A ModPiece connecting to a model via the UM-Bridge HTTP protocol. More...

#include <UMBridgeModPiece.h>

Inheritance diagram for muq::Modeling::UMBridgeModPiece:

Detailed Description

A ModPiece connecting to a model via the UM-Bridge HTTP protocol.

This ModPiece connects to a (remote or local) model via UM-Bridge, a protocol based on HTTP. A more in-depth documentation on the underlying HTTP interface and the server-side part can be found at https://github.com/UM-Bridge/umbridge. Several models and benchmarks are also available in the form of ready-to-use containers.

The main use case is straightforward coupling of model and UQ codes across different languages and frameworks. Since this allows treating the model mostly as a black box, greater separation of concerns between model and UQ developers can be achieved.

In order to set up an UMBridgeModPiece, you need to specify the address it is to connect to. For an HTTP model running locally, it typically looks like this:

auto umbridge_modpiece = std::make_shared<UMBridgeModPiece>("http://localhost:4242");

Passing additional configuration options to the model is supported through JSON structures. For more examples on how to set up a JSON structure, refer to the documentation of json.hpp.

json config;
config["level"] = 1;
auto umbridge_modpiece = std::make_shared<UMBridgeModPiece>("http://localhost:4242", config);

For testing purposes, you can use a test benchmark hosted by us. It implements a very simple Bayesian posterior:

auto benchmark_modpiece = std::make_shared<UMBridgeModPiece>("http://testbenchmark.linusseelinger.de");

Beyond initialization, UMBridgeModPiece behaves like any other ModPiece.

The implementation makes use of the HTTP model c++ header-only library, which in turn depends on json.hpp for JSON and httplib.h for HTTP support.

Definition at line 49 of file UMBridgeModPiece.h.

Public Member Functions
	UMBridgeModPiece (const std::string host, std::string name, json config=json(), httplib::Headers headers=httplib::Headers())
	Construct UMBridgeModPiece, connecting to model server. More...

Public Member Functions inherited from muq::Modeling::ModPiece
	ModPiece (std::vector< int > const &inputSizes, std::vector< int > const &outputSizes)

	ModPiece (Eigen::VectorXi const &inputSizes, Eigen::VectorXi const &outputSizes)

virtual	~ModPiece ()=default

virtual double	GetRunTime (const std::string &method="Evaluate") const override
	Get the average run time for one of the implemented methods. More...

virtual void	ResetCallTime () override
	Resets the number of call and times. More...

virtual unsigned long int	GetNumCalls (const std::string &method="Evaluate") const override
	get the number of times one of the implemented methods has been called. More...

virtual std::vector< Eigen::VectorXd > const &	Evaluate (std::vector< Eigen::VectorXd > const &input)
	Evaluate the ModPiece. More...

virtual std::vector< Eigen::VectorXd > const &	Evaluate (ref_vector< Eigen::VectorXd > const &input)

	VARIADIC_TO_REFVECTOR (Evaluate, Eigen::VectorXd, std::vector< Eigen::VectorXd > const &)

virtual Eigen::VectorXd const &	Gradient (unsigned int const outputDimWrt, unsigned int const inputDimWrt, std::vector< Eigen::VectorXd > const &input, Eigen::VectorXd const &sensitivity)
	Compute the Gradient \(J^Tv\). More...

virtual Eigen::VectorXd const &	Gradient (unsigned int const outputDimWrt, unsigned int const inputDimWrt, ref_vector< Eigen::VectorXd > const &input, Eigen::VectorXd const &sensitivity)

Eigen::VectorXd const &	Gradient (unsigned int outWrt, unsigned int inWrt, Eigen::VectorXd const &last, Eigen::VectorXd const &sens)

template<typename... Args>
Eigen::VectorXd const &	Gradient (unsigned int wrtOut, unsigned int wrtIn, Args const &... args)

