default: 1e-2).
- set_min_iterations(iterations=2)[source]#
Set the minimum number of iterations as a stopping criterion.
- Parameters:
iterations (int, optional) – The minimum number of iterations to run (default: 2). Set to None to remove this stopping criterion.
- set_parallel(parallel=False)[source]#
Enable or disable parallel evaluation. Credit: PINTS
- Parameters:
parallel (bool or int, optional) – If True, use as many worker processes as there are CPU cores. If an integer, use that many workers. If False or 0, disable parallelism (default: False).
- set_threshold(threshold=None)[source]#
Adds a stopping criterion, allowing the routine to halt once the objective function goes below a set
threshold.This criterion is disabled by default, but can be enabled by calling this method with a valid
threshold. To disable it, useset_threshold(None). Credit: PINTS- Parameters:
threshold (float, optional) – The threshold below which the objective function value is considered optimal (default: None).
- _absolute_tolerance = 1e-05#
- _boundaries = None#
- _callback = None#
- _evaluations = None#
- _iterations = None#
- _max_evaluations = None#
- _max_iterations = None#
- _min_iterations = 2#
- _n_workers = 1#
- _needs_sensitivities = None#
- _parallel = False#
- _relative_tolerance = 0.01#
- _threshold = None#
- _unchanged_max_iterations = 15#
- _use_f_guessed = None#
- pints_optimiser#
- class pybop.BasePintsSampler(log_pdf: pybop.LogPosterior, sampler, chains: int = 1, warm_up=None, x0=None, cov0=0.1, **kwargs)[source]#
Bases:
pybop.BaseSamplerBase class for PINTS samplers.
This class extends the BaseSampler class to provide a common interface for PINTS samplers. The class provides a sample() method that can be used to sample from the posterior distribution using a PINTS sampler.
- run() numpy.ndarray | None[source]#
Executes the Monte Carlo sampling process and generates samples from the posterior distribution.
This method orchestrates the entire sampling process, managing iterations, evaluations, logging, and stopping criteria. It initialises the necessary structures, handles both single and multi-chain scenarios, and manages parallel or sequential evaluation based on the configuration.
- Returns:
A numpy array containing the samples from the posterior distribution if chains are stored in memory, otherwise returns None.
- Return type:
np.ndarray
- Raises:
ValueError – If no stopping criterion is set (i.e.,
_max_iterations is None). –
- Details:
Checks and ensures at least one stopping criterion is set.
Initialises iterations, evaluations, and other required
structures. - Sets up the evaluator (parallel or sequential) based on the configuration. - Handles the initial phase, if applicable, and manages intermediate steps in the sampling process. - Logs progress and relevant information based on the logging configuration. - Iterates through the sampling process, evaluating the log PDF, updating chains, and managing the stopping criteria. - Finalises and returns the collected samples, or None if chains are not stored in memory.
- _chain_files#
- _chains_in_memory#
- _evaluation_files#
- _initial_phase#
- _initial_phase_iterations#
- _iteration = 0#
- _log_filename#
- _log_to_screen#
- _max_iterations#
- _n_chains#
- _n_workers = 1#
- _needs_sensitivities#
- _parallel#
- _single_chain#
- _verbose#
- _warm_up#
- n_parameters#
- class pybop.BasePrior[source]#
A base class for defining prior distributions.
This class provides a foundation for implementing various prior distributions. It includes methods for calculating the probability density function (PDF), log probability density function (log PDF), and generating random variates from the distribution.
- prior#
The underlying continuous random variable distribution.
- Type:
scipy.stats.rv_continuous
- loc#
The location parameter of the distribution.
- Type:
float
- scale#
The scale parameter of the distribution.
- Type:
float
- __call__(x)[source]#
Evaluates the distribution at x.
- Parameters:
x (float) – The point(s) at which to evaluate the distribution.
- Returns:
The value(s) of the distribution at x.
- Return type:
float
- abstract _logpdfS1(x)[source]#
Evaluates the first derivative of the distribution at x.
- Parameters:
x (float) – The point(s) at which to evaluate the first derivative.
- Returns:
The value(s) of the first derivative at x.
- Return type:
float
- cdf(x)[source]#
Calculates the cumulative distribution function (CDF) of the distribution at x.
- Parameters:
x (float) – The point(s) at which to evaluate the CDF.
- Returns:
The cumulative distribution function value at x.
- Return type:
float
- icdf(q)[source]#
Calculates the inverse cumulative distribution function (CDF) of the distribution at q.
- Parameters:
q (float) – The point(s) at which to evaluate the inverse CDF.
- Returns:
The inverse cumulative distribution function value at q.
- Return type:
float
- logpdf(x)[source]#
Calculates the logarithm of the probability density function of the distribution at x.
- Parameters:
x (float) – The point(s) at which to evaluate the log pdf.
- Returns:
The logarithm of the probability density function value at x.
- Return type:
float
- logpdfS1(x)[source]#
Evaluates the first derivative of the distribution at x.
- Parameters:
x (float) – The point(s) at which to evaluate the first derivative.
- Returns:
The value(s) of the first derivative at x.
- Return type:
float
- pdf(x)[source]#
Calculates the probability density function (PDF) of the distribution at x.
- Parameters:
x (float) – The point(s) at which to evaluate the pdf.
- Returns:
The probability density function value at x.
- Return type:
float
- rvs(size=1, random_state=None)[source]#
Generates random variates from the distribution.
- Parameters:
size (int) – The number of random variates to generate.
random_state (int, optional) – The random state seed for reproducibility. Default is None.
- Returns:
An array of random variates from the distribution.
- Return type:
array_like
- Raises:
ValueError – If the size parameter is negative.
- property mean#
- Get the mean of the distribution.
- Returns:
The mean of the distribution.
- Return type:
float
- property sigma#
- Get the standard deviation of the distribution.
- Returns:
The standard deviation of the distribution.
- Return type:
float
- class pybop.BaseProblem(parameters: pybop.Parameters, model: pybop.BaseModel | None = None, check_model: bool = True, signal: list[str] | None = None, additional_variables: list[str] | None = None, initial_state: dict | None = None)[source]#
Base class for defining a problem within the PyBOP framework, compatible with PINTS.
- Parameters:
parameters (pybop.Parameter or pybop.Parameters) – An object or list of the parameters for the problem.
model (object, optional) – The model to be used for the problem (default: None).
check_model (bool, optional) – Flag to indicate if the model should be checked (default: True).
signal (list[str]) – The signal to observe.
additional_variables (list[str], optional) – Additional variables to observe and store in the solution (default: []).
initial_state (dict, optional) – A valid initial state (default: None).
- abstract evaluate(inputs: pybop.parameters.parameter.Inputs, eis=False)[source]#
Evaluate the model with the given parameters and return the signal.
- Parameters:
inputs (Inputs) – Parameters for evaluation of the model.
- Raises:
NotImplementedError – This method must be implemented by subclasses.
- abstract evaluateS1(inputs: pybop.parameters.parameter.Inputs)[source]#
Evaluate the model with the given parameters and return the signal and its derivatives.
- Parameters:
inputs (Inputs) – Parameters for evaluation of the model.
- Raises:
NotImplementedError – This method must be implemented by subclasses.
- get_target()[source]#
Return the target dataset.
- Returns:
The target dataset array.
- Return type:
np.ndarray
- set_initial_state(initial_state: dict | None = None)[source]#
Set the initial state to be applied to evaluations of the problem.
- Parameters:
initial_state (dict, optional) – A valid initial state (default: None).
- set_target(dataset: pybop.Dataset)[source]#
Set the target dataset.
- Parameters:
target (Dataset) – The target dataset array.
- _dataset = None#
- _domain_data = None#
- _model#
- _target = None#
- additional_variables#
- check_model#
- property dataset#
- domain = 'Time [s]'#
- property domain_data#
- eis = False#
- failure_output#
- property model#
- property n_outputs#
- property n_parameters#
- output_vars#
- parameters#
- signal#
- property target#
- verbose = False#
- class pybop.BaseSampler(log_pdf: pybop.LogPosterior, x0, cov0: numpy.ndarray | float)[source]#
Base class for Monte Carlo samplers.
- abstract run() numpy.ndarray[source]#
Sample from the posterior distribution.
- Returns:
Samples from the posterior distribution.
- Return type:
np.ndarray
- set_initial_phase_iterations(iterations=250)[source]#
Set the number of iterations for the initial phase of the sampler.
- Parameters:
iterations (int) – Number of iterations for the initial phase.
- set_max_iterations(iterations=500)[source]#
Set the maximum number of iterations for the sampler.
- Parameters:
iterations (int) – Maximum number of iterations.
- set_parallel(parallel=False)[source]#
Enable or disable parallel evaluation. Credit: PINTS
- Parameters:
parallel (bool or int, optional) – If True, use as many worker processes as there are CPU cores. If an integer, use that many workers. If False or 0, disable parallelism (default: False).
- _cov0#
- _log_pdf#
- _x0#
- parameters#
- class pybop.BaseSciPyOptimiser(cost, **optimiser_kwargs)[source]#
Bases:
pybop.BaseOptimiserA base class for defining optimisation methods from the SciPy library.
- Parameters:
x0 (array_like) – Initial position from which optimisation will start.
bounds (dict, sequence or scipy.optimize.Bounds, optional) – Bounds for variables as supported by the selected method.
**optimiser_kwargs (optional) – Valid SciPy option keys and their values.
- _run()[source]#
Internal method to run the optimization using a PyBOP optimiser.
- Returns:
result – The result of the optimisation including the optimised parameter values and cost.
- Return type:
- num_resamples = 40#
- class pybop.CMAES(cost, **optimiser_kwargs)[source]#
Bases:
pybop.BasePintsOptimiserAdapter for the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) optimiser in PINTS.
CMA-ES is an evolutionary algorithm for difficult non-linear non-convex optimization problems. It adapts the covariance matrix of a multivariate normal distribution to capture the shape of the cost landscape.
- Parameters:
**optimiser_kwargs (optional) –
Valid PINTS option keys and their values, for example: x0 : array_like
The initial parameter vector to optimise.
- sigma0float
Initial standard deviation of the sampling distribution.
- boundsdict
A dictionary with ‘lower’ and ‘upper’ keys containing arrays for lower and upper bounds on the parameters. If
None, no bounds are enforced.
See also
pints.CMAESPINTS implementation of CMA-ES algorithm.
- x0#
- class pybop.CuckooSearch(cost, **optimiser_kwargs)[source]#
Bases:
pybop.BasePintsOptimiserAdapter for the Cuckoo Search optimiser in PyBOP.
Cuckoo Search is a population-based optimisation algorithm inspired by the brood parasitism of some cuckoo species. It is designed to be simple, efficient, and robust, and is suitable for global optimisation problems.
- Parameters:
**optimiser_kwargs (optional) –
Valid PyBOP option keys and their values, for example: x0 : array_like
Initial parameter values.
