This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
# Copyright 2019 Google LLC. | |
# SPDX-License-Identifier: Apache-2.0 | |
# Author: Anton Mikhailov | |
turbo_colormap_data = [[0.18995,0.07176,0.23217],[0.19483,0.08339,0.26149],[0.19956,0.09498,0.29024],[0.20415,0.10652,0.31844],[0.20860,0.11802,0.34607],[0.21291,0.12947,0.37314],[0.21708,0.14087,0.39964],[0.22111,0.15223,0.42558],[0.22500,0.16354,0.45096],[0.22875,0.17481,0.47578],[0.23236,0.18603,0.50004],[0.23582,0.19720,0.52373],[0.23915,0.20833,0.54686],[0.24234,0.21941,0.56942],[0.24539,0.23044,0.59142],[0.24830,0.24143,0.61286],[0.25107,0.25237,0.63374],[0.25369,0.26327,0.65406],[0.25618,0.27412,0.67381],[0.25853,0.28492,0.69300],[0.26074,0.29568,0.71162],[0.26280,0.30639,0.72968],[0.26473,0.31706,0.74718],[0.26652,0.32768,0.76412],[0.26816,0.33825,0.78050],[0.26967,0.34878,0.79631],[0.27103,0.35926,0.81156],[0.27226,0.36970,0.82624],[0.27334,0.38008,0.84037],[0.27429,0.39043,0.85393],[0.27509,0.40072,0.86692],[0.27576,0.41097,0.87936],[0.27628,0.42118,0.89123],[0.27667,0.43134,0.90254],[0.27691,0.44145,0.913 |
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
class XGBQuantile(XGBRegressor): | |
def __init__(self,quant_alpha=0.95,quant_delta = 1.0,quant_thres=1.0,quant_var =1.0,base_score=0.5, booster='gbtree', colsample_bylevel=1, | |
colsample_bytree=1, gamma=0, learning_rate=0.1, max_delta_step=0,max_depth=3, min_child_weight=1, missing=None, n_estimators=100, | |
n_jobs=1, nthread=None, objective='reg:linear', random_state=0,reg_alpha=0, reg_lambda=1, scale_pos_weight=1, seed=None,silent=True, subsample=1): | |
self.quant_alpha = quant_alpha | |
self.quant_delta = quant_delta | |
self.quant_thres = quant_thres | |
self.quant_var = quant_var | |
super().__init__(base_score=base_score, booster=booster, colsample_bylevel=colsample_bylevel, |
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
"""Sobol' indices. | |
Compute Sobol' variance based sensitivity indices. | |
Use formulations from Saltelli2010. | |
Reference: | |
Saltelli et al. Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index, | |
Computer Physics Communications, 2010. DOI: 10.1016/j.cpc.2009.09.018 |