otbenchmark

What is it?

The goal of this project is to provide benchmark classes for OpenTURNS. It provides a framework to create use-cases which are associated with reference values. Such a benchmark problem may be used in order to check that a given algorithm works as expected and to measure its performance in terms of accuracy and speed.

Two categories of benchmark classes are currently provided:

• reliability problems, i.e. estimating the probability that the output of a function is less than a threshold,
• sensitivity problems, i.e. estimating sensitivity indices, for example Sobol' indices.

Most of the reliability problems were adapted from the RPRepo

https://rprepo.readthedocs.io/en/latest/

This module allows you to create a problem, run an algorithm and compare the computed probability with a reference probability: Moreover, we can loop over all problems and run several methods on these problems.

Authors

• Michaël Baudin
• Youssef Jebroun
• Elias Fekhari
• Vincent Chabridon

Installation

To install the module, we can use either pip or conda:

pip install otbenchmark

Documentation

The documentation is available here: https://openturns.github.io/otbenchmark/master/