- sigma0float
Initial step size.
- boundsdict
A dictionary with ‘lower’ and ‘upper’ keys containing arrays for lower and upper bounds on the parameters.
See also
pybop.CuckooSearchPyBOP implementation of Cuckoo Search algorithm.
- class pybop.CuckooSearchImpl(x0, sigma0=0.05, boundaries=None, pa=0.25)[source]#
Bases:
pints.PopulationBasedOptimiserCuckoo Search (CS) optimisation algorithm, inspired by the brood parasitism of some cuckoo species. This algorithm was introduced by Yang and Deb in 2009.
The algorithm uses a population of host nests (solutions), where each cuckoo (new solution) tries to replace a worse nest in the population. The quality or fitness of the nests is determined by the cost function. A fraction of the worst nests is abandoned at each generation, and new ones are built randomly.
The pseudo-code for the Cuckoo Search is as follows:
Initialise population of n host nests
- While (t < max_generations):
Get a cuckoo randomly by Lévy flights
Evaluate its quality/fitness F
Choose a nest among n (say, j) randomly
- If (F > fitness of j):
Replace j with the new solution
Abandon a fraction (pa) of the worst nests and build new ones
Keep the best solutions/nests
Rank the solutions and find the current best
End While
This implementation also uses a decreasing step size for the Lévy flights, calculated as sigma = sigma0 / sqrt(iterations), where sigma0 is the initial step size and iterations is the current iteration number.
Parameters: - pa: Probability of discovering alien eggs/solutions (abandoning rate)
References: - X. -S. Yang and Suash Deb, “Cuckoo Search via Lévy flights,”
2009 World Congress on Nature & Biologically Inspired Computing (NaBIC), Coimbatore, India, 2009, pp. 210-214, https://doi.org/10.1109/NABIC.2009.5393690.
S. Walton, O. Hassan, K. Morgan, M.R. Brown, Modified cuckoo search: A new gradient free optimisation algorithm, Chaos, Solitons & Fractals, Volume 44, Issue 9, 2011, Pages 710-718, ISSN 0960-0779, https://doi.org/10.1016/j.chaos.2011.06.004.
- _suggested_population_size()[source]#
Inherited from Pints:PopulationBasedOptimiser. Returns a suggested population size, based on the dimension of the parameter space.
- tell(replies)[source]#
Receives a list of function values from the cost function from points previously specified by self.ask(), and updates the optimiser state accordingly.
- _dim#
- _f_best#
- _fitness#
- _iterations = 0#
- _n#
- _pa#
- _ready_for_tell = False#
- _running = False#
- _x_best#
- beta = 1.5#
- step_size#
- class pybop.DREAM(log_pdf, chains, x0=None, cov0=None, **kwargs)[source]#
Bases:
pybop.BasePintsSamplerImplements the DiffeRential Evolution Adaptive Metropolis (DREAM) algorithm.
This class extends the DREAM sampler from the PINTS library. DREAM is a Markov chain Monte Carlo (MCMC) method for sampling from a probability distribution. It combines the Differential Evolution (DE) algorithm with the Adaptive Metropolis (AM) algorithm to explore the parameter space more efficiently.
- Parameters:
log_pdf ((pybop.LogPosterior or List[pybop.LogPosterior])) – A function that calculates the log-probability density.
chains (int) – The number of chains to run.
x0 (ndarray, optional) – Initial positions for the chains.
cov0 (ndarray, optional) – Initial covariance matrix.
**kwargs – Additional arguments to pass to the DREAM sampler.
- class pybop.Dataset(data_dictionary)[source]#
Represents a collection of experimental observations.
This class provides a structured way to store and work with experimental data, which may include applying operations such as interpolation.
- Parameters:
data_dictionary (dict or instance of pybamm.solvers.solution.Solution) – The experimental data to store within the dataset.
- __getitem__(key)[source]#
Return the data corresponding to a particular key.
- Parameters:
key (str) – The name of a data series within the dataset.
- Returns:
The data series corresponding to the key.
- Return type:
list or np.ndarray
- Raises:
ValueError – The key must exist in the dataset.
- __repr__()[source]#
Return a string representation of the Dataset instance.
- Returns:
A string that includes the type and contents of the dataset.
- Return type:
str
- __setitem__(key, value)[source]#
Set the data corresponding to a particular key.
- Parameters:
key (str) – The name of the key to be set.
value (list or np.ndarray) – The data series to be stored in the dataset.
- check(domain: str = None, signal: str | list[str] = None) bool[source]#
Check the consistency of a PyBOP Dataset against the expected format.
- Parameters:
domain (str, optional) – The domain of the dataset. Defaults to “Time [s]”.
signal (str or List[str], optional) – The signal(s) to check. Defaults to [“Voltage [V]”].
- Returns:
True if the dataset has the expected attributes.
- Return type:
bool
- Raises:
ValueError – If the time series and the data series are not consistent.
- data#
- names#
- class pybop.DesignCost(problem)[source]#
Bases:
pybop.costs.base_cost.BaseCostOverwrites and extends BaseCost class for design-related cost functions.
Inherits all parameters and attributes from
BaseCost.Additional Attributes#
- problemobject
The associated problem containing model and evaluation methods.
- problem#
- class pybop.DesignProblem(model: pybop.BaseModel, parameters: pybop.Parameters, experiment: pybop.Experiment | None, check_model: bool = True, signal: list[str] | None = None, additional_variables: list[str] | None = None, initial_state: dict | None = None, update_capacity: bool = False)[source]#
Bases:
pybop.BaseProblemProblem class for design optimization problems.
Extends BaseProblem with specifics for applying a model to an experimental design.
- Parameters:
model (object) – The model to apply the design to.
parameters (pybop.Parameter or pybop.Parameters) – An object or list of the parameters for the problem.
experiment (object) – The experimental setup to apply the model to.
check_model (bool, optional) – Flag to indicate if the model parameters should be checked for feasibility each iteration (default: True).
signal (str, optional) – The signal to fit (default: “Voltage [V]”).
additional_variables (list[str], optional) – Additional variables to observe and store in the solution (default additions are: [“Time [s]”, “Current [A]”]).
initial_state (dict, optional) – A valid initial state (default: {“Initial SoC”: 1.0}).
update_capacity (bool, optional) – If True, the nominal capacity is updated with an approximate value for each design.
- evaluate(inputs: pybop.parameters.parameter.Inputs)[source]#
Evaluate the model with the given parameters and return the signal.
- Parameters:
inputs (Inputs) – Parameters for evaluation of the model.
- Returns:
y – The model output y(t) simulated with inputs.
- Return type:
np.ndarray
- set_initial_state(initial_state: dict)[source]#
Set the initial state to be applied to evaluations of the problem.
- Parameters:
initial_state (dict, optional) – A valid initial state (default: None).
- _dataset = None#
- _domain_data#
- _target#
- experiment#
- sol#
- update_capacity#
- warning_patterns = ['Ah is greater than', 'Non-physical point encountered']#
- class pybop.DifferentialEvolutionMCMC(log_pdf, chains, x0=None, cov0=None, **kwargs)[source]#
Bases:
pybop.BasePintsSamplerImplements the Differential Evolution Markov Chain Monte Carlo (MCMC) algorithm.
This class extends the Differential Evolution MCMC sampler from the PINTS library. This MCMC method uses the Differential Evolution algorithm to explore the parameter space more efficiently by evolving a population of chains.
- Parameters:
log_pdf ((pybop.LogPosterior or List[pybop.LogPosterior])) – A function that calculates the log-probability density.
chains (int) – The number of chains to run.
x0 (ndarray, optional) – Initial positions for the chains.
cov0 (ndarray, optional) – Initial covariance matrix.
**kwargs – Additional arguments to pass to the Differential Evolution MCMC sampler.
- class pybop.DramACMC(log_pdf, chains, x0=None, cov0=None, **kwargs)[source]#
Bases:
pybop.BasePintsSamplerImplements the Delayed Rejection Adaptive Metropolis (DRAM) Adaptive Covariance Markov Chain Monte Carlo (MCMC) algorithm.
This class extends the DRAM Adaptive Covariance MCMC sampler from the PINTS library. This MCMC method combines Delayed Rejection with Adaptive Metropolis to enhance the efficiency and robustness of the sampling process.
- Parameters:
log_pdf ((pybop.LogPosterior or List[pybop.LogPosterior])) – A function that calculates the log-probability density.
chains (int) – The number of chains to run.
x0 (ndarray, optional) – Initial positions for the chains.
cov0 (ndarray, optional) – Initial covariance matrix.
**kwargs – Additional arguments to pass to the DRAM Adaptive Covariance MCMC sampler.
- class pybop.EmceeHammerMCMC(log_pdf, chains, x0=None, cov0=None, **kwargs)[source]#
Bases:
pybop.BasePintsSamplerImplements the Emcee Hammer Markov Chain Monte Carlo (MCMC) algorithm.
This class extends the Emcee Hammer MCMC sampler from the PINTS library. The Emcee Hammer is an affine-invariant ensemble sampler for MCMC, which is particularly effective for high-dimensional parameter spaces.
- Parameters:
log_pdf ((pybop.LogPosterior or List[pybop.LogPosterior])) – A function that calculates the log-probability density.
chains (int) – The number of chains to run.
x0 (ndarray, optional) – Initial positions for the chains.
cov0 (ndarray, optional) – Initial covariance matrix.
**kwargs – Additional arguments to pass to the Emcee Hammer MCMC sampler.
- class pybop.Experiment(operating_conditions, period=None, temperature=None, termination=None)[source]#
Bases:
ExperimentLight wrapper of the PyBaMM Experiment class for generating experiment conditions for PyBaMM models. Credit: PyBaMM
Base class for experimental conditions under which to run the model. In general, a list of operating conditions should be passed in. Each operating condition should be either a pybamm.step._Step class, created using one of the methods pybamm.step.current, pybamm.step.c_rate, pybamm.step.voltage , pybamm.step.power, pybamm.step.resistance, or pybamm.step.string, or a string, in which case the string is passed to pybamm.step.string.
- Parameters:
operating_conditions (list) – List of operating conditions
period (string, optional) – Period (1/frequency) at which to record outputs. Default is 1 minute. Can be overwritten by individual operating conditions.
temperature (float, optional) – The ambient air temperature in degrees Celsius at which to run the experiment. Default is None whereby the ambient temperature is taken from the parameter set. This value is overwritten if the temperature is specified in a step.
termination (list, optional) – List of conditions under which to terminate the experiment. Default is None. This is different from the termination for individual steps. Termination for individual steps is specified in the step itself, and the simulation moves to the next step when the termination condition is met (e.g. 2.5V discharge cut-off). Termination for the experiment as a whole is specified here, and the simulation stops when the termination condition is met (e.g. 80% capacity).
- class pybop.Exponential(scale, loc=0, random_state=None)[source]#
Bases:
BasePriorRepresents an exponential distribution with a specified scale parameter.
