Calibration_Michel <- function(InputsModel, RunOptions, InputsCrit, CalibOptions, FUN_MOD, FUN_CRIT, # deprecated FUN_TRANSFO = NULL, verbose = TRUE, ...) { FUN_MOD <- match.fun(FUN_MOD) if (!missing(FUN_CRIT)) { FUN_CRIT <- match.fun(FUN_CRIT) } # Handling 'FUN_TRANSFO' from direct argument or provided by 'CaliOptions' if (!is.null(FUN_TRANSFO)) { FUN_TRANSFO <- match.fun(FUN_TRANSFO) } else if (!is.null(CalibOptions$FUN_TRANSFO)) { FUN_TRANSFO <- CalibOptions$FUN_TRANSFO } else { stop("'FUN_TRANSFO' is not provided neither as 'FUN_TRANSFO' argument or in 'CaliOptions' argument") } ##_____Arguments_check_____________________________________________________________________ if (!inherits(InputsModel, "InputsModel")) { stop("'InputsModel' must be of class 'InputsModel'") } if (!inherits(RunOptions, "RunOptions")) { stop("'RunOptions' must be of class 'RunOptions'") } if (!inherits(InputsCrit, "InputsCrit")) { stop("'InputsCrit' must be of class 'InputsCrit'") } if (inherits(InputsCrit, "Multi")) { stop("'InputsCrit' must be of class 'Single' or 'Compo'") } if (inherits(InputsCrit, "Single")) { listVarObs <- InputsCrit$VarObs } if (inherits(InputsCrit, "Compo")) { listVarObs <- sapply(InputsCrit, FUN = "[[", "VarObs") } if ("SCA" %in% listVarObs & !"Gratio" %in% RunOptions$Outputs_Cal) { warning("Missing 'Gratio' is automatically added to 'Output_Cal' in 'RunOptions' as it is necessary in the objective function for comparison with SCA") RunOptions$Outputs_Cal <- c(RunOptions$Outputs_Cal, "Gratio") } if ("SWE" %in% listVarObs & !"SnowPack" %in% RunOptions$Outputs_Cal) { warning("Missing 'SnowPack' is automatically added to 'Output_Cal' in 'RunOptions' as it is necessary in the objective function for comparison with SWE") RunOptions$Outputs_Cal <- c(RunOptions$Outputs_Cal, "SnowPack") } if (!inherits(CalibOptions, "CalibOptions")) { stop("'CalibOptions' must be of class 'CalibOptions'") } if (!inherits(CalibOptions, "HBAN")) { stop("'CalibOptions' must be of class 'HBAN' if 'Calibration_Michel' is used") } if (!missing(FUN_CRIT)) { warning("argument 'FUN_CRIT' is deprecated. The error criterion function is now automatically get from the 'InputsCrit' object") } ##_variables_initialisation ParamFinalR <- NULL ParamFinalT <- NULL CritFinal <- NULL NRuns <- 0 NIter <- 0 if ("StartParamDistrib" %in% names(CalibOptions)) { PrefilteringType <- 2 } else { PrefilteringType <- 1 } if (PrefilteringType == 1) { NParam <- ncol(CalibOptions$StartParamList) } if (PrefilteringType == 2) { NParam <- ncol(CalibOptions$StartParamDistrib) } if (NParam > 20) { stop("Calibration_Michel can handle a maximum of 20 parameters") } HistParamR <- matrix(NA, nrow = 500 * NParam, ncol = NParam) HistParamT <- matrix(NA, nrow = 500 * NParam, ncol = NParam) HistCrit <- matrix(NA, nrow = 500 * NParam, ncol = 1) CritName <- NULL CritBestValue <- NULL Multiplier <- NULL CritOptim <- +1e100 ##_temporary_change_of_Outputs_Sim RunOptions$Outputs_Sim <- RunOptions$Outputs_Cal ### this reduces the size of the matrix exchange with fortran and therefore speeds the calibration ##_____Parameter_Grid_Screening____________________________________________________________ ##Definition_of_the_function_creating_all_possible_parameter_sets_from_different_values_for_each_parameter ## use unique() to avoid duplicated values when a parameter is set ProposeCandidatesGrid <- function(DistribParam) { expand.grid(lapply(seq_len(ncol(DistribParam)), function(x) unique(DistribParam[, x]))) } ##Creation_of_new_candidates_______________________________________________ OptimParam <- is.na(CalibOptions$FixedParam) if (PrefilteringType == 1) { CandidatesParamR <- CalibOptions$StartParamList } if (PrefilteringType == 2) { DistribParamR <- CalibOptions$StartParamDistrib DistribParamR[, !OptimParam] <- NA CandidatesParamR <- ProposeCandidatesGrid(DistribParamR) } ##Remplacement_of_non_optimised_values_____________________________________ CandidatesParamR <- apply(CandidatesParamR, 1, function(x) { x[!OptimParam] <- CalibOptions$FixedParam[!OptimParam] return(x) }) if (NParam > 1) { CandidatesParamR <- t(CandidatesParamR) } else { CandidatesParamR <- cbind(CandidatesParamR) } ##Loop_to_test_the_various_candidates______________________________________ iNewOptim <- 0 Ncandidates <- nrow(CandidatesParamR) if (verbose & Ncandidates > 1) { if (PrefilteringType == 1) { message("List-Screening in progress (", appendLF = FALSE) } if (PrefilteringType == 2) { message("Grid-Screening in progress (", appendLF = FALSE) } message("0%", appendLF = FALSE) } for (iNew in 1:nrow(CandidatesParamR)) { if (verbose & Ncandidates > 1) { for (k in c(2, 4, 6, 8)) { if (iNew == round(k / 10 * Ncandidates)) { message(" ", 10 * k, "%", appendLF = FALSE) } } } ##Model_run Param <- CandidatesParamR[iNew, ] OutputsModel <- RunModel(InputsModel, RunOptions, Param, FUN_MOD = FUN_MOD, ...) ##Calibration_criterion_computation OutputsCrit <- ErrorCrit(InputsCrit, OutputsModel, verbose = FALSE) if (!is.na(OutputsCrit$CritValue)) { if (OutputsCrit$CritValue * OutputsCrit$Multiplier < CritOptim) { CritOptim <- OutputsCrit$CritValue * OutputsCrit$Multiplier iNewOptim <- iNew } } ##Storage_of_crit_info if (is.null(CritName) | is.null(CritBestValue) | is.null(Multiplier)) { CritName <- OutputsCrit$CritName CritBestValue <- OutputsCrit$CritBestValue Multiplier <- OutputsCrit$Multiplier } } if (verbose & Ncandidates > 1) { message(" 100%)\n", appendLF = FALSE) } ##End_of_first_step_Parameter_Screening____________________________________ ParamStartR <- CandidatesParamR[iNewOptim, ] if (!is.matrix(ParamStartR)) { ParamStartR <- matrix(ParamStartR, nrow = 1) } ParamStartT <- FUN_TRANSFO(ParamStartR, "RT") CritStart <- CritOptim NRuns <- NRuns + nrow(CandidatesParamR) if (verbose) { if (Ncandidates > 1) { message(sprintf("\t Screening completed (%s runs)", NRuns)) } if (Ncandidates == 1) { message("\t Starting point for steepest-descent local search:") } message("\t Param = ", paste(sprintf("%8.3f", ParamStartR), collapse = ", ")) message(sprintf("\t Crit. %-12s = %.4f", CritName, CritStart * Multiplier)) } ##Results_archiving________________________________________________________ HistParamR[1, ] <- ParamStartR HistParamT[1, ] <- ParamStartT HistCrit[1, ] <- CritStart ##_____Steepest_Descent_Local_Search_______________________________________________________ ##Definition_of_the_function_creating_new_parameter_sets_through_a_step_by_step_progression_procedure ProposeCandidatesLoc <- function(NewParamOptimT, OldParamOptimT, RangesT, OptimParam, Pace) { ##Format_checking if (nrow(NewParamOptimT) != 1 | nrow(OldParamOptimT) != 1) { stop("each input set must be a matrix of one single line") } if (ncol(NewParamOptimT)!