Smt Versions Save

What's Changed

• Add derivatives prediction methods to GPX kriging-like surrogate by @relf in https://github.com/SMTorg/smt/pull/543
• Add a warning on numerical issue and add tests for kriging-based surrogates by @Paul-Saves in https://github.com/SMTorg/smt/pull/539
• Ruff formatting by @Paul-Saves in https://github.com/SMTorg/smt/pull/540
• Fix variance prediction for large output values by @Paul-Saves in https://github.com/SMTorg/smt/pull/542
• Fix KPLSK performances (thanks to Lisa Pretsch) by @Paul-Saves in https://github.com/SMTorg/smt/pull/544
• Speed up computations related to DesignSpace by @Paul-Saves in https://github.com/SMTorg/smt/pull/548
• Prepare release 2.5.1 by @relf in https://github.com/SMTorg/smt/pull/550

Full Changelog: https://github.com/SMTorg/smt/compare/v2.5.0...v2.5.1

What's Changed

• Add GPX surrogate model which wraps kriging model from egobox library by @relf in https://github.com/SMTorg/smt/pull/530
• Refactor GENN surrogate model which now depends on jenn library with improved performances by @shb84 in https://github.com/SMTorg/smt/pull/517
• Fix numba test and remove numpy deprecation by @Paul-Saves in https://github.com/SMTorg/smt/pull/518
• Fix warnings by @relf in https://github.com/SMTorg/smt/pull/519 and https://github.com/SMTorg/smt/pull/520
• Fix Ordinal and Integer constraints in DesignSpace by @Paul-Saves in https://github.com/SMTorg/smt/pull/525
• Fix a bug for mixed-integer variables by @Paul-Saves in https://github.com/SMTorg/smt/pull/529
• Fix cliping in design space by @Paul-Saves in https://github.com/SMTorg/smt/pull/532
• Fix noise test bad indentation by @Paul-Saves in https://github.com/SMTorg/smt/pull/531
• Run CI tests in parallel by @relf in https://github.com/SMTorg/smt/pull/521
• Use ruff as formatter and linter by @relf in https://github.com/SMTorg/smt/pull/515 and https://github.com/SMTorg/smt/pull/524
• Test non-zero variance with noise by @Paul-Saves in https://github.com/SMTorg/smt/pull/533
• Add noisy kriging example by @Paul-Saves in https://github.com/SMTorg/smt/pull/527
• Update Kriging with noise tutorial by @NatOnera in https://github.com/SMTorg/smt/pull/536
• Prepare release 2.5.0 by @relf in https://github.com/SMTorg/smt/pull/535

Full Changelog: https://github.com/SMTorg/smt/compare/v2.4.0...v2.5.0

What's Changed

• Add Compound Symmetry kernel by @Paul-Saves in https://github.com/SMTorg/smt/pull/508
• Add SquaredSineExp kernel to kriging kernels by @Paul-Saves in https://github.com/SMTorg/smt/pull/512
• Use Cobyla by default for noisy Kriging by @Paul-Saves in https://github.com/SMTorg/smt/pull/511
• Update SMT 2.0 paper reference from 2023 to 2024 by @Paul-Saves in https://github.com/SMTorg/smt/pull/502
• Update to 2024 versions for black 24 and scikit-learn 1.4 by @Paul-Saves in https://github.com/SMTorg/smt/pull/504
• Fix bug related to noise evaluation for redundants points by @Paul-Saves in https://github.com/SMTorg/smt/pull/509
• Fix pypi build release job following actions v4 upgrade by @relf in https://github.com/SMTorg/smt/pull/501
• Clean internal optimization within Kriging by @Paul-Saves in https://github.com/SMTorg/smt/pull/505
• Clean mixed integer sampling & seeding by @Paul-Saves in https://github.com/SMTorg/smt/pull/506
• Clean RMS error computation function import by @Paul-Saves in https://github.com/SMTorg/smt/pull/513
• Bump pypa/cibuildwheel from 2.16.2 to 2.16.4 by @dependabot in https://github.com/SMTorg/smt/pull/503
• Bump pypa/cibuildwheel from 2.16.4 to 2.16.5 by @dependabot in https://github.com/SMTorg/smt/pull/507