This class provides methods to calculate the pdf, the log pdf, and to generate random variates from the distribution.
- Parameters:
scale (float) – The scale parameter (lambda) of the exponential distribution.
- _logpdfS1(x)[source]#
Evaluates the first derivative of the log exponential distribution at x.
- Parameters:
x (float) – The point(s) at which to evaluate the first derivative.
- Returns:
The value(s) of the first derivative at x.
- Return type:
float
- _n_parameters = 1#
- loc#
- name = 'Exponential'#
- prior#
- scale#
- class pybop.FittingProblem(model: pybop.BaseModel, parameters: pybop.parameters.parameter.Parameters, dataset: pybop.Dataset, check_model: bool = True, signal: list[str] | None = None, additional_variables: list[str] | None = None, initial_state: dict | None = None)[source]#
Bases:
pybop.BaseProblemProblem class for fitting (parameter estimation) problems.
Extends BaseProblem with specifics for fitting a model to a dataset.
- Parameters:
model (object) – The model to fit.
parameters (pybop.Parameter or pybop.Parameters) – An object or list of the parameters for the problem.
dataset (dictionary) – Dataset object containing the data to fit the model to.
check_model (bool, optional) – Flag to indicate if the model should be checked (default: True).
signal (str, optional) – The variable used for fitting (default: “Voltage [V]”).
additional_variables (list[str], optional) – Additional variables to observe and store in the solution (default additions are: [“Time [s]”]).
initial_state (dict, optional) – A valid initial state, e.g. the initial open-circuit voltage (default: None).
Attributes (Additional)
---------------------
dataset – The dictionary from a Dataset object containing the signal keys and values to fit the model to.
domain_data (np.ndarray) – The domain points in the dataset.
n_domain_data (int) – The number of domain points.
target (np.ndarray) – The target values of the signals.
- _evaluateEIS(inputs: pybop.parameters.parameter.Inputs, update_capacity=False) dict[str, numpy.ndarray[numpy.float64]][source]#
Evaluate the model with the given parameters and return the signal.
- Parameters:
inputs (Inputs) – Parameters for evaluation of the model.
- Returns:
y – The simulated model output y(ω) for the given inputs.
- Return type:
np.ndarray
- evaluate(inputs: pybop.parameters.parameter.Inputs, update_capacity=False) dict[str, numpy.ndarray[numpy.float64]][source]#
Evaluate the model with the given parameters and return the signal.
- Parameters:
inputs (Inputs) – Parameters for evaluation of the model.
- Returns:
y – The simulated model output y(t) for self.eis == False, and y(ω) for self.eis == True for the given inputs.
- Return type:
np.ndarray
- evaluateS1(inputs: pybop.parameters.parameter.Inputs)[source]#
Evaluate the model with the given parameters and return the signal and its derivatives.
- Parameters:
inputs (Inputs) – Parameters for evaluation of the model.
- Returns:
A tuple containing the simulation result y(t) as a dictionary and the sensitivities dy/dx(t) evaluated with given inputs.
- Return type:
tuple[dict, np.ndarray]
- set_initial_state(initial_state: dict | None = None)[source]#
Set the initial state to be applied to evaluations of the problem.
- Parameters:
initial_state (dict, optional) – A valid initial state (default: None).
- _dataset#
- _domain_data#
- _n_parameters#
- n_data#
- class pybop.Gaussian(mean, sigma, random_state=None)[source]#
Bases:
BasePriorRepresents a Gaussian (normal) distribution with a given mean and standard deviation.
This class provides methods to calculate the probability density function (pdf), the logarithm of the pdf, and to generate random variates (rvs) from the distribution.
- Parameters:
mean (float) – The mean (mu) of the Gaussian distribution.
sigma (float) – The standard deviation (sigma) of the Gaussian distribution.
- _logpdfS1(x)[source]#
Evaluates the first derivative of the gaussian (log) distribution at x.
- Parameters:
x (float) – The point(s) at which to evaluate the first derivative.
- Returns:
The value(s) of the first derivative at x.
- Return type:
float
- _multip#
- _n_parameters = 1#
- _offset#
- loc#
- name = 'Gaussian'#
- prior#
- scale#
- sigma2#
- class pybop.GaussianLogLikelihood(problem: pybop.problems.base_problem.BaseProblem, sigma0: float | list[float] | list[pybop.parameters.parameter.Parameter] = 0.01, dsigma_scale: float = 1.0)[source]#
Bases:
BaseLikelihoodThis class represents a Gaussian Log Likelihood, which assumes that the data follows a Gaussian distribution and computes the log-likelihood of observed data under this assumption.
This class estimates the standard deviation of the Gaussian distribution alongside the parameters of the model.
- _logpi#
Precomputed offset value for the log-likelihood function.
- Type:
float
- _dsigma_scale#
Scale factor for derivative of standard deviation.
- Type:
float
- compute(y: dict, dy: numpy.ndarray = None, calculate_grad: bool = False) float | tuple[float, numpy.ndarray][source]#
Compute the Gaussian log-likelihood for the given parameters.
This method only computes the likelihood, without calling problem.evaluate().
- Returns:
The log-likelihood value, or -inf if the standard deviations are non-positive.
- Return type:
float
- _dsigma_scale#
- _logpi#
- property dsigma_scale#
- Scaling factor for the dsigma term in the gradient calculation.
- sigma#
- transformation#
- class pybop.GaussianLogLikelihoodKnownSigma(problem: pybop.problems.base_problem.BaseProblem, sigma0: list[float] | float)[source]#
Bases:
BaseLikelihoodThis class represents a Gaussian Log Likelihood with a known sigma, which assumes that the data follows a Gaussian distribution and computes the log-likelihood of observed data under this assumption.
- Parameters:
sigma0 (scalar or array) – Initial standard deviation around
x0. Either a scalar value (one standard deviation for all coordinates) or an array with one entry per dimension.
- compute(y: dict, dy: numpy.ndarray = None, calculate_grad: bool = False) float | tuple[float, numpy.ndarray][source]#
Compute the Gaussian log-likelihood for the given parameters with known sigma.
This method only computes the likelihood, without calling the problem.evaluateS1.
- _multip#
- _offset#
- sigma0#
- sigma2#
- class pybop.GradientDescent(cost, **optimiser_kwargs)[source]#
Bases:
pybop.BasePintsOptimiserImplements a simple gradient descent optimization algorithm.
This class extends the gradient descent optimiser from the PINTS library, designed to minimize a scalar function of one or more variables.
Note that this optimiser does not support boundary constraints.
- Parameters:
**optimiser_kwargs (optional) –
Valid PINTS option keys and their values, for example: x0 : array_like
Initial position from which optimisation will start.
- sigma0float
The learning rate / Initial step size.
See also
pints.GradientDescentThe PINTS implementation this class is based on.
- class pybop.GravimetricEnergyDensity(problem)[source]#
Bases:
DesignCostRepresents the gravimetric energy density of a battery cell, calculated based on a normalised discharge from upper to lower voltage limits. The goal is to maximise the energy density, which is achieved by setting minimising = False in the optimiser settings.
Inherits all parameters and attributes from
DesignCost.- compute(y: dict, dy: numpy.ndarray = None, calculate_grad: bool = False) float[source]#
Computes the cost function for the given predictions.
- Parameters:
y (dict) – The dictionary of predictions with keys designating the signals for fitting.
dy (np.ndarray, optional) – The corresponding gradient with respect to the parameters for each signal. Note: not used in design optimisation classes.
calculate_grad (bool, optional) – A bool condition designating whether to calculate the gradient.
- Returns:
The gravimetric energy density or -infinity in case of infeasible parameters.
- Return type:
float
- class pybop.HaarioACMC(log_pdf, chains, x0=None, cov0=None, **kwargs)[source]#
Bases:
pybop.BasePintsSamplerImplements the Haario Adaptive Covariance Markov Chain Monte Carlo (MCMC) algorithm.
This class extends the Haario Adaptive Covariance MCMC sampler from the PINTS library. This MCMC method adapts the proposal distribution’s covariance matrix based on the history of the chain, improving sampling efficiency and convergence.
- Parameters:
log_pdf ((pybop.LogPosterior or List[pybop.LogPosterior])) – A function that calculates the log-probability density.
chains (int) – The number of chains to run.
x0 (ndarray, optional) – Initial positions for the chains.
cov0 (ndarray, optional) – Initial covariance matrix.
**kwargs – Additional arguments to pass to the Haario Adaptive Covariance MCMC sampler.
- class pybop.HaarioBardenetACMC(log_pdf, chains, x0=None, cov0=None, **kwargs)[source]#
Bases:
pybop.BasePintsSamplerImplements the Haario-Bardenet Adaptive Covariance Markov Chain Monte Carlo (MCMC) algorithm.
This class extends the Haario-Bardenet Adaptive Covariance MCMC sampler from the PINTS library. This MCMC method combines the adaptive covariance approach with an additional mechanism to improve performance in high-dimensional parameter spaces.
- Parameters:
log_pdf ((pybop.LogPosterior or List[pybop.LogPosterior])) – A function that calculates the log-probability density.
chains (int) – The number of chains to run.
x0 (ndarray, optional) – Initial positions for the chains.
cov0 (ndarray, optional) – Initial covariance matrix.
**kwargs – Additional arguments to pass to the Haario-Bardenet Adaptive Covariance MCMC sampler.
- class pybop.HamiltonianMCMC(log_pdf, chains, x0=None, cov0=None, **kwargs)[source]#
Bases:
pybop.BasePintsSamplerImplements the Hamiltonian Markov Chain Monte Carlo (MCMC) algorithm.
This class extends the Hamiltonian MCMC sampler from the PINTS library. This MCMC method uses Hamiltonian dynamics to propose new states, allowing for efficient exploration of high-dimensional parameter spaces.
- Parameters:
log_pdf ((pybop.LogPosterior or List[pybop.LogPosterior])) – A function that calculates the log-probability density.
chains (int) – The number of chains to run.
x0 (ndarray, optional) – Initial positions for the chains.
cov0 (ndarray, optional) – Initial covariance matrix.
**kwargs – Additional arguments to pass to the Hamiltonian MCMC sampler.
- class pybop.IRPropMin(cost, **optimiser_kwargs)[source]#
Bases:
pybop.BasePintsOptimiserImplements the iRpropMin optimization algorithm.
This class inherits from the PINTS IRPropMin class, which is an optimiser that uses resilient backpropagation with weight-backtracking. It is designed to handle problems with large plateaus, noisy gradients, and local minima.
- Parameters:
**optimiser_kwargs (optional) –
Valid PINTS option keys and their values, for example: x0 : array_like
Initial position from which optimisation will start.
- sigma0float
Initial step size.
- boundsdict
A dictionary with ‘lower’ and ‘upper’ keys containing arrays for lower and upper bounds on the parameters.
See also
pints.IRPropMinThe PINTS implementation this class is based on.