Eigen::VectorXd const &	ApplyHessian (unsigned int outWrt, unsigned int inWrt1, unsigned int inWrt2, Eigen::VectorXd const &last, Eigen::VectorXd const &sens, Eigen::VectorXd const &vec)

template<typename... Args>
Eigen::VectorXd const &	ApplyHessian (unsigned int wrtOut, unsigned int wrtIn1, unsigned int wrtIn2, Args const &... args)

virtual Eigen::MatrixXd const &	Jacobian (unsigned int const outputDimWrt, unsigned int const inputDimWrt, std::vector< Eigen::VectorXd > const &input)
	Compute the Jacobian of this ModPiece. More...

virtual Eigen::MatrixXd const &	Jacobian (unsigned int const outputDimWrt, unsigned int const inputDimWrt, ref_vector< Eigen::VectorXd > const &input)

template<typename... Args>
Eigen::MatrixXd const &	Jacobian (unsigned int outWrt, unsigned int inWrt, Args const &... args)

template<typename... Args>
Eigen::MatrixXd	JacobianByFD (unsigned int outWrt, unsigned int inWrt, Args const &... args)

template<typename... Args>
Eigen::MatrixXd	ApplyJacobianByFD (unsigned int outWrt, unsigned int inWrt, Args const &... args)

virtual Eigen::VectorXd const &	ApplyJacobian (unsigned int const outputDimWrt, unsigned int const inputDimWrt, std::vector< Eigen::VectorXd > const &input, Eigen::VectorXd const &vec)
	Apply the Jacobian of this ModPiece to a vector. More...

virtual Eigen::VectorXd const &	ApplyJacobian (unsigned int const outputDimWrt, unsigned int const inputDimWrt, ref_vector< Eigen::VectorXd > const &input, Eigen::VectorXd const &vec)

Eigen::VectorXd const &	ApplyJacobian (unsigned int outWrt, unsigned int inWrt, Eigen::VectorXd const &last, Eigen::VectorXd const &sens)

template<typename... Args>
Eigen::VectorXd const &	ApplyJacobian (unsigned int wrtOut, unsigned int wrtIn, Args const &... args)

virtual Eigen::VectorXd	GradientByFD (unsigned int const outputDimWrt, unsigned int const inputDimWrt, std::vector< Eigen::VectorXd > const &input, Eigen::VectorXd const &sensitivity)

virtual Eigen::VectorXd	GradientByFD (unsigned int const outputDimWrt, unsigned int const inputDimWrt, ref_vector< Eigen::VectorXd > const &input, Eigen::VectorXd const &sensitivity)

virtual Eigen::MatrixXd	JacobianByFD (unsigned int const outputDimWrt, unsigned int const inputDimWrt, std::vector< Eigen::VectorXd > const &input)

virtual Eigen::MatrixXd	JacobianByFD (unsigned int const outputDimWrt, unsigned int const inputDimWrt, ref_vector< Eigen::VectorXd > const &input)

virtual Eigen::VectorXd	ApplyJacobianByFD (unsigned int const outputDimWrt, unsigned int const inputDimWrt, std::vector< Eigen::VectorXd > const &input, Eigen::VectorXd const &vec)

virtual Eigen::VectorXd	ApplyJacobianByFD (unsigned int const outputDimWrt, unsigned int const inputDimWrt, ref_vector< Eigen::VectorXd > const &input, Eigen::VectorXd const &vec)

virtual Eigen::VectorXd const &	ApplyHessian (unsigned int const outWrt, unsigned int const inWrt1, unsigned int const inWrt2, std::vector< Eigen::VectorXd > const &input, Eigen::VectorXd const &sens, Eigen::VectorXd const &vec)

virtual Eigen::VectorXd const &	ApplyHessian (unsigned int const outWrt, unsigned int const inWrt1, unsigned int const inWrt2, ref_vector< Eigen::VectorXd > const &input, Eigen::VectorXd const &sens, Eigen::VectorXd const &vec)

virtual Eigen::VectorXd	ApplyHessianByFD (unsigned int const outWrt, unsigned int const inWrt1, unsigned int const inWrt2, std::vector< Eigen::VectorXd > const &input, Eigen::VectorXd const &sens, Eigen::VectorXd const &vec)

virtual Eigen::VectorXd	ApplyHessianByFD (unsigned int const outWrt, unsigned int const inWrt1, unsigned int const inWrt2, ref_vector< Eigen::VectorXd > const &input, Eigen::VectorXd const &sens, Eigen::VectorXd const &vec)

void	EnableCache ()

void	DisableCache ()

bool	CacheStatus () const

virtual void	SetWarnLevel (unsigned int newLevel)

