dlouk commented 3 years ago

Updates to the PCE Surrogate

Changes to the PCE module in Surrogates

Description

In ChaosPolynomials.py: ChaosPolynomial1d, ChaosPolynomialNd as only polynomial classes, functions hermite_eval, legendre_eval assigned based on the input distribution and then used for evaluation
StandardizeData.py: new script with functions standardize_uniform and standardize_normal
MultiindexSets.py: new script with functions that generate total-degree and tensor-product multiindex sets
PolyBasis.py: new script with functions that operate on a PolyChaos object and create the polynomial basis
CoefficientFit.py: new script with functions fit_lstsq, fit_lasso, fit_ridge that operate on a PolyChaos object and compute the PCE coefficients
MomentEstimation.py: now includes two functions that operate on a PolyChaos object and compute the PCE mean and variance estimates, respectively
SobolEstimation: new script with two functions that operate on a PolyChaos object and compute the first- and total-order Sobol index estimates

Related Issue

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Motivation and Context

Code clarity. 2. Performance. 3. Removes unnecessary and excessive use of classes.

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Types of changes

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[ ] Bug fix (non-breaking change which fixes an issue)
[ ] New feature (non-breaking change which adds functionality)
[ ] Breaking change (fix or feature that would cause existing functionality to change)

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