- class pybop.JointLogPrior(*priors: BasePrior)[source]#
Bases:
BasePriorRepresents a joint prior distribution composed of multiple prior distributions.
- Parameters:
priors (BasePrior) – One or more prior distributions to combine into a joint distribution.
- _logpdfS1(x: float | numpy.ndarray) tuple[float, numpy.ndarray][source]#
Evaluates the first derivative of the joint log-prior distribution at a given point.
- Parameters:
x (Union[float, np.ndarray]) – The point(s) at which to evaluate the first derivative. The length of x should match the total number of parameters in the joint distribution.
- Returns:
A tuple containing the log-probability density and its first derivative at x.
- Return type:
Tuple[float, np.ndarray]
- logpdf(x: float | numpy.ndarray) float[source]#
Evaluates the joint log-prior distribution at a given point.
- Parameters:
x (Union[float, np.ndarray]) – The point(s) at which to evaluate the distribution. The length of x should match the total number of parameters in the joint distribution.
- Returns:
The joint log-probability density of the distribution at x.
- Return type:
float
- _n_parameters#
- class pybop.LogPosterior(log_likelihood: BaseLikelihood, log_prior: pybop.BasePrior | scipy.stats.rv_continuous | None = None, gradient_step: float = 0.001)[source]#
Bases:
BaseLikelihoodThe Log Posterior for a given problem.
Computes the log posterior which is proportional to the sum of the log likelihood and the log prior.
- Parameters:
log_likelihood (BaseLikelihood) – The likelihood class of type
BaseLikelihood.log_prior (Optional, Union[pybop.BasePrior, stats.rv_continuous]) – The prior class of type
BasePriororstats.rv_continuous. If not provided, the prior class will be taken from the parameter priors constructed in the pybop.Parameters class.gradient_step (float, default: 1e-3) – The step size for the finite-difference gradient calculation if the
log_prioris not of typeBasePrior.
- compute(y: dict, dy: numpy.ndarray = None, calculate_grad: bool = False) float | tuple[float, numpy.ndarray][source]#
Calculate the posterior cost for a given forward model prediction.
- Parameters:
y (dict) – The data for which to evaluate the cost.
dy (np.ndarray, optional) – The correspond sensitivities in the data.
calculate_grad (bool, optional) – Whether to calculate the gradient of the cost function.
- Returns:
The posterior cost, and optionally the gradient.
- Return type:
Union[float, Tuple[float, np.ndarray]]
- _log_likelihood#
- gradient_step#
- property likelihood: BaseLikelihood#
- property prior: pybop.parameters.priors.BasePrior#
- class pybop.MALAMCMC(log_pdf, chains, x0=None, cov0=None, **kwargs)[source]#
Bases:
pybop.BasePintsSamplerImplements the Metropolis Adjusted Langevin Algorithm (MALA) Markov Chain Monte Carlo (MCMC) algorithm.
This class extends the MALA MCMC sampler from the PINTS library. This MCMC method combines the Metropolis-Hastings algorithm with Langevin dynamics to improve sampling efficiency and convergence.
- Parameters:
log_pdf ((pybop.LogPosterior or List[pybop.LogPosterior])) – A function that calculates the log-probability density.
chains (int) – The number of chains to run.
x0 (ndarray, optional) – Initial positions for the chains.
cov0 (ndarray, optional) – Initial covariance matrix.
**kwargs – Additional arguments to pass to the MALA MCMC sampler.
- class pybop.MCMCSampler(log_pdf, chains, sampler=AdaptiveCovarianceMCMC, x0=None, cov0=None, **kwargs)[source]#
A high-level class for MCMC sampling.
This class provides an alternative API to the PyBOP.Sampler() API, specifically allowing for single user-friendly interface for the optimisation process.
- __getattr__(attr)[source]#
Delegate attribute access to the underlying sampler if the attribute is not found in the MCMCSampler instance.
- Parameters:
attr (str) – The attribute name to be accessed.
- Returns:
The attribute value from the underlying sampler.
- Return type:
Any
- Raises:
AttributeError – If the attribute is not found in both the MCMCSampler instance and the underlying sampler.
- __setattr__(name: str, value) None[source]#
Delegate attribute setting to the underlying sampler if the attribute exists in the sampler and not in the MCMCSampler instance.
- Parameters:
name (str) – The attribute name to be set.
value (Any) – The value to be set to the attribute.
- run()[source]#
Run the MCMC sampling process.
- Returns:
The result of the sampling process.
- Return type:
list
- sampler#
- class pybop.MetropolisRandomWalkMCMC(log_pdf, chains, x0=None, cov0=None, **kwargs)[source]#
Bases:
pybop.BasePintsSamplerImplements the Metropolis Random Walk Markov Chain Monte Carlo (MCMC) algorithm.
This class extends the Metropolis Random Walk MCMC sampler from the PINTS library. This classic MCMC method uses a simple random walk proposal distribution and the Metropolis-Hastings acceptance criterion.
- Parameters:
log_pdf ((pybop.LogPosterior or List[pybop.LogPosterior])) – A function that calculates the log-probability density.
chains (int) – The number of chains to run.
x0 (ndarray, optional) – Initial positions for the chains.
cov0 (ndarray, optional) – Initial covariance matrix.
**kwargs – Additional arguments to pass to the Metropolis Random Walk MCMC sampler.
- class pybop.Minkowski(problem, p: float = 2.0)[source]#
Bases:
pybop.costs.base_cost.BaseCostThe Minkowski distance is a generalisation of several distance metrics, including the Euclidean and Manhattan distances. It is defined as:
\[L_p(x, y) = ( \sum_i |x_i - y_i|^p )^(1/p)\]where p > 0 is the order of the Minkowski distance. For p ≥ 1, the Minkowski distance is a metric. For 0 < p < 1, it is not a metric, as it does not satisfy the triangle inequality, although a metric can be obtained by removing the (1/p) exponent.
Special cases:
p = 1: Manhattan distance
p = 2: Euclidean distance
p → ∞: Chebyshev distance (not implemented as yet)
This class implements the Minkowski distance as a cost function for optimisation problems, allowing for flexible distance-based optimisation across various problem domains.
Additional Attributes#
- pfloat, optional
The order of the Minkowski distance.
- compute(y: dict, dy: numpy.ndarray = None, calculate_grad: bool = False) float | tuple[float, numpy.ndarray][source]#
Computes the cost function for the given predictions.
- Parameters:
y (dict) – The dictionary of predictions with keys designating the signals for fitting.
dy (np.ndarray, optional) – The corresponding gradient with respect to the parameters for each signal.
calculate_grad (bool, optional) – A bool condition designating whether to calculate the gradient.
- Returns:
The Minkowski cost.
- Return type:
float
- p#
- class pybop.MonomialGammaHamiltonianMCMC(log_pdf, chains, x0=None, cov0=None, **kwargs)[source]#
Bases:
pybop.BasePintsSamplerImplements the Monomial Gamma Hamiltonian Markov Chain Monte Carlo (MCMC) algorithm.
This class extends the Monomial Gamma Hamiltonian MCMC sampler from the PINTS library. This MCMC method uses Hamiltonian dynamics with a monomial gamma distribution for efficient exploration of the parameter space.
- Parameters:
log_pdf ((pybop.LogPosterior or List[pybop.LogPosterior])) – A function that calculates the log-probability density.
chains (int) – The number of chains to run.
x0 (ndarray, optional) – Initial positions for the chains.
cov0 (ndarray, optional) – Initial covariance matrix.
**kwargs – Additional arguments to pass to the Monomial Gamma Hamiltonian MCMC sampler.
- class pybop.MultiFittingProblem(*args)[source]#
Bases:
pybop.BaseProblemProblem class for joining mulitple fitting problems into one combined fitting problem.
Extends BaseProblem in a similar way to FittingProblem but for multiple parameter estimation problems, which must first be defined individually.
Additional Attributes#
- problemspybop.FittingProblem
The individual PyBOP fitting problems.
- evaluate(inputs: pybop.parameters.parameter.Inputs, eis=False)[source]#
Evaluate the model with the given parameters and return the signal.
- Parameters:
inputs (Inputs) – Parameters for evaluation of the model.
- Returns:
y – The model output y(t) simulated with given inputs.
- Return type:
np.ndarray
- evaluateS1(inputs: pybop.parameters.parameter.Inputs)[source]#
Evaluate the model with the given parameters and return the signal and its derivatives.
- Parameters:
inputs (Inputs) – Parameters for evaluation of the model.
- Returns:
A tuple containing the simulation result y(t) as a dictionary and the sensitivities dy/dx(t) evaluated with given inputs.
- Return type:
tuple[dict, np.ndarray]
- set_initial_state(initial_state: dict | None = None)[source]#
Set the initial state to be applied to evaluations of the problem.
- Parameters:
initial_state (dict, optional) – A valid initial state (default: None).
- _dataset#
- _domain_data#
- combined_dataset#
- combined_domain_data = []#
- combined_parameters#
- combined_signal = []#
- models_to_check = []#
- n_domain_data#
- problems = []#
- class pybop.NUTS(log_pdf, chains, x0=None, cov0=None, **kwargs)[source]#
Bases:
pybop.BasePintsSamplerImplements the No-U-Turn Sampler (NUTS) algorithm.
This class extends the NUTS sampler from the PINTS library. NUTS is a Markov chain Monte Carlo (MCMC) method for sampling from a probability distribution. It is an extension of the Hamiltonian Monte Carlo (HMC) method, which uses a dynamic integration time to explore the parameter space more efficiently.
- Parameters:
log_pdf ((pybop.LogPosterior or List[pybop.LogPosterior])) – A function that calculates the log-probability density.
chains (int) – The number of chains to run.
x0 (ndarray, optional) – Initial positions for the chains.
cov0 (ndarray, optional) – Initial covariance matrix.
**kwargs – Additional arguments to pass to the NUTS sampler.
- class pybop.NelderMead(cost, **optimiser_kwargs)[source]#
Bases:
pybop.BasePintsOptimiserImplements the Nelder-Mead downhill simplex method from PINTS.
This is a deterministic local optimiser. In most update steps it performs either one evaluation, or two sequential evaluations, so that it will not typically benefit from parallelisation.
Note that this optimiser does not support boundary constraints.
- Parameters:
**optimiser_kwargs (optional) –
Valid PINTS option keys and their values, for example: x0 : array_like
The initial parameter vector to optimise.
- sigma0float
Initial standard deviation of the sampling distribution. Does not appear to be used.
See also
pints.NelderMeadPINTS implementation of Nelder-Mead algorithm.
