UQWorld

UQLab Release Notes

In this post you can find all the detailed release notes for every UQLab release.

Table of contents

UQLab Modules 1.2.1 (07.03.2019)

UQLabModules V1.2.0 ➜ UQLabModules V1.2.1

Stable release of UQLabModules.

Bug fixes

  • Addressed a number of compatibility issues with versions of MATLAB older than R2016a

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UQLab Modules 1.2.0 (22.02.2019)

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

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UQLab Modules 1.1.0 (05.07.2018)

UQLabModules V1.0.0 ➜ UQLabModules V1.1.0

Stable release of UQLabModules.

New features

  • Metamodelling tools:
    • Support vector machines for classification (SVC) and regression (SVR) now available (developed and documented by Dr. M. Moustapha from ETH Zurich)
  • UQLink:
    • seamless connection of third-party software to UQLab now available by using universal “wrapping” of external codes through templates and a markup system (developed and documented by Dr. M. Moustapha from ETH Zurich)
  • Sensitivity analysis:
    • Borgonovo moment-independent indices are now available (developed and documented by C. Mylonas from ETH Zurich)
  • General:
    • New subsampling, one-hot-encoding and cobweb plot functions now available in the lib/ folder

Enhancements

  • General:
    • Standardized the examples for improved readability
  • Documentation:
    • Added the outputs of uq_print to all manuals
    • Added comments on the default values used in the minimal working examples
    • General readability and consistency improvements
  • Reliability analysis module:
    • AKMCS:
      • Added a convergence criterion on beta
    • IS:
      • One instrumental density function can now be specified for each model output
  • Sensitivity analysis module:
    • Removed the requirement for an input object for SRC / Correlation-based sensitivity analyses when a sample is provided

Changes

  • General:
    • Changes in uq_display for many modules to optimize readability
  • Metamodeling modules:
    • Polynomial chaos expansions:
      • Default degree for Quadrature set equal to 3, for degree-adaptive methods to 1:3
      • Fixed issues that broke the evaluation of a quadrature PCE for multiple outputs models
      • Initialization sets the maximum degree either from the provided degree or custom truncation. If both are provided, the custom truncation will be used.
      • Stability fixes for arbitrary polynomials (fix for integration waypoints)
    • Kriging:
      • Specification ExpDesign.Sampling = 'user' or 'data' is no longer necessary when providing the samples manually
      • Removed ExpDesign.time from results
      • Moved ExpDesign.muX and .sigmaX from Results to Internal

Bug fixes

  • Reliability analysis module:
    • SORM: can now be run on a pre-existing FORM analysis
    • IS: Removed warning in initialization if no instrumental density distribution is provided
  • Sensitivity analysis module:
    • Small stability fixes to sensitivity- and PCE- related calculations
    • Fixed the assembling of the PCE-based Sobol’ indices to avoid problems when using constant variables
    • Fixed LRA-based Sobol’ indices to prevent failing for models with multiple outputs
    • Sobol’ indices can be plotted as a pie-diagram

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UQLab 1.0.0 (28.04.2017)

UQLabBeta V0.92 ➜ UQLabModules V1.0.0 stable

Stable release of UQLabModules.

New features

  • Metamodeling tool:
    • Canonical Low-Rank approximations now available (developed and documented by Dr. K. Konakli and C. Mylonas from ETH Zurich)
    • Polynomial-Chaos-Kriging now available (developed and documented by Dr. R. Schöbi from ETH Zurich)
  • Open source release of the scientific code with extensive command-line help (UQLab Dev Team)

Enhancements

  • General:
    • Constant variables are now supported throughout UQLab modules. Most algorithms are now aware of constant variables and will exclude them to improve computational efficiency (UQLab Dev Team)
  • Input module:
    • Several input marginals added to the existing ones (E. Dodoula and C. Lataniotis)
  • Polynomial Chaos Expansions module:
    • Orthogonal Matching Pursuit added to the regression methods (M. Berchier)
    • Polynomials orthogonal to arbitrary distributions now available (C. Mylonas)
  • Reliability analysis module:
    • Polynomial Chaos-Kriging can now be used as a metamodel in AK-MCS
  • Documentation:
    • Now available in pdf and HTML formats in the Doc/Manuals folder,
      accessible via the uq_doc function

Changes

  • Kriging module:
    • Default correlation family changed to matern-5_2
    • Covariance matrix of the predictor is now available as the third output of uq_evalModel
  • Polynomial Chaos Expansions module:
    • Default quadrature scheme changed to Full when input dimension < 4 (cheaper)
  • Input module:
    • Changed handling of custom distributions

Bug fixes

  • General bug fixes and performance improvements across modules w.r.t. V0.92

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