Full Changelog: https://github.com/SMTorg/smt/compare/v2.3.0...v2.4.0

What's Changed

• Add pyDOE designs as sampling methods by @Antoine-Averland in https://github.com/SMTorg/smt/pull/477
• SparseGP improvements:
  • Add proper variance optimization when using SGP by @relf in https://github.com/SMTorg/smt/pull/491
  • Avoid distances computation when using SGP by @relf in https://github.com/SMTorg/smt/pull/497
  • Avoid diagonal matrix creation in SGP/FITC training by @hvalayer in https://github.com/SMTorg/smt/pull/499
• Documentation:
  • Update mixed-integer applications notebook by @Paul-Saves in https://github.com/SMTorg/smt/pull/483
  • Update notebooks (SMT main and MFK tutorials) by @NatOnera in https://github.com/SMTorg/smt/pull/489
  • Update SMT 2.0 paper by @Paul-Saves in https://github.com/SMTorg/smt/pull/492
• Fixes:
  • Make krg_based training reproducible by @relf in https://github.com/SMTorg/smt/pull/490
  • Remove design_space future deprecations and update metadata by @Paul-Saves in https://github.com/SMTorg/smt/pull/488
  • Fix doc build: remove test assertion from run method by @relf in https://github.com/SMTorg/smt/pull/484
  • Bump actions/setup-python from 4 to 5 by @dependabot in https://github.com/SMTorg/smt/pull/493
  • Bump actions/download-artifact from 3 to 4 by @dependabot in https://github.com/SMTorg/smt/pull/495
  • Bump actions/upload-artifact from 3 to 4 by @dependabot in https://github.com/SMTorg/smt/pull/496
  • Prepare release 2.3 by @relf in https://github.com/SMTorg/smt/pull/500

New Contributors

• @Antoine-Averland made their first contribution in https://github.com/SMTorg/smt/pull/477

Full Changelog: https://github.com/SMTorg/smt/compare/v2.2.1...v2.3.0

✨ Merry ChriSMTas! ✨

What's Changed

• Fix import error when ConfigSpace not installed by @relf in https://github.com/SMTorg/smt/pull/478
• CI: Remove matplotlib in minimal test setting by @relf in https://github.com/SMTorg/smt/pull/479
• Fix design vector imputation when ConfigSpace not installed by @Paul-Saves in https://github.com/SMTorg/smt/pull/480

Full Changelog: https://github.com/SMTorg/smt/compare/v2.2.0...v2.2.1

What's Changed

• Update NestedLHS with design_space by @Paul-Saves in https://github.com/SMTorg/smt/pull/473. It completes the work done in 2.1 on mixed-integer multi-fidelity surrogates: MFK and MFKPLS.
• Implement categorical decreed variables by @Paul-Saves in https://github.com/SMTorg/smt/pull/474. This allows to define value constraints that explicitly forbid two variables from having some values simultaneously. These constraints are taken into account during the mixed-integer kriging-based surrogates training. This feature is built on top of ConfigSpace which has to be installed.

Full Changelog: https://github.com/SMTorg/smt/compare/v2.1.0...v2.2.0

What's Changed

• Add Sparse GP by @hvalayer, @relf in https://github.com/SMTorg/smt/pull/463
• Add MFK and MFKPLS compatibility with mixed variables by @RemyCharayron in https://github.com/SMTorg/smt/pull/467
• Update pyDOE2 dependency to pyDOE3 by @relf in https://github.com/SMTorg/smt/pull/471
• Fix for expired deprecation in numpy 1.25 by @relf in https://github.com/SMTorg/smt/pull/469
• Bump actions/checkout from 3 to 4 by @dependabot in https://github.com/SMTorg/smt/pull/462
• Bump pypa/cibuildwheel from 2.15.0 to 2.16.2 by @dependabot in https://github.com/SMTorg/smt/pull/468

New Contributors

• @hvalayer made his first contribution in https://github.com/SMTorg/smt/pull/463
• @RemyCharayron made his first contribution in https://github.com/SMTorg/smt/pull/467

Full Changelog: https://github.com/SMTorg/smt/compare/v2.0.1...v2.1.0

• Update deprecated setup.cfg fields (@jbussemaker #453)
• Fix PLS with noisy categorical variables (@Paul-Saves #454)
• Fix mixed variables hierachical sampling (@Paul-Saves #456)
• Add required readthedocs configuration file (@relf #458)
• Automate wheels distribution on Pypi (@relf #460)

Major release of the Surrogate Modeling Toolbox with handling of hierarchical and mixed variables for kriging-based surrogates.

See SMT 2.0 article (preprint).

Special thanks to @Paul-Saves for his essential contributions and @jbussemaker for his work on the API and many thanks to all contributors.

• No API breaking change since 2.0b3
• Add decoding values method for design vectors (@jbussemaker #435 )
• Now numba is opt-in: user has to set USE_NUMBA_JIT=1 once numba is installed (@Paul-Saves #443 )
• Speed up of EGO algorithm (@Paul-Saves #445 )
• Update tutorial notebooks (@NatOnera #436, #448 )

• Rework of the categorical and hierarchical variables API for kriging-based surrogates (@jbussemaker #428 ) :

  • Implementation of a new design space definition API in smt.utils.design_space
  • XSpecs and XType have been completely replaced by DesignSpace
  • Add numba speedup for kriging calculations (optional)
  • Documentation update

• Fixes related to categorical variables handling : (@Paul-Saves #431 )

  • Fix: kriging-based surrogates categorical_kernel option is now explicitly continuous relaxation
  • Fix: mixed-integer EGO implementation now works in folded space

• Code format with black is enforced in CI (#432 )