=ncol(OldParamOptimT) | ncol(NewParamOptimT) != length(OptimParam)) { stop("each input set must have the same number of values") } ##Proposal_of_new_parameter_sets ###(local search providing 2 * NParam-1 new sets) NParam <- ncol(NewParamOptimT) VECT <- NULL for (I in 1:NParam) { ##We_check_that_the_current_parameter_should_indeed_be_optimised if (OptimParam[I]) { for (J in 1:2) { Sign <- 2 * J - 3 #Sign can be equal to -1 or +1 ##We_define_the_new_potential_candidate Add <- TRUE PotentialCandidateT <- NewParamOptimT PotentialCandidateT[1, I] <- NewParamOptimT[I] + Sign * Pace ##If_we_exit_the_range_of_possible_values_we_go_back_on_the_boundary if (PotentialCandidateT[1, I] < RangesT[1, I] ) { PotentialCandidateT[1, I] <- RangesT[1, I] } if (PotentialCandidateT[1, I] > RangesT[2, I]) { PotentialCandidateT[1, I] <- RangesT[2, I] } ##We_check_the_set_is_not_outside_the_range_of_possible_values if (NewParamOptimT[I] == RangesT[1, I] & Sign < 0) { Add <- FALSE } if (NewParamOptimT[I] == RangesT[2, I] & Sign > 0) { Add <- FALSE } ##We_check_that_this_set_has_not_been_tested_during_the_last_iteration if (identical(PotentialCandidateT, OldParamOptimT)) { Add <- FALSE } ##We_add_the_candidate_to_our_list if (Add) { VECT <- c(VECT, PotentialCandidateT) } } } } Output <- NULL Output$NewCandidatesT <- matrix(VECT, ncol = NParam, byrow = TRUE) return(Output) } ##Initialisation_of_variables if (verbose) { message("Steepest-descent local search in progress") } Pace <- 0.64 PaceDiag <- rep(0, NParam) CLG <- 0.7^(1 / NParam) Compt <- 0 CritOptim <- CritStart ##Conversion_of_real_parameter_values RangesR <- CalibOptions$SearchRanges RangesT <- FUN_TRANSFO(RangesR, "RT") NewParamOptimT <- ParamStartT OldParamOptimT <- ParamStartT ##START_LOOP_ITER_________________________________________________________ for (ITER in 1:(100 * NParam)) { ##Exit_loop_when_Pace_becomes_too_small___________________________________ if (Pace < 0.01) { break } ##Creation_of_new_candidates______________________________________________ CandidatesParamT <- ProposeCandidatesLoc(NewParamOptimT, OldParamOptimT, RangesT, OptimParam, Pace)$NewCandidatesT CandidatesParamR <- FUN_TRANSFO(CandidatesParamT, "TR") ##Remplacement_of_non_optimised_values_____________________________________ CandidatesParamR <- apply(CandidatesParamR, 1, function(x) { x[!OptimParam] <- CalibOptions$FixedParam[!OptimParam] return(x) }) if (NParam > 1) { CandidatesParamR <- t(CandidatesParamR) } else { CandidatesParamR <- cbind(CandidatesParamR) } ##Loop_to_test_the_various_candidates_____________________________________ iNewOptim <- 0 for (iNew in 1:nrow(CandidatesParamR)) { ##Model_run Param <- CandidatesParamR[iNew, ] OutputsModel <- RunModel(InputsModel, RunOptions, Param, FUN_MOD = FUN_MOD, ...) ##Calibration_criterion_computation OutputsCrit <- ErrorCrit(InputsCrit, OutputsModel, verbose = FALSE) if (!is.na(OutputsCrit$CritValue)) { if (OutputsCrit$CritValue * OutputsCrit$Multiplier < CritOptim) { CritOptim <- OutputsCrit$CritValue * OutputsCrit$Multiplier iNewOptim <- iNew } } } NRuns <- NRuns + nrow(CandidatesParamR) ##When_a_progress_has_been_achieved_______________________________________ if (iNewOptim != 0) { ##We_store_the_optimal_set OldParamOptimT <- NewParamOptimT NewParamOptimT <- matrix(CandidatesParamT[iNewOptim, 1:NParam], nrow = 1) Compt <- Compt + 1 ##When_necessary_we_increase_the_pace ### if_successive_progress_occur_in_a_row if (Compt > 2 * NParam) { Pace <- Pace * 2 Compt <- 0 } ##We_update_PaceDiag VectPace <- NewParamOptimT-OldParamOptimT for (iC in 1:NParam) { if (OptimParam[iC]) { PaceDiag[iC] <- CLG * PaceDiag[iC] + (1-CLG) * VectPace[iC] } } } else { ##When_no_progress_has_been_achieved_we_decrease_the_pace_________________ Pace <- Pace / 2 Compt <- 0 } ##Test_of_an_additional_candidate_using_diagonal_progress_________________ if (ITER > 4 * NParam) { NRuns <- NRuns + 1 iNewOptim <- 0 iNew <- 1 CandidatesParamT <- NewParamOptimT+PaceDiag if (!is.matrix(CandidatesParamT)) { CandidatesParamT <- matrix(CandidatesParamT, nrow = 1) } ##If_we_exit_the_range_of_possible_values_we_go_back_on_the_boundary for (iC in 1:NParam) { if (OptimParam[iC]) { if (CandidatesParamT[iNew, iC] < RangesT[1, iC]) { CandidatesParamT[iNew, iC] <- RangesT[1, iC] } if (CandidatesParamT[iNew, iC] > RangesT[2, iC]) { CandidatesParamT[iNew, iC] <- RangesT[2, iC] } } } CandidatesParamR <- FUN_TRANSFO(CandidatesParamT, "TR") ##Model_run Param <- CandidatesParamR[iNew, ] OutputsModel <- RunModel(InputsModel, RunOptions, Param, FUN_MOD = FUN_MOD, ...) ##Calibration_criterion_computation OutputsCrit <- ErrorCrit(InputsCrit, OutputsModel, verbose = FALSE) if (OutputsCrit$CritValue * OutputsCrit$Multiplier < CritOptim) { CritOptim <- OutputsCrit$CritValue * OutputsCrit$Multiplier iNewOptim <- iNew } ##When_a_progress_has_been_achieved if (iNewOptim != 0) { OldParamOptimT <- NewParamOptimT NewParamOptimT <- matrix(CandidatesParamT[iNewOptim, 1:NParam], nrow = 1) } } ##Results_archiving_______________________________________________________ NewParamOptimR <- FUN_TRANSFO(NewParamOptimT, "TR") HistParamR[ITER+1, ] <- NewParamOptimR HistParamT[ITER+1, ] <- NewParamOptimT HistCrit[ITER+1, ] <- CritOptim ### if (verbose) { cat(paste("\t Iter ",formatC(ITER,format="d",width=3), " Crit ",formatC(CritOptim,format="f",digits=4), " Pace ",formatC(Pace,format="f",digits=4), "\n",sep=""))} } ##END_LOOP_ITER_________________________________________________________ ITER <- ITER - 1 ##Case_when_the_starting_parameter_set_remains_the_best_solution__________ if (CritOptim == CritStart & verbose) { message("\t No progress achieved") } ##End_of_Steepest_Descent_Local_Search____________________________________ ParamFinalR <- NewParamOptimR ParamFinalT <- NewParamOptimT CritFinal <- CritOptim NIter <- 1 + ITER if (verbose) { message(sprintf("\t Calibration completed (%s iterations, %s runs)", NIter, NRuns)) message("\t Param = ", paste(sprintf("%8.3f", ParamFinalR), collapse = ", ")) message(sprintf("\t Crit. %-12s = %.4f", CritName, CritFinal * Multiplier)) if (inherits(InputsCrit, "Compo")) { listweights <- OutputsCrit$CritCompo$MultiCritWeights listNameCrit <- OutputsCrit$CritCompo$MultiCritNames msgForm <- paste(sprintf("%.2f", listweights), listNameCrit, sep = " * ", collapse = ", ") msgForm <- unlist(strsplit(msgForm, split = ",")) msgFormSep <- rep(c(",", ",", ",\n\t\t "), times = ceiling(length(msgForm)/3))[1:length(msgForm)] msgForm <- paste(msgForm, msgFormSep, sep = "", collapse = "") msgForm <- gsub("\\,\\\n\\\t\\\t $|\\,$", "", msgForm) message("\tFormula: sum(", msgForm, ")") } } ##Results_archiving_______________________________________________________ HistParamR <- cbind(HistParamR[1:NIter, ]) colnames(HistParamR) <- paste0("Param", 1:NParam) HistParamT <- cbind(HistParamT[1:NIter, ]) colnames(HistParamT) <- paste0("Param", 1:NParam) HistCrit <- cbind(HistCrit[1:NIter, ]) ###colnames(HistCrit) <- paste("HistCrit") BoolCrit_Actual <- InputsCrit$BoolCrit BoolCrit_Actual[OutputsCrit$Ind_notcomputed] <- FALSE MatBoolCrit <- cbind(InputsCrit$BoolCrit, BoolCrit_Actual) colnames(MatBoolCrit) <- c("BoolCrit_Requested", "BoolCrit_Actual") ##_____Output______________________________________________________________________________ OutputsCalib <- list(ParamFinalR = as.double(ParamFinalR), CritFinal = CritFinal * Multiplier, NIter = NIter, NRuns = NRuns, HistParamR = HistParamR, HistCrit = HistCrit * Multiplier, MatBoolCrit = MatBoolCrit, CritName = CritName, CritBestValue = CritBestValue) class(OutputsCalib) <- c("OutputsCalib", "HBAN") return(OutputsCalib) }