- class pybop.Observer(parameters: pybop.parameters.parameter.Parameters, model: pybop.models.base_model.BaseModel, check_model: bool = True, signal: list[str] | None = None, additional_variables: list[str] | None = None, initial_state: dict | None = None)[source]#
Bases:
pybop.BaseProblem- An observer of a time series state. Observers:
keep track of the distribution of a current time series model state
predict forward in time the distribution of the state
update the distribution of the state with new observations
- Parameters:
parameters (pybop.Parameter or pybop.Parameters) – An object or list of the parameters for the problem.
model (BaseModel) – The model to observe.
check_model (bool, optional) – Flag to indicate if the model should be checked (default: True).
signal (list[str]) – The signal to observe.
additional_variables (list[str], optional) – Additional variables to observe and store in the solution (default: []).
initial_state (dict, optional) – A valid initial state, e.g. the initial open-circuit voltage (default: None).
- evaluate(inputs: pybop.models.base_model.Inputs)[source]#
Evaluate the model with the given parameters and return the signal.
- Parameters:
inputs (Inputs) – Parameters for evaluation of the model.
- Returns:
y – The model output y(t) simulated with given inputs.
- Return type:
np.ndarray
- get_current_state() pybop.models.base_model.TimeSeriesState[source]#
Returns the current state of the model.
- get_measure(x: pybop.models.base_model.TimeSeriesState) numpy.ndarray[source]#
- log_likelihood(values: dict, times: numpy.ndarray, inputs: pybop.models.base_model.Inputs) float[source]#
Returns the log likelihood of the model given the values and inputs.
- Parameters:
values (np.ndarray) – The values of the model.
times (np.ndarray) – The times at which to observe the model.
inputs (Inputs) – The inputs to the model.
- observe(time: float, value: numpy.ndarray | None = None) float[source]#
Predict the time series model until t = time and optionally observe the measurement value.
Returns the log likelihood of the model given the value and inputs. If no value is given, the log likelihood is 0.
The base observer does not perform any value observation and always returns 0.
- Parameters:
time (float) – The time of the new observation.
value (np.ndarray (optional)) – The new observation.
- Covariance#
- _state#
- inputs#
- class pybop.ObserverCost(observer: pybop.observers.observer.Observer)[source]#
Bases:
pybop.costs.base_cost.BaseCostObserver cost function.
Computes the cost function for an observer model, which is log likelihood of the data points given the model parameters.
Inherits all parameters and attributes from
BaseCost.- compute(y: dict, dy: numpy.ndarray = None, calculate_grad: bool = False) float[source]#
Computes the cost function for the given predictions.
- Parameters:
y (dict) – The dictionary of predictions with keys designating the signals for fitting.
dy (np.ndarray, optional) – The corresponding gradient with respect to the parameters for each signal.
calculate_grad (bool, optional) – A bool condition designating whether to calculate the gradient.
- Returns:
The observer cost (negative of the log likelihood).
- Return type:
float
- _has_separable_problem = False#
- _observer#
- class pybop.Optimisation(cost, optimiser=None, **optimiser_kwargs)[source]#
A high-level class for optimisation using PyBOP or PINTS optimisers.
This class provides an alternative API to the PyBOP.Optimiser() API, specifically allowing for single user-friendly interface for the optimisation process.The class can be used with either PyBOP or PINTS optimisers.
- Parameters:
cost (pybop.BaseCost or pints.ErrorMeasure) – An objective function to be optimized, which can be either a pybop.Cost
optimiser (pybop.Optimiser or subclass of pybop.BaseOptimiser, optional) – An optimiser from either the PINTS or PyBOP framework to perform the optimization (default: None).
sigma0 (float or sequence, optional) – Initial step size or standard deviation for the optimiser (default: None).
verbose (bool, optional) – If True, the optimization progress is printed (default: False).
physical_viability (bool, optional) – If True, the feasibility of the optimised parameters is checked (default: True).
allow_infeasible_solutions (bool, optional) – If True, infeasible parameter values will be allowed in the optimisation (default: True).
- All attributes from the pybop.optimiser() class
- class pybop.PSO(cost, **optimiser_kwargs)[source]#
Bases:
pybop.BasePintsOptimiserImplements a particle swarm optimization (PSO) algorithm.
This class extends the PSO optimiser from the PINTS library. PSO is a metaheuristic optimization method inspired by the social behavior of birds flocking or fish schooling, suitable for global optimization problems.
- Parameters:
**optimiser_kwargs (optional) –
Valid PINTS option keys and their values, for example: x0 : array_like
Initial positions of particles, which the optimisation will use.
- sigma0float
Spread of the initial particle positions.
- boundsdict
A dictionary with ‘lower’ and ‘upper’ keys containing arrays for lower and upper bounds on the parameters.
See also
pints.PSOThe PINTS implementation this class is based on.
- class pybop.Parameter(name, initial_value=None, true_value=None, prior=None, bounds=None, transformation=None)[source]#
Represents a parameter within the PyBOP framework.
This class encapsulates the definition of a parameter, including its name, prior distribution, initial value, bounds, and a margin to ensure the parameter stays within feasible limits during optimization or sampling.
- Parameters:
name (str) – The name of the parameter.
initial_value (float, optional) – The initial value to be assigned to the parameter. Defaults to None.
prior (scipy.stats distribution, optional) – The prior distribution from which parameter values are drawn. Defaults to None.
bounds (tuple, optional) – A tuple defining the lower and upper bounds for the parameter. Defaults to None.
- Raises:
ValueError – If the lower bound is not strictly less than the upper bound, or if the margin is set outside the interval (0, 1).
- __repr__()[source]#
Return a string representation of the Parameter instance.
- Returns:
A string including the parameter’s name, prior, bounds, and current value.
- Return type:
str
- get_initial_value(apply_transform: bool = False) float[source]#
Return the initial value of each parameter.
- Parameters:
apply_transform (bool) – If True, the transformation is applied to the output (default: False).
- rvs(n_samples: int = 1, random_state=None, apply_transform: bool = False)[source]#
Draw random samples from the parameter’s prior distribution.
The samples are constrained to be within the parameter’s bounds, excluding a predefined margin at the boundaries.
- Parameters:
n_samples (int) – The number of samples to draw (default: 1).
random_state (int, optional) – The random state seed for reproducibility (default: None).
apply_transform (bool) – If True, the transformation is applied to the output (default: False).
- Returns:
An array of samples drawn from the prior distribution within the parameter’s bounds.
- Return type:
array-like
- set_bounds(bounds=None, boundary_multiplier=6)[source]#
Set the upper and lower bounds.
- Parameters:
bounds (tuple, optional) – A tuple defining the lower and upper bounds for the parameter. Defaults to None.
boundary_multiplier (float, optional) – Used to define the bounds when no bounds are passed but the parameter has a prior distribution (default: 6).
- Raises:
ValueError – If the lower bound is not strictly less than the upper bound, or if the margin is set outside the interval (0, 1).
- set_margin(margin)[source]#
Set the margin to a specified positive value less than 1.
The margin is used to ensure parameter samples are not drawn exactly at the bounds, which may be problematic in some optimization or sampling algorithms.
- Parameters:
margin (float) – The new margin value to be used, which must be in the interval (0, 1).
- Raises:
ValueError – If the margin is not between 0 and 1.
- update(initial_value=None, value=None)[source]#
Update the parameter’s current value.
- Parameters:
value (float) – The new value to be assigned to the parameter.
- applied_prior_bounds = False#
- bounds = None#
- initial_value#
- lower_bounds = None#
- margin = 0.0001#
- name#
- prior#
- transformation#
- true_value#
- upper_bounds = None#
- value#
- class pybop.ParameterSet(json_path=None, params_dict=None)[source]#
Handles the import and export of parameter sets for battery models.
This class provides methods to load parameters from a JSON file and to export them back to a JSON file. It also includes custom logic to handle special cases, such as parameter values that require specific initialization.
- Parameters:
json_path (str, optional) – Path to a JSON file containing parameter data. If provided, parameters will be imported from this file during initialization.
params_dict (dict, optional) – A dictionary of parameters to initialize the ParameterSet with. If not provided, an empty dictionary is used.
- export_parameters(output_json_path, fit_params=None)[source]#
Exports parameters to a JSON file specified by output_json_path.
The current state of the params attribute is written to the file. If fit_params is provided, these parameters are updated before export. Non-serializable values are handled and noted in the output JSON.
- Parameters:
output_json_path (str) – The file path where the JSON output will be saved.
fit_params (list of fitted parameter objects, optional) – Parameters that have been fitted and need to be included in the export.
- Raises:
ValueError – If there are no parameters to export.
- import_from_bpx(json_path=None)[source]#
Imports parameters from a JSON file in the BPX format specified by the json_path attribute. Credit: PyBaMM
If a json_path is provided at initialization or as an argument, that JSON file is loaded and the parameters are stored in the params attribute.
- Parameters:
json_path (str, optional) – Path to the JSON file from which to import parameters. If provided, it overrides the instance’s json_path.
- Returns:
The dictionary containing the imported parameters.
- Return type:
dict
- Raises:
FileNotFoundError – If the specified JSON file cannot be found.
- import_parameters(json_path=None)[source]#
Imports parameters from a JSON file specified by the json_path attribute.
If a json_path is provided at initialization or as an argument, that JSON file is loaded and the parameters are stored in the params attribute. Special cases are handled appropriately.
- Parameters:
json_path (str, optional) – Path to the JSON file from which to import parameters. If provided, it overrides the instance’s json_path.
- Returns:
The dictionary containing the imported parameters.
- Return type:
dict
- Raises:
FileNotFoundError – If the specified JSON file cannot be found.
- is_json_serializable(value)[source]#
Determines if the given value can be serialized to JSON format.
- Parameters:
value (any) – The value to check for JSON serializability.
- Returns:
True if the value is JSON serializable, False otherwise.
- Return type:
bool
- classmethod pybamm(name, formation_concentrations=False)[source]#
Retrieves a PyBaMM parameter set by name.
- Parameters:
name (str) – The name of the PyBaMM parameter set to retrieve.
set_formation_concentrations (bool, optional) – If True, re-calculates the initial concentrations of lithium in the active material (default: False).
- Returns:
A PyBaMM parameter set corresponding to the provided name.
- Return type:
pybamm.ParameterValues
- chemistry = None#
- json_path#
- params#
- class pybop.Parameters(*args)[source]#
Represents a set of uncertain parameters within the PyBOP framework.
This class encapsulates the definition of a parameter, including its name, prior distribution, initial value, bounds, and a margin to ensure the parameter stays within feasible limits during optimisation or sampling.
- Parameters:
parameter_list (pybop.Parameter or Dict)
- __getitem__(key: str) Parameter[source]#
Return the parameter dictionary corresponding to a particular key.
- Parameters:
key (str) – The name of a parameter.
- Returns:
The Parameter object.
- Return type:
- Raises:
ValueError – The key must be the name of one of the parameters.
- __repr__()[source]#
Return a string representation of the Parameters instance.
- Returns:
A string including the number of parameters and a summary of each parameter.
- Return type:
str
- add(parameter)[source]#
Construct the parameter class with a name, initial value, prior, and bounds.
