Add cooperative components kriging model as application (#642)

* add cooperative components kriging model as application * ruff formating of new cckrg python files * Fix documentation * Add forgotten file * Add notebook * Adjust cckrg example * Add notebook link --------- Co-authored-by: relf <[email protected]>
SMTorg · Sep 19, 2024 · 8f20a43 · 8f20a43
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diff --git a/doc/_src_docs/applications.rst b/doc/_src_docs/applications.rst
diff --git a/doc/_src_docs/applications.rstx b/doc/_src_docs/applications.rstx
@@ -17,6 +17,7 @@ Three methods are available:
    applications/mfkplsk
    applications/ego
    applications/podi
+   applications/cckrg
 
 
 The intent is to provide applications of surrogate models in higher level methods.
diff --git a/doc/_src_docs/applications/cckrg.rst b/doc/_src_docs/applications/cckrg.rst
diff --git a/doc/_src_docs/applications/cckrg.rstx b/doc/_src_docs/applications/cckrg.rstx
@@ -0,0 +1,25 @@
+.. _cckrg-ref-label:
+
+Cooperative Components Kriging (CoopCompKRG)
+================================
+
+Cooperative Components Kriging is a way of fitting a high-dimensional ordinary Kriging model by sequential lower-dimensional component model fits. For each component, only the associated hyperparameters are optimized. All other hyperparameters are set to a so-called cooperative context vector, which contains the current best hyperparameter values.
+
+This application contains the single component model fits. The loop over the components has to be implemented individually, as shown in the usage example below.
+
+The cooperative components model fit was developed as part of a high-dimensional surrogate-based optimization process. It is inspired by distributed multi-disciplinary design optimization (MDO) approaches and the cooperative EGO by Zhan et al. [1]_.
+
+
+References
+----------
+.. [1] Zhan, D., Wu, J., Xing, H. et al., A cooperative approach to efficient global optimization. J Glob Optim 88, 327–357 (2024).
+
+Usage
+-----
+
+.. embed-test-print :: smt.applications.tests.test_cckrg , TestCCKRG , run_cckrg_example
+
+Options
+-------
+
+.. embed-options-table :: smt.applications , CoopCompKRG , options
diff --git a/smt/applications/__init__.py b/smt/applications/__init__.py
@@ -5,6 +5,7 @@
 from .moe import MOE, MOESurrogateModel
 from .vfm import VFM
 from .podi import PODI, SubspacesInterpolation
+from .cckrg import CoopCompKRG
 
 __all__ = [
     "VFM",
@@ -18,4 +19,5 @@
     "Evaluator",
     "PODI",
     "SubspacesInterpolation",
+    "CoopCompKRG",
 ]