Design of Experiment (DoE)

Planning and analyzing experiments to efficiently explore the effects of variables on outcomes.

Applications: Parameter screening, preparatory stages of sensitivity analysis, as well as model calibration and optimization.

Algorithms: Latin hypercube sampling, Full factorial design, Monte carlo sampling, Sobol' sequence, and more...

DoE
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Problem & Benchmark

Defining user problems and provides benchmark cases to evaluate and compare algorithms.

Applications: Quick construction of user problems, Algorithm design and evaluation

Examples: Sphere, Rosenbrock, Ackley, ZDT kits, DTLZ kits, and more...

Problem
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Surrogate Model

Approximating complex functions with simpler models to reduce computational cost and improve efficiency.

Applications: Reducing the computational cost of expensive simulations, Assisting analysis and optimization

Models: Polynomial regression, Gaussian process, Radial basis function, Kriging, Support vector regression, and more...

Surrogate
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Analysis

Quantifying the specific influence of input uncertainties on model outputs.

Applications: Identifying key drivers of uncertainty, model simplification, risk assessment, and decision support.

Algorithms: Sobol', Fourier amplitude sensitivity test, Morris, Regional sensitivity analysis , Multivariate adaptive regression splines, and more...

Analysis
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Optimization

Searching for optimal designs or parameters, often coupled with surrogate modeling and sensitivity analysis.

Applications: Single objective optimization, multi objective optimization, surrogate-assisted optimization.

Algorithms: SCE-UA, Genetic algorithm, Differential evolution, Adaptive surrogate modelling-based optimization, NSGAII, MOEA/D, and more...

Optimization
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Inference

Estimating uncertain model parameters and quantifying posterior distributions.

Applications: Parameter estimation, Model calibration, Bayesian inference.

Algorithms: Markov chain monte carlo , Metropolis-Hastings , Metropolis-Hastings with Gibbs, Adaptive Metropolis-Hastings, DREAM-ZS, and more...

Inference
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UQPyL

Uncertainty Quantification and Optimization in Python

  • Comprehensive parameter analysis and optimization approaches
  • Modular and extensible architecture for development
  • Provide a suite of benchmark problems and practical case studies
  • Enable users to track and save the history and results of their running