- as_dict(values=None) dict[source]#
- Parameters:
values (list or str, optional) – A list of parameter values or one of the strings “initial” or “true” which can be used to obtain a dictionary of parameters.
- Returns:
A parameters dictionary.
- Return type:
Inputs
- construct_transformation()[source]#
Create a ComposedTransformation object from the individual parameter transformations.
- get_bounds(apply_transform: bool = False) dict[source]#
Get bounds, for either all or no parameters.
- Parameters:
apply_transform (bool) – If True, the transformation is applied to the output (default: False).
- get_bounds_for_plotly()[source]#
Retrieve parameter bounds in the format expected by Plotly.
- Returns:
bounds – An array of shape (n_parameters, 2) containing the bounds for each parameter.
- Return type:
numpy.ndarray
- get_sigma0(apply_transform: bool = False) list[source]#
Get the standard deviation, for either all or no parameters.
- Parameters:
apply_transform (bool) – If True, the transformation is applied to the output (default: False).
- initial_value(apply_transform: bool = False) numpy.ndarray[source]#
Return the initial value of each parameter.
- Parameters:
apply_transform (bool) – If True, the transformation is applied to the output (default: False).
- join(parameters=None)[source]#
Join two Parameters objects into the first by copying across each Parameter.
- Parameters:
parameters (pybop.Parameters)
- reset_initial_value(apply_transform: bool = False) numpy.ndarray[source]#
Reset and return the initial value of each parameter.
- Parameters:
apply_transform (bool) – If True, the transformation is applied to the output (default: False).
- rvs(n_samples: int = 1, apply_transform: bool = False) numpy.ndarray[source]#
Draw random samples from each parameter’s prior distribution.
The samples are constrained to be within the parameter’s bounds, excluding a predefined margin at the boundaries.
- Parameters:
n_samples (int) – The number of samples to draw (default: 1).
apply_transform (bool) – If True, the transformation is applied to the output (default: False).
- Returns:
An array of samples drawn from the prior distribution within each parameter’s bounds.
- Return type:
array-like
- verify(inputs: Inputs | None = None)[source]#
Verify that the inputs are an Inputs dictionary or numeric values which can be used to construct an Inputs dictionary
- Parameters:
inputs (Inputs or numeric)
- param#
- class pybop.PlotlyManager[source]#
Manages the installation and configuration of Plotly for generating visualizations.
This class ensures that Plotly is installed and properly configured to display plots in a web browser.
Upon instantiation, it checks for Plotly’s presence, installs it if missing, and configures the default renderer and browser settings.
- go#
The Plotly graph_objects module for creating figures.
- Type:
module
- pio#
The Plotly input/output module for configuring the renderer.
- Type:
module
- make_subplots#
The function from Plotly for creating subplot figures.
- Type:
function
Examples
>>> plotly_manager = PlotlyManager()
- check_browser_availability()[source]#
Confirm a web browser is available for Plotly’s ‘browser’ renderer; provide guidance if not.
- check_renderer_settings()[source]#
Check and provide information on setting the Plotly renderer if it’s not already set.
- ensure_plotly_installed()[source]#
Check if Plotly is installed and import necessary modules; prompt for installation if missing.
- post_install_setup()[source]#
Import Plotly modules and set the default renderer after installation.
- prompt_for_plotly_installation()[source]#
Prompt the user for Plotly installation and install it upon agreement.
- go = None#
- make_subplots = None#
- pio = None#
- class pybop.PopulationMCMC(log_pdf, chains, x0=None, cov0=None, **kwargs)[source]#
Bases:
pybop.BasePintsSamplerImplements the Population Markov Chain Monte Carlo (MCMC) algorithm.
This class extends the Population MCMC sampler from the PINTS library. This MCMC method uses a population of chains at different temperatures to explore the parameter space more efficiently and avoid local minima.
- Parameters:
log_pdf ((pybop.LogPosterior or List[pybop.LogPosterior])) – A function that calculates the log-probability density.
chains (int) – The number of chains to run.
x0 (ndarray, optional) – Initial positions for the chains.
cov0 (ndarray, optional) – Initial covariance matrix.
**kwargs – Additional arguments to pass to the Population MCMC sampler.
- class pybop.RaoBlackwellACMC(log_pdf, chains, x0=None, cov0=None, **kwargs)[source]#
Bases:
pybop.BasePintsSamplerImplements the Rao-Blackwell Adaptive Covariance Markov Chain Monte Carlo (MCMC) algorithm.
This class extends the Rao-Blackwell Adaptive Covariance MCMC sampler from the PINTS library. This MCMC method improves sampling efficiency by combining Rao-Blackwellisation with adaptive covariance strategies.
- Parameters:
log_pdf ((pybop.LogPosterior or List[pybop.LogPosterior])) – A function that calculates the log-probability density.
chains (int) – The number of chains to run.
x0 (ndarray, optional) – Initial positions for the chains.
cov0 (ndarray, optional) – Initial covariance matrix.
**kwargs – Additional arguments to pass to the Rao-Blackwell Adaptive Covariance MCMC sampler.
- class pybop.RelativisticMCMC(log_pdf, chains, x0=None, cov0=None, **kwargs)[source]#
Bases:
pybop.BasePintsSamplerImplements the Relativistic Markov Chain Monte Carlo (MCMC) algorithm.
This class extends the Relativistic MCMC sampler from the PINTS library. This MCMC method uses concepts from relativistic mechanics to propose new states, allowing for efficient exploration of the parameter space.
- Parameters:
log_pdf ((pybop.LogPosterior or List[pybop.LogPosterior])) – A function that calculates the log-probability density.
chains (int) – The number of chains to run.
x0 (ndarray, optional) – Initial positions for the chains.
cov0 (ndarray, optional) – Initial covariance matrix.
**kwargs – Additional arguments to pass to the Relativistic MCMC sampler.
- class pybop.Result(x: numpy.ndarray = None, final_cost: float | None = None, n_iterations: int | None = None, scipy_result=None)[source]#
Stores the result of the optimisation.
- x#
The solution of the optimisation.
- Type:
ndarray
- final_cost#
The cost associated with the solution x.
- Type:
float
- nit#
Number of iterations performed by the optimiser.
- Type:
int
- scipy_result#
The result obtained from a SciPy optimiser.
- Type:
scipy.optimize.OptimizeResult, optional
- final_cost#
- n_iterations#
- scipy_result#
- x#
- class pybop.RootMeanSquaredError(problem)[source]#
Bases:
pybop.costs.base_cost.BaseCostRoot mean square error cost function.
Computes the root mean square error between model predictions and the target data, providing a measure of the differences between predicted values and observed values.
Inherits all parameters and attributes from
BaseCost.- compute(y: dict, dy: numpy.ndarray = None, calculate_grad: bool = False) float | tuple[float, numpy.ndarray][source]#
Computes the cost function for the given predictions.
- Parameters:
y (dict) – The dictionary of predictions with keys designating the signals for fitting.
dy (np.ndarray, optional) – The corresponding gradient with respect to the parameters for each signal.
calculate_grad (bool, optional) – A bool condition designating whether to calculate the gradient.
- Returns:
The root mean square error.
- Return type:
float
- class pybop.SNES(cost, **optimiser_kwargs)[source]#
Bases:
pybop.BasePintsOptimiserImplements the stochastic natural evolution strategy (SNES) optimization algorithm.
Inheriting from the PINTS SNES class, this optimiser is an evolutionary algorithm that evolves a probability distribution on the parameter space, guiding the search for the optimum based on the natural gradient of expected fitness.
- Parameters:
**optimiser_kwargs (optional) –
Valid PINTS option keys and their values, for example: x0 : array_like
Initial position from which optimisation will start.
- sigma0float
Initial standard deviation of the sampling distribution.
- boundsdict
A dictionary with ‘lower’ and ‘upper’ keys containing arrays for lower and upper bounds on the parameters.
See also
pints.SNESThe PINTS implementation this class is based on.
- class pybop.SciPyDifferentialEvolution(cost, **optimiser_kwargs)[source]#
Bases:
BaseSciPyOptimiserAdapts SciPy’s differential_evolution function for global optimization.
This class provides a global optimization strategy based on differential evolution, useful for problems involving continuous parameters and potentially multiple local minima.
- Parameters:
bounds (dict, sequence or scipy.optimize.Bounds) – Bounds for variables. Must be provided as it is essential for differential evolution.
**optimiser_kwargs (optional) –
Valid SciPy option keys and their values, for example: strategy : str
The differential evolution strategy to use.
- maxiterint
Maximum number of iterations to perform.
- popsizeint
The number of individuals in the population.
See also
scipy.optimize.differential_evolutionThe SciPy method this class is based on.
- _run_optimiser()[source]#
Executes the optimization process using SciPy’s differential_evolution function.
- Returns:
result – The result of the optimisation including the optimised parameter values and cost.
- Return type:
scipy.optimize.OptimizeResult
- name()[source]#
Provides the name of the optimization strategy.
- Returns:
The name ‘SciPyDifferentialEvolution’.
- Return type:
str
- optimiser_options#
- class pybop.SciPyMinimize(cost, **optimiser_kwargs)[source]#
Bases:
BaseSciPyOptimiserAdapts SciPy’s minimize function for use as an optimization strategy.
This class provides an interface to various scalar minimization algorithms implemented in SciPy, allowing fine-tuning of the optimization process through method selection and option configuration.
- Parameters:
**optimiser_kwargs (optional) –
Valid SciPy Minimize option keys and their values, For example: x0 : array_like
Initial position from which optimisation will start.
- boundsdict, sequence or scipy.optimize.Bounds
Bounds for variables as supported by the selected method.
- methodstr
The optimisation method, options include: ‘Nelder-Mead’, ‘Powell’, ‘CG’, ‘BFGS’, ‘Newton-CG’, ‘L-BFGS-B’, ‘TNC’, ‘COBYLA’, ‘SLSQP’, ‘trust-constr’, ‘dogleg’, ‘trust-ncg’, ‘trust-exact’, ‘trust-krylov’.
See also
scipy.optimize.minimizeThe SciPy method this class is based on.
- _run_optimiser()[source]#
Executes the optimisation process using SciPy’s minimize function.
- Returns:
result – The result of the optimisation including the optimised parameter values and cost.
- Return type:
scipy.optimize.OptimizeResult
- cost_wrapper(x)[source]#
Scale the cost function, preserving the sign convention, and eliminate nan values
- name()[source]#
Provides the name of the optimization strategy.
- Returns:
The name ‘SciPyMinimize’.
- Return type:
str
- _cost0 = 1.0#
- optimiser_options#
- class pybop.SliceDoublingMCMC(log_pdf, chains, x0=None, cov0=None, **kwargs)[source]#
Bases:
pybop.BasePintsSamplerImplements the Slice Doubling Markov Chain Monte Carlo (MCMC) algorithm.