Public Member Functions inherited from muq::Modeling::WorkPiece
	WorkPiece ()
	Create a muq::Modeling::WorkPiece with no fixed number of inputs and outputs and variable input/output types. More...

	WorkPiece (int const num, WorkPiece::Fix const fix=WorkPiece::Fix::Inputs)
	Create a muq::Modeling::WorkPiece with either a fixed number of inputs or outputs and variable input/output types. More...

	WorkPiece (int const numIns, int const numOuts)
	Create a muq::Modeling::WorkPiece with a fixed number of inputs and outputs but variable input/output types. More...

	WorkPiece (std::vector< std::string > const &types, WorkPiece::Fix const fix=WorkPiece::Fix::Inputs)
	Create a muq::Modeling::WorkPiece with either a fixed number of inputs with specified types or a fixed number of outputs with specified types. More...

	WorkPiece (std::map< unsigned int, std::string > const &types, WorkPiece::Fix const fix=WorkPiece::Fix::Inputs)
	Create a muq::Modeling::WorkPiece where either some of the inputs have specified types or some of the outputs have specified types. More...

	WorkPiece (std::map< unsigned int, std::string > const &types, int const num, WorkPiece::Fix const fixTypes=WorkPiece::Fix::Inputs, WorkPiece::Fix const fixNum=WorkPiece::Fix::Inputs)
	Create a muq::Modeling::WorkPiece where either some of the inputs have specified types or some of the outputs have specified types and either the number of inputs or the number of outputs is fixed. More...

	WorkPiece (std::vector< std::string > const &types, int const num)
	Create a muq::Modeling::WorkPiece with a fixed number of inputs with specified types and a fixed number of outputs (of uknown type) More...

	WorkPiece (int const num, std::vector< std::string > const &types)
	Create a muq::Modeling::WorkPiece with a fixed number of outputs with specified types and a fixed number of inputs (of uknown type) More...

	WorkPiece (std::map< unsigned int, std::string > const &inTypes, int const numIns, int const numOuts)
	Create a muq::Modeling::WorkPiece where some of the inputs are known and we know the input and output numbers. More...

	WorkPiece (int const numIns, std::map< unsigned int, std::string > const &outTypes, int const numOuts)
	Create a muq::Modeling::WorkPiece where some of the outputs are known and we know the input and output numbers. More...

	WorkPiece (std::vector< std::string > const &inTypes, std::vector< std::string > const &outTypes)
	Create a muq::Modeling::WorkPiece with a fixed number of inputs and outputs with specified types. More...

	WorkPiece (std::map< unsigned int, std::string > const &inTypes, std::vector< std::string > const &outTypes)
	Create a muq::Modeling::WorkPiece where some of the inputs are known and all of the outputs have specified types. More...

	WorkPiece (std::map< unsigned int, std::string > const &inTypes, int const num, std::vector< std::string > const &outTypes)
	Create a muq::Modeling::WorkPiece where some of the inputs are known with a known number of inputs and all of the outputs have specified types. More...

	WorkPiece (std::vector< std::string > const &inTypes, std::map< unsigned int, std::string > const &outTypes)
	Create a muq::Modeling::WorkPiece where some of the outputs and all of the inputs have specified types. More...

	WorkPiece (std::vector< std::string > const &inTypes, std::map< unsigned int, std::string > const &outTypes, int const num)
	Create a muq::Modeling::WorkPiece where some of the