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Arnaud WATLET authored619779f7
Calibration_Michel <- function(InputsModel, RunOptions, InputsCrit, CalibOptions, FUN_MOD, FUN_CRIT, FUN_TRANSFO = NULL, verbose = TRUE) {##_____Arguments_check_____________________________________________________________________ if (!inherits(InputsModel, "InputsModel")) { stop("InputsModel must be of class 'InputsModel' \n") return(NULL) } if (!inherits(RunOptions, "RunOptions")) { stop("RunOptions must be of class 'RunOptions' \n") return(NULL) } if (!inherits(InputsCrit, "InputsCrit")) { stop("InputsCrit must be of class 'InputsCrit' \n") return(NULL) } if (!inherits(CalibOptions, "CalibOptions")) { stop("CalibOptions must be of class 'CalibOptions' \n") return(NULL) } if (!inherits(CalibOptions, "HBAN")) { stop("CalibOptions must be of class 'HBAN' if Calibration_Michel is used \n") return(NULL) } ##_check_FUN_TRANSFO if (is.null(FUN_TRANSFO)) { if (identical(FUN_MOD, RunModel_GR4H )) { FUN_TRANSFO <- TransfoParam_GR4H } if (identical(FUN_MOD, RunModel_GR4J )) { FUN_TRANSFO <- TransfoParam_GR4J } if (identical(FUN_MOD, RunModel_GR5J )) { FUN_TRANSFO <- TransfoParam_GR5J } if (identical(FUN_MOD, RunModel_GR6J )) { FUN_TRANSFO <- TransfoParam_GR6J } if (identical(FUN_MOD, RunModel_GR2M )) { FUN_TRANSFO <- TransfoParam_GR2M } if (identical(FUN_MOD, RunModel_GR1A )) { FUN_TRANSFO <- TransfoParam_GR1A } if (identical(FUN_MOD, RunModel_CemaNeige )) { FUN_TRANSFO <- TransfoParam_CemaNeige } if (identical(FUN_MOD, RunModel_CemaNeigeGR4J) | identical(FUN_MOD, RunModel_CemaNeigeGR5J) | identical(FUN_MOD, RunModel_CemaNeigeGR6J)) { if (identical(FUN_MOD, RunModel_CemaNeigeGR4J)) { FUN1 <- TransfoParam_GR4J FUN2 <- TransfoParam_CemaNeige } if (identical(FUN_MOD, RunModel_CemaNeigeGR5J)) { FUN1 <- TransfoParam_GR5J FUN2 <- TransfoParam_CemaNeige } if (identical(FUN_MOD,RunModel_CemaNeigeGR6J)) { FUN1 <- TransfoParam_GR6J FUN2 <- TransfoParam_CemaNeige } FUN_TRANSFO <- function(ParamIn, Direction) { Bool <- is.matrix(ParamIn) if (Bool == FALSE) { ParamIn <- rbind(ParamIn) } ParamOut <- NA*ParamIn NParam <- ncol(ParamIn) ParamOut[, 1:(NParam-2)] <- FUN1(ParamIn[, 1:(NParam-2)], Direction)7172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140
ParamOut[, (NParam-1):NParam ] <- FUN2(ParamIn[, (NParam-1):NParam ], Direction)
if (Bool == FALSE) {
ParamOut <- ParamOut[1, ]
}
return(ParamOut)
}
}
if (is.null(FUN_TRANSFO)) {
stop("FUN_TRANSFO was not found (in Calibration function) \n")
return(NULL)
}
}
##_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 \n")
return(NULL)
}
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
ProposeCandidatesGrid <- function(DistribParam) {
Output <- list(NewCandidates = expand.grid(lapply(seq_len(ncol(DistribParamR)), function(x) DistribParam[, x])))
}
##Creation_of_new_candidates_______________________________________________
OptimParam <- is.na(CalibOptions$FixedParam)
if (PrefilteringType == 1) {
CandidatesParamR <- CalibOptions$StartParamList
}
if (PrefilteringType == 2) {
DistribParamR <- CalibOptions$StartParamDistrib
DistribParamR[,!OptimParam] <- NA
CandidatesParamR <- ProposeCandidatesGrid(DistribParamR)$NewCandidates
}
##Remplacement_of_non_optimised_values_____________________________________
CandidatesParamR <- apply(CandidatesParamR, 1, function(x) {
x[!OptimParam] <- CalibOptions$FixedParam[!OptimParam]
return(x)})
if (NParam>1) {
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CandidatesParamR <- t(CandidatesParamR)
} else { CandidatesParamR <- cbind(CandidatesParamR)
}
##Loop_to_test_the_various_candidates______________________________________
iNewOptim <- 0
Ncandidates <- nrow(CandidatesParamR)
if (verbose & Ncandidates > 1) {
if (PrefilteringType == 1) {
message("List-Screening in progress (", appendLF = FALSE)
}
if (PrefilteringType == 2) {
message("Grid-Screening in progress (", appendLF = FALSE)
}
message("0%", appendLF = FALSE)
}
for (iNew in 1:nrow(CandidatesParamR)) {
if (verbose & Ncandidates > 1) {
for (k in c(2, 4, 6, 8)) {
if (iNew == round(k/10*Ncandidates)) {
message(" ", 10*k, "%", appendLF = FALSE)
}
}
}
##Model_run
Param <- CandidatesParamR[iNew, ]
OutputsModel <- FUN_MOD(InputsModel, RunOptions, Param)
##Calibration_criterion_computation
OutputsCrit <- FUN_CRIT(InputsCrit, OutputsModel, verbose = FALSE)
if (!is.na(OutputsCrit$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
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##_____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 \n")
return(NULL)
}
if (ncol(NewParamOptimT)!=ncol(OldParamOptimT) | ncol(NewParamOptimT) != length(OptimParam)) {
stop("each input set must have the same number of values \n")
return(NULL)
}
##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] == TRUE) {
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 == TRUE) {
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
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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$FixedParam[!OptimParam]
return(x)})
if (NParam > 1) {
CandidatesParamR <- t(CandidatesParamR)
} else {
CandidatesParamR <- cbind(CandidatesParamR)
}
##Loop_to_test_the_various_candidates_____________________________________
iNewOptim <- 0
for (iNew in 1:nrow(CandidatesParamR)) {
##Model_run
Param <- CandidatesParamR[iNew, ]
OutputsModel <- FUN_MOD(InputsModel, RunOptions, Param)
##Calibration_criterion_computation
OutputsCrit <- FUN_CRIT(InputsCrit, OutputsModel, verbose = FALSE)
if (!is.na(OutputsCrit$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
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}
##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 <- FUN_MOD(InputsModel, RunOptions, Param)
##Calibration_criterion_computation
OutputsCrit <- FUN_CRIT(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))
}