This class extends the Slice Doubling MCMC sampler from the PINTS library. This MCMC method uses slice sampling with a doubling procedure to propose new states, allowing for efficient exploration of the parameter space.
- Parameters:
log_pdf ((pybop.LogPosterior or List[pybop.LogPosterior])) – A function that calculates the log-probability density.
chains (int) – The number of chains to run.
x0 (ndarray, optional) – Initial positions for the chains.
cov0 (ndarray, optional) – Initial covariance matrix.
**kwargs – Additional arguments to pass to the Slice Doubling MCMC sampler.
- class pybop.SliceRankShrinkingMCMC(log_pdf, chains, x0=None, cov0=None, **kwargs)[source]#
Bases:
pybop.BasePintsSamplerImplements the Slice Rank Shrinking Markov Chain Monte Carlo (MCMC) algorithm.
This class extends the Slice Rank Shrinking MCMC sampler from the PINTS library. This MCMC method uses slice sampling with a rank shrinking procedure to propose new states, allowing for efficient exploration of the parameter space.
- Parameters:
log_pdf ((pybop.LogPosterior or List[pybop.LogPosterior])) – A function that calculates the log-probability density.
chains (int) – The number of chains to run.
x0 (ndarray, optional) – Initial positions for the chains.
cov0 (ndarray, optional) – Initial covariance matrix.
**kwargs – Additional arguments to pass to the Slice Rank Shrinking MCMC sampler.
- class pybop.SliceStepoutMCMC(log_pdf, chains, x0=None, cov0=None, **kwargs)[source]#
Bases:
pybop.BasePintsSamplerImplements the Slice Stepout Markov Chain Monte Carlo (MCMC) algorithm.
This class extends the Slice Stepout MCMC sampler from the PINTS library. This MCMC method uses slice sampling with a stepout procedure to propose new states, allowing for efficient exploration of the parameter space.
- Parameters:
log_pdf ((pybop.LogPosterior or List[pybop.LogPosterior])) – A function that calculates the log-probability density.
chains (int) – The number of chains to run.
x0 (ndarray, optional) – Initial positions for the chains.
cov0 (ndarray, optional) – Initial covariance matrix.
**kwargs – Additional arguments to pass to the Slice Stepout MCMC sampler.
- class pybop.StandardPlot(x, y, layout=None, layout_options=None, trace_options=None, trace_names=None, trace_name_width=40)[source]#
A class for creating and displaying interactive Plotly figures.
- Parameters:
x (list or np.ndarray) – X-axis data points.
y (list or np.ndarray) – Primary Y-axis data points for simulated model output.
layout (Plotly layout, optional) – A layout for the figure, overrides the layout options (default: None).
layout_options (dict, optional) – Settings to modify the default layout (default: DEFAULT_LAYOUT_OPTIONS).
trace_options (dict, optional) – Settings to modify the default trace type (default: DEFAULT_TRACE_OPTIONS).
trace_names (str, optional) – Name(s) for the primary trace(s) (default: None).
trace_name_width (int, optional) – Maximum length of the trace names before text wrapping is used (default: 40).
- Returns:
The generated Plotly figure.
- Return type:
plotly.graph_objs.Figure
- __call__(show=True)[source]#
Generate and show the figure.
- Parameters:
show (bool, optional) – If True, the figure is shown upon creation (default: True).
- create_trace(x, y, **trace_options)[source]#
Create a trace for the Plotly figure.
- Returns:
A trace for a Plotly figure.
- Return type:
plotly.graph_objs.Scatter
- static remove_brackets(s)[source]#
Remove square brackets from a string and replace with forward slashes as per section 7.1 of the SI Handbook
- static wrap_text(text, width)[source]#
Wrap text to a specified width with HTML line breaks.
- Parameters:
text (str) – The text to wrap.
width (int) – The width to wrap the text to.
- Returns:
The wrapped text.
- Return type:
str
- go#
- layout#
- trace_name_width#
- trace_options#
- traces = []#
- x#
- y#
- class pybop.StandardSubplot(x, y, num_rows=None, num_cols=None, axis_titles=None, layout=None, layout_options=DEFAULT_LAYOUT_OPTIONS, subplot_options=DEFAULT_SUBPLOT_OPTIONS, trace_options=DEFAULT_SUBPLOT_TRACE_OPTIONS, trace_names=None, trace_name_width=40)[source]#
Bases:
StandardPlotA class for creating and displaying a set of interactive Plotly figures in a grid layout.
- Parameters:
x (list or np.ndarray) – X-axis data points.
y (list or np.ndarray) – Primary Y-axis data points for simulated model output.
num_rows (int, optional) – Number of rows of subplots, can be set automatically (default: None).
num_cols (int, optional) – Number of columns of subplots, can be set automatically (default: None).
layout (Plotly layout, optional) – A layout for the figure, overrides the layout options (default: None).
layout_options (dict, optional) – Settings to modify the default layout (default: DEFAULT_LAYOUT_OPTIONS).
trace_options (dict, optional) – Settings to modify the default trace type (default: DEFAULT_TRACE_OPTIONS).
trace_names (str, optional) – Name(s) for the primary trace(s) (default: None).
trace_name_width (int, optional) – Maximum length of the trace names before text wrapping is used (default: 40).
- Returns:
The generated Plotly figure.
- Return type:
plotly.graph_objs.Figure
- __call__(show)[source]#
Generate and show the set of figures.
- Parameters:
show (bool, optional) – If True, the figure is shown upon creation (default: True).
- axis_titles#
- make_subplots#
- num_cols#
- num_rows#
- num_traces#
- subplot_options#
- class pybop.SumSquaredError(problem)[source]#
Bases:
pybop.costs.base_cost.BaseCostSum of squared errors cost function.
Computes the sum of the squares of the differences between model predictions and target data, which serves as a measure of the total error between the predicted and observed values.
Inherits all parameters and attributes from
BaseCost.- compute(y: dict, dy: numpy.ndarray = None, calculate_grad: bool = False) float | tuple[float, numpy.ndarray][source]#
Computes the cost function for the given predictions.
- Parameters:
y (dict) – The dictionary of predictions with keys designating the signals for fitting.
dy (np.ndarray, optional) – The corresponding gradient with respect to the parameters for each signal.
calculate_grad (bool, optional) – A bool condition designating whether to calculate the gradient.
- Returns:
The Sum of Squared Error.
- Return type:
float
- class pybop.SumofPower(problem, p: float = 2.0)[source]#
Bases:
pybop.costs.base_cost.BaseCostThe Sum of Power [1] is a generalised cost function based on the p-th power of absolute differences between two vectors. It is defined as:
\[C_p(x, y) = \sum_i |x_i - y_i|^p\]where p ≥ 0 is the power order.
This class implements the Sum of Power as a cost function for optimisation problems, allowing for flexible power-based optimisation across various problem domains.
Special cases:
p = 1: Sum of Absolute Differences
p = 2: Sum of Squared Differences
p → ∞: Maximum Absolute Difference
Note that this is not normalised, unlike distance metrics. To get a distance metric, you would need to take the p-th root of the result.
[1]: https://mathworld.wolfram.com/PowerSum.html
Additional Attributes#
- pfloat, optional
The power order for Sum of Power.
- compute(y: dict, dy: numpy.ndarray = None, calculate_grad: bool = False) float | tuple[float, numpy.ndarray][source]#
Computes the cost function for the given predictions.
- Parameters:
y (dict) – The dictionary of predictions with keys designating the signals for fitting.
dy (np.ndarray, optional) – The corresponding gradient with respect to the parameters for each signal.
calculate_grad (bool, optional) – A bool condition designating whether to calculate the gradient.
- Returns:
The Sum of Power cost.
- Return type:
float
- p#
- class pybop.SymbolReplacer(symbol_replacement_map: dict[pybamm.Symbol, pybamm.Symbol], processed_symbols: dict[pybamm.Symbol, pybamm.Symbol] | None = None, process_initial_conditions: bool = True)[source]#
Helper class to replace all instances of one or more symbols in an expression tree with another symbol, as defined by the dictionary symbol_replacement_map Originally developed by pybamm: pybamm-team/pybamm
- Parameters:
symbol_replacement_map (dict {
pybamm.Symbol->pybamm.Symbol}) – Map of which symbols should be replaced by which.processed_symbols (dict {
pybamm.Symbol->pybamm.Symbol}, optional) – cached replaced symbolsprocess_initial_conditions (bool, optional) – Whether to process initial conditions, default is True
- process_boundary_conditions(model)[source]#
Process boundary conditions for a PybaMM model class Boundary conditions are dictionaries {“left”: left bc, “right”: right bc} in general, but may be imposed on the tabs (or not on the tab) for a small number of variables, e.g. {“negative tab”: neg. tab bc, “positive tab”: pos. tab bc “no tab”: no tab bc}.
- process_model(unprocessed_model, inplace=True)[source]#
Replace all instances of a symbol in a PyBaMM model class.
- Parameters:
unprocessed_model (
pybamm.BaseModel) – Model class to assign parameter values toinplace (bool, optional) – If True, replace the parameters in the model in place. Otherwise, return a new model with parameter values set. Default is True.
- process_symbol(symbol)[source]#
This function recurses down the tree, replacing any symbols in self._symbol_replacement_map.keys() with their corresponding value
- Parameters:
symbol (
pybamm.Symbol) – The symbol to replace- Returns:
Symbol with all replacements performed
- Return type:
pybamm.Symbol
- _process_initial_conditions#
- _processed_symbols#
- _symbol_replacement_map#
- class pybop.TimeSeriesState[source]#
The current state of a time series model that is a pybamm model.
- inputs: pybop.parameters.parameter.Inputs#
- sol: pybamm.Solution#
- t: float = 0.0#
- class pybop.Uniform(lower, upper, random_state=None)[source]#
Bases:
BasePriorRepresents a uniform distribution over a specified interval.
This class provides methods to calculate the pdf, the log pdf, and to generate random variates from the distribution.
- Parameters:
lower (float) – The lower bound of the distribution.
upper (float) – The upper bound of the distribution.
- _logpdfS1(x)[source]#
Evaluates the first derivative of the log uniform distribution at x.
- Parameters:
x (float) – The point(s) at which to evaluate the first derivative.
- Returns:
The value(s) of the first derivative at x.
- Return type:
float
- _n_parameters = 1#
- loc#
- lower#
- property mean#
- Returns the mean of the distribution.
- name = 'Uniform'#
- prior#
- scale#
- property sigma#
- Returns the standard deviation of the distribution.
- upper#
- class pybop.UnscentedKalmanFilterObserver(parameters: list[pybop.parameters.parameter.Parameter], model: pybop.models.base_model.BaseModel, sigma0: Covariance | float, process: Covariance | float, measure: Covariance | float, dataset: pybop._dataset.Dataset | None = None, check_model: bool = True, signal: list[str] | None = None, additional_variables: list[str] | None = None, initial_state: float | None = None)[source]#
Bases:
pybop.observers.observer.ObserverAn observer using the unscented Kalman filter. This is a wrapper class for PyBOP, see class SquareRootUKF for more details on the method.
