UQLab Modules 1.2.0 Release Notes (22.02.2019)

UQ with UQLab Developers Corner
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UQLabModules V1.1.0 ➜ UQLabModules V1.2.0

Stable release of UQLabModules.

New features

  • Bayesian inversion module:

    • A new module for solving Bayesian inverse problems is now available
      (developed and documented by P.-R. Wagner from ETH Zurich)​

  • Sensitivity analysis module:

    • Kucherenko and ANCOVA indices for global sensitivity analysis with dependent inputs are now available (developed and documented by P. Wiederkehr from ETH Zurich)​

  • Polynomial chaos expansion module:​

    • Added adaptive q-norm truncation for the regression-based PCE​
    • Improved the leave-one-out calculation for the LARS regression method

  • UQLib​​:

    • A collection of general-purpose open-source libraries (including differentiation, optimization, kernel, and input/output processing) is now available and accessible in the lib folder
      (developed and documented by Dr. M. Maliki, C. Lataniotis, P. Wiederkehr, and Dr. D. Wicaksono from ETH Zurich)​
      ​

Enhancements

  • Kriging, SVR, and SVC modules:

    • Evaluation of the kernel is now based on the general-purpose kernel evaluation function provided by UQLib (uq_eval_Kernel)​​​

  • Documentation:

    • Sensitivity analysis module:​
      • Added statements on each method whether the method is applicable for dependent input variables​

  • General:​​

    • The uq_gradient function is now vectorized and part of UQLib​​ differentiation library
    • Removed dependence from Optimization and Global Optimization toolboxes by defaulting to optimization algorithms available in UQLib

Changes

  • Documentation:

    • Sensitivity analysis module:​
      • One theory section for all Sobol’ indices​
      • New section on the usage chapter to showcase the sensitivity analysis methods that support dependent inputs (Kucherenko and ANCOVA indices)

  • Kriging:

    • Updated default optimization parameters to provide more accurate results

​​Bug fixes

  • UQLink:
    • UQLink can now handle cases where a command line is given using the full path to the executable that contains white spaces