Active learning for polynomial chaos expansion
New active learning class for PCE
Description
Added a new class for adaptive sequential sampling based on Theta criterion for PCE. Two additional functions in PCE class for standardization of a sample and corresponding PDF.
Types of changes
What types of changes does your code introduce? Put an x in all the boxes that apply:
[ ] Bug fix (non-breaking change which fixes an issue)
[X] New feature (non-breaking change which adds functionality)
[ ] Breaking change (fix or feature that would cause existing functionality to change)
Checklist:
Go over all the following points, and put an x in all the boxes that apply.
If you're unsure about any of these, don't hesitate to ask. We're here to help!
[X] My code follows the code style of this project.
[X] My change requires a change to the documentation.
Active learning for polynomial chaos expansion New active learning class for PCE
Description
Added a new class for adaptive sequential sampling based on Theta criterion for PCE. Two additional functions in PCE class for standardization of a sample and corresponding PDF.
Types of changes
What types of changes does your code introduce? Put an
x
in all the boxes that apply:Checklist:
Go over all the following points, and put an
x
in all the boxes that apply. If you're unsure about any of these, don't hesitate to ask. We're here to help!