In [2]:
nech = 10
turnPrintON = True
data = gl.Db.createFromBox(nech, [0,0], [100,100])
ax = data.plot()
ax.decoration(title="Measurement location")
import numpy as np
import pandas as pd
import sys
import os
import matplotlib.pyplot as plt
import gstlearn as gl
import gstlearn.plot as gp
import gstlearn.document as gdoc
gdoc.setNoScroll()
This is a small script which illustrates the capabilities of the cross-validation feature within gstlearn.
We generate a fictitious data set (by sampling a given simulation). Then we will use this fictitious data set to demonstrate the cross-validation tool.
We generate a data set composed of a series of few samples located randomly within a 100 by 100 square.
The number of data can be set to a small nuùber (10 for example) small in order to make the results more legible. However, you can turn it to a more reasonable value (say 100) to see better results (note that you should avoid large numbers as a test is performed in Unique Neighborhood). In the latter case, you may then switch OFF the variable 'turnPrintON' to remove tedious printouts.
nech = 10
turnPrintON = True
data = gl.Db.createFromBox(nech, [0,0], [100,100])
ax = data.plot()
ax.decoration(title="Measurement location")
We define a model (spherical structure with range 30 and sill 4) with the Universality condition, and perform a non conditional simulation at the data locations. These values, renamed as data will now become the data set.
model = gl.Model.createFromParam(type=gl.ECov.SPHERICAL,range=30,sill=4)
model.setDriftIRF(0)
err = gl.simtub(None,data,model)
data.setName("Simu","data")
data
ax = data.plot()
ax.decoration(title="Measurement values")
Now we perform the cross-validation step. This requires the definition of a neighborhood (called neigh) that we consider as unique, due to the small neumber of data. Obviously this could be turned into a moving neighborhood if necessary.
neighU = gl.NeighUnique()
err = gl.xvalid(data,model,neighU,flag_xvalid_est=1,flag_xvalid_std=1,
namconv=gl.NamingConvention("Xvalid",True,True,False))
The cross-validation feature offers several types of outputs, according to the flags:
flag_xvalid_est tells if the function must return the estimation error Z-Z (flag.est=1) or the estimation Z (flag.est=-1)
flag_xvalid_std tells if the function must return the normalized error (Z*-Z)/S (flag.std=1) or the standard deviation S (flag.std=-1)
For a complete demonstration, all options are used. Note the use of NamingConvention which explicitely leaves the Z-locator on the input variable (i.e. data).
We perform the Cross-validation step once more but change the storing option (as wellas the radix given to the output variables).
err = gl.xvalid(data,model,neighU,flag_xvalid_est=-1, flag_xvalid_std=-1,
namconv=gl.NamingConvention("Xvalid2",True,True,False))
data
Data Base Characteristics ========================= Data Base Summary ----------------- File is organized as a set of isolated points Space dimension = 2 Number of Columns = 8 Total number of samples = 10 Variables --------- Column = 0 - Name = rank - Locator = NA Column = 1 - Name = x-1 - Locator = x1 Column = 2 - Name = x-2 - Locator = x2 Column = 3 - Name = data - Locator = z1 Column = 4 - Name = Xvalid.data.esterr - Locator = NA Column = 5 - Name = Xvalid.data.stderr - Locator = NA Column = 6 - Name = Xvalid2.data.estim - Locator = NA Column = 7 - Name = Xvalid2.data.stdev - Locator = NA
We know check all the results gathered on the first sample.
data[0,0:8]
array([ 1. , 22.70134452, 83.64117505, 2.50180018, -1.95167723,
-1.09498517, 0.55012296, 1.78237778])
The printed values correspond to the following information:
We can also double-check these results by asking a full dump of all information when processing the first sample. The next chunk does not store any result: it is just there in order to produce some output on the terminal to better understand the process.
if turnPrintON:
gl.OptDbg.setReference(1)
err = gl.xvalid(data,model,neighU,flag_xvalid_est=1, flag_xvalid_std=1,
namconv=gl.NamingConvention("Xvalid3",True,True,False))
Target location
---------------
Sample #1 (from 10)
Coordinate #1 = 22.701345
Coordinate #2 = 83.641175
Data selected in neighborhood
-----------------------------
Rank Sample x1 x2
1 1 22.701 83.641
2 2 82.323 43.955
3 3 15.270 3.385
4 4 55.428 19.935
5 5 93.142 79.864
6 6 85.694 97.845
7 7 73.690 37.455
8 8 32.792 43.164
9 9 32.178 78.710
10 10 64.591 82.042
LHS of Kriging matrix (compressed)
==================================
Number of active samples = 10
Total number of equations = 11
Reduced number of equations = 11
Rank 1 2 3 4 5
Flag 1 2 3 4 5
1 1 4.000 0.000 0.000 0.000 0.000
2 2 0.000 4.000 0.000 0.000 0.000
3 3 0.000 0.000 4.000 0.000 0.000
4 4 0.000 0.000 0.000 4.000 0.000
5 5 0.000 0.000 0.000 0.000 4.000
6 6 0.000 0.000 0.000 0.000 0.654
7 7 0.000 1.932 0.000 0.139 0.000
8 8 0.000 0.000 0.000 0.000 0.000
9 9 1.954 0.000 0.000 0.000 0.000
10 10 0.000 0.000 0.000 0.000 0.012
11 11 1.000 1.000 1.000 1.000 1.000
Rank 6 7 8 9 10
Flag 6 7 8 9 10
1 1 0.000 0.000 0.000 1.954 0.000
2 2 0.000 1.932 0.000 0.000 0.000
3 3 0.000 0.000 0.000 0.000 0.000
4 4 0.000 0.139 0.000 0.000 0.000
5 5 0.654 0.000 0.000 0.000 0.012
6 6 4.000 0.000 0.000 0.000 0.085
7 7 0.000 4.000 0.000 0.000 0.000
8 8 0.000 0.000 4.000 0.000 0.000
9 9 0.000 0.000 0.000 4.000 0.000
10 10 0.085 0.000 0.000 0.000 4.000
11 11 1.000 1.000 1.000 1.000 1.000
Rank 11
Flag 11
1 1 1.000
2 2 1.000
3 3 1.000
4 4 1.000
5 5 1.000
6 6 1.000
7 7 1.000
8 8 1.000
9 9 1.000
10 10 1.000
11 11 0.000
Cross-validation results
========================
Target Sample = 1
Variable Z1
- True value = 2.502
- Estimated value = 0.550
- Estimation Error = -1.952
- Std. deviation = 1.782
- Normalized Error = -1.095
We can check that:
the cross-validation system is dimensionned to 40. As a matter of fact, in Unique Neighborhood, the kriging system is established with the whole data set. The one suppressing one datum in turn is derived using the Schur theorem.
the results recall the values for the true data value (-0.326), the estimated value (-2.084), the standard deviation of the estimation error (1.623) and finally the cross-validation estimation error (-1.758).
We can also double-check these calculations with a Moving Neighborhood which has been tuned to cover a pseudo-Unique Neighborhood.
neighM = gl.NeighMoving.create()
if turnPrintON:
gl.OptDbg.setReference(1)
err = gl.xvalid(data,model,neighM,flag_xvalid_est=1, flag_xvalid_std=1,
namconv=gl.NamingConvention("Xvalid4",True,True,False))
Target location
---------------
Sample #1 (from 10)
Coordinate #1 = 22.701345
Coordinate #2 = 83.641175
Data selected in neighborhood
-----------------------------
Rank Sample x1 x2 Sector
1 2 82.323 43.955 1
2 3 15.270 3.385 1
3 4 55.428 19.935 1
4 5 93.142 79.864 1
5 6 85.694 97.845 1
6 7 73.690 37.455 1
7 8 32.792 43.164 1
8 9 32.178 78.710 1
9 10 64.591 82.042 1
LHS of Kriging matrix (compressed)
==================================
Number of active samples = 9
Total number of equations = 10
Reduced number of equations = 10
Rank 1 2 3 4 5
Flag 1 2 3 4 5
1 1 4.000 0.000 0.000 0.000 0.000
2 2 0.000 4.000 0.000 0.000 0.000
3 3 0.000 0.000 4.000 0.000 0.000
4 4 0.000 0.000 0.000 4.000 0.654
5 5 0.000 0.000 0.000 0.654 4.000
6 6 1.932 0.000 0.139 0.000 0.000
7 7 0.000 0.000 0.000 0.000 0.000
8 8 0.000 0.000 0.000 0.000 0.000
9 9 0.000 0.000 0.000 0.012 0.085
10 10 1.000 1.000 1.000 1.000 1.000
Rank 6 7 8 9 10
Flag 6 7 8 9 10
1 1 1.932 0.000 0.000 0.000 1.000
2 2 0.000 0.000 0.000 0.000 1.000
3 3 0.139 0.000 0.000 0.000 1.000
4 4 0.000 0.000 0.000 0.012 1.000
5 5 0.000 0.000 0.000 0.085 1.000
6 6 4.000 0.000 0.000 0.000 1.000
7 7 0.000 4.000 0.000 0.000 1.000
8 8 0.000 0.000 4.000 0.000 1.000
9 9 0.000 0.000 0.000 4.000 1.000
10 10 1.000 1.000 1.000 1.000 0.000
RHS of Kriging matrix (compressed)
==================================
Number of active samples = 9
Total number of equations = 10
Reduced number of equations = 10
Number of right-hand sides = 1
Punctual Estimation
Rank Flag 1
1 1 0.000
2 2 0.000
3 3 0.000
4 4 0.000
5 5 0.000
6 6 0.000
7 7 0.000
8 8 1.954
9 9 0.000
10 10 1.000
(Co-) Kriging weights
=====================
Rank x1 x2 Data Z1*
1 82.323 43.955 1.266 0.045
2 15.270 3.385 2.184 0.064
3 55.428 19.935 -2.917 0.063
4 93.142 79.864 0.870 0.055
5 85.694 97.845 -0.730 0.054
6 73.690 37.455 2.955 0.040
7 32.792 43.164 -0.573 0.064
8 32.178 78.710 0.824 0.553
9 64.591 82.042 -0.157 0.063
Sum of weights 1.000
Drift coefficients
==================
Rank Lagrange Coeff
1 -0.256 0.289
Cross-validation results
========================
Target Sample = 1
Variable Z1
- True value = 2.502
- Estimated value = 0.550
- Estimation Error = -1.952
- Std. deviation = 1.782
- Normalized Error = -1.095
In the next paragraph, we perform the different graphic outputs that are expected after a cross-validation step. They are provided by the function draw.xvalid which produces:
fig, axs = plt.subplots(2,2, figsize=(10,10))
axs[0,0].gstpoint(data,nameSize="Xvalid.data.stderr", flagAbsSize=True)
axs[0,0].decoration(title="Standardized Errors (absolute value)")
axs[0,1].histogram(data, name="Xvalid.data.stderr", bins=20)
axs[0,1].decoration(title="Histogram of Standardized Errors")
axs[1,0].correlation(data, namey="Xvalid.data.stderr", namex="Xvalid2.data.estim",
asPoint=True)
axs[1,0].decoration(xlabel="Estimation", ylabel="Standardized Error")
axs[1,1].correlation(data, namey="data", namex="Xvalid2.data.estim",
asPoint=True, regrLine=True, flagSameAxes=True)
axs[1,1].decoration(xlabel="Estimation", ylabel="True Value")