- Parameters:
parameters (Parameters) – The parameters for the model.
model (BaseModel) – The model to observe.
sigma0 (np.ndarray | float) – The covariance matrix of the initial state. If a float is provided, the covariance matrix is set to sigma0 * np.eye(n), where n is the number of states. To remove a state from the filter, set the corresponding row and col to zero in both sigma0 and process.
process (np.ndarray | float) – The covariance matrix of the process noise. If a float is provided, the covariance matrix is set to process * np.eye(n), where n is the number of states. To remove a state from the filter, set the corresponding row and col to zero in both sigma0 and process.
measure (np.ndarray | float) – The covariance matrix of the measurement noise. If a float is provided, the covariance matrix is set to measure * np.eye(m), where m is the number of measurements.
dataset (Dataset) – Dataset object containing the data to fit the model to.
check_model (bool, optional) – Flag to indicate if the model should be checked (default: True).
signal (str) – The signal to observe.
initial_state (dict, optional) – A valid initial state, e.g. the initial open-circuit voltage (default: None).
- observe(time: float, value: numpy.ndarray) float[source]#
Predict the time series model until t = time and optionally observe the measurement value.
Returns the log likelihood of the model given the value and inputs. If no value is given, the log likelihood is 0.
The base observer does not perform any value observation and always returns 0.
- Parameters:
time (float) – The time of the new observation.
value (np.ndarray (optional)) – The new observation.
- Covariance#
- _process#
- _sigma0#
- _ukf#
- m#
- m0#
- n#
- x0#
- class pybop.VolumetricEnergyDensity(problem)[source]#
Bases:
DesignCostRepresents the volumetric energy density of a battery cell, calculated based on a normalised discharge from upper to lower voltage limits. The goal is to maximise the energy density, which is achieved by setting minimising = False in the optimiser settings.
Inherits all parameters and attributes from
DesignCost.- compute(y: dict, dy: numpy.ndarray = None, calculate_grad: bool = False) float[source]#
Computes the cost function for the given predictions.
- Parameters:
y (dict) – The dictionary of predictions with keys designating the signals for fitting.
dy (np.ndarray, optional) – The corresponding gradient with respect to the parameters for each signal. Note: not used in design optimisation classes.
calculate_grad (bool, optional) – A bool condition designating whether to calculate the gradient.
- Returns:
The volumetric energy density or -infinity in case of infeasible parameters.
- Return type:
float
- class pybop.WeightedCost(*costs, weights: list[float] | None = None)[source]#
Bases:
pybop.BaseCostA subclass for constructing a linear combination of cost functions as a single weighted cost function.
Inherits all parameters and attributes from
BaseCost.- costs#
The individual PyBOP cost objects.
- Type:
- weights#
A list of values with which to weight the cost values.
- Type:
list[float]
- has_identical_problems#
If True, the shared problem will be evaluated once and saved before the self.compute() method of each cost is called (default: False).
- Type:
bool
- has_separable_problem#
This attribute must be set to False for WeightedCost objects. If the corresponding attribute of an individual cost is True, the problem is separable from the cost function and will be evaluated before the individual cost evaluation is called.
- Type:
bool
- compute(y: dict, dy: numpy.ndarray = None, calculate_grad: bool = False) float | tuple[float, numpy.ndarray][source]#
Computes the cost function for the given predictions.
- Parameters:
y (dict) – The dictionary of predictions with keys designating the signals for fitting.
dy (np.ndarray, optional) – The corresponding gradient with respect to the parameters for each signal.
calculate_grad (bool, optional) – A bool condition designating whether to calculate the gradient.
- Returns:
The weighted cost value.
- Return type:
float
- _has_identical_problems#
- _has_separable_problem = False#
- costs#
- property has_identical_problems#
- minimising#
- class pybop.XNES(cost, **optimiser_kwargs)[source]#
Bases:
pybop.BasePintsOptimiserImplements the Exponential Natural Evolution Strategy (XNES) optimiser from PINTS.
XNES is an evolutionary algorithm that samples from a multivariate normal distribution, which is updated iteratively to fit the distribution of successful solutions.
- Parameters:
**optimiser_kwargs (optional) –
Valid PINTS option keys and their values, for example: x0 : array_like
The initial parameter vector to optimise.
- sigma0float
Initial standard deviation of the sampling distribution.
- boundsdict
A dictionary with ‘lower’ and ‘upper’ keys containing arrays for lower and upperbounds on the parameters. If
None, no bounds are enforced.
See also
pints.XNESPINTS implementation of XNES algorithm.
- pybop.nyquist(problem, problem_inputs: pybop.parameters.parameter.Inputs = None, show=True, **layout_kwargs)[source]#
Generates Nyquist plots for the given problem by evaluating the model’s output and target values.
- Parameters:
problem (pybop.BaseProblem) – An instance of a problem class (e.g., pybop.EISProblem) that contains the parameters and methods for evaluation and target retrieval.
problem_inputs (Inputs, optional) – Input parameters for the problem. If not provided, the default parameters from the problem instance will be used. These parameters are verified before use (default is None).
show (bool, optional) – If True, the plots will be displayed.
**layout_kwargs (dict, optional) – Additional keyword arguments for customising the plot layout. These arguments are passed to fig.update_layout().
- Returns:
A list of plotly Figure objects, each representing a Nyquist plot for the model’s output and target values.
- Return type:
list
Notes
The function extracts the real part of the impedance from the model’s output and the real and imaginary parts of the impedance from the target output.
For each signal in the problem, a Nyquist plot is created with the model’s impedance plotted as a scatter plot.
An additional trace for the reference (target output) is added to the plot.
The plot layout can be customised using layout_kwargs.
Example
>>> problem = pybop.EISProblem() >>> nyquist_figures = nyquist(problem, show=True, title="Nyquist Plot", xaxis_title="Real(Z)", yaxis_title="Imag(Z)") >>> # The plots will be displayed and nyquist_figures will contain the list of figure objects.
- pybop.plot2d(cost_or_optim, gradient: bool = False, bounds: numpy.ndarray | None = None, steps: int = 10, show: bool = True, use_optim_log: bool = False, **layout_kwargs)[source]#
Plot a 2D visualisation of a cost landscape using Plotly.
This function generates a contour plot representing the cost landscape for a provided callable cost function over a grid of parameter values within the specified bounds.
- Parameters:
cost_or_optim (a callable cost function, pybop Cost or Optimisation object) – Either: - the cost function to be evaluated. Must accept a list of parameter values and return a cost value. - an Optimisation object which provides a specific optimisation trace overlaid on the cost landscape.
gradient (bool, optional) – If True, the gradient is shown (default: False).
bounds (numpy.ndarray, optional) – A 2x2 array specifying the [min, max] bounds for each parameter. If None, uses cost.parameters.get_bounds_for_plotly.
steps (int, optional) – The number of grid points to divide the parameter space into along each dimension (default: 10).
show (bool, optional) – If True, the figure is shown upon creation (default: True).
use_optim_log (bool, optional) – If True, the optimisation log is used to shape the cost landscape (default: False).
**layout_kwargs (optional) – Valid Plotly layout keys and their values, e.g. xaxis_title=”Time [s]” or xaxis={“title”: “Time [s]”, “titlefont_size”: 18}.
- Returns:
The Plotly figure object containing the cost landscape plot.
- Return type:
plotly.graph_objs.Figure
- Raises:
ValueError – If the cost function does not return a valid cost when called with a parameter list.
- pybop.plot_convergence(optim, show=True, **layout_kwargs)[source]#
Plot the convergence of the optimisation algorithm.
- Parameters:
optim (object) – Optimisation object containing the cost function and optimiser.
show (bool, optional) – If True, the figure is shown upon creation (default: True).
**layout_kwargs (optional) – Valid Plotly layout keys and their values, e.g. xaxis_title=”Time [s]” or xaxis={“title”: “Time [s]”, “titlefont_size”: 18}.
- Returns:
fig – The Plotly figure object for the convergence plot.
- Return type:
plotly.graph_objs.Figure
- pybop.plot_dataset(dataset, signal=None, trace_names=None, show=True, **layout_kwargs)[source]#
Quickly plot a PyBOP Dataset using Plotly.
- Parameters:
dataset (object) – A PyBOP dataset.
signal (list or str, optional) – The name of the time series to plot (default: “Voltage [V]”).
trace_names (list or str, optional) – Name(s) for the trace(s) (default: “Data”).
show (bool, optional) – If True, the figure is shown upon creation (default: True).
**layout_kwargs (optional) – Valid Plotly layout keys and their values, e.g. xaxis_title=”Time / s” or xaxis={“title”: “Time / s”, “titlefont_size”: 18}.
- Returns:
The Plotly figure object for the scatter plot.
- Return type:
plotly.graph_objs.Figure
- pybop.plot_parameters(optim, show=True, **layout_kwargs)[source]#
Plot the evolution of parameters during the optimization process using Plotly.
- Parameters:
optim (object) – Optimisation object containing the history of parameter values and associated cost.
show (bool, optional) – If True, the figure is shown upon creation (default: True).
**layout_kwargs (optional) – Valid Plotly layout keys and their values, e.g. xaxis_title=”Time [s]” or xaxis={“title”: “Time [s]”, “titlefont_size”: 18}.
- Returns:
A Plotly figure object showing the parameter evolution over iterations.
- Return type:
plotly.graph_objs.Figure
- pybop.plot_trajectories(x, y, trace_names=None, show=True, **layout_kwargs)[source]#
Quickly plot one or more trajectories using Plotly.
- Parameters:
x (list or np.ndarray) – X-axis data points.
y (list or np.ndarray) – Y-axis data points for each trajectory.
trace_names (list or str, optional) – Name(s) for the trace(s) (default: None).
**layout_kwargs (optional) – Valid Plotly layout keys and their values, e.g. xaxis_title=”Time / s” or xaxis={“title”: “Time / s”, “titlefont_size”: 18}.
- Returns:
The Plotly figure object for the scatter plot.
- Return type:
plotly.graph_objs.Figure
- pybop.quick_plot(problem, problem_inputs: pybop.parameters.parameter.Inputs = None, show=True, **layout_kwargs)[source]#
Quickly plot the target dataset against optimised model output.
Generates an interactive plot comparing the simulated model output with an optional target dataset and visualises uncertainty.
- Parameters:
problem (object) – Problem object with dataset and signal attributes.
problem_inputs (Inputs) – Optimised (or example) parameter values.
show (bool, optional) – If True, the figure is shown upon creation (default: True).
**layout_kwargs (optional) – Valid Plotly layout keys and their values, e.g. xaxis_title=”Time / s” or xaxis={“title”: “Time / s”, “titlefont_size”: 18}.
- Returns:
The Plotly figure object for the scatter plot.
- Return type:
plotly.graph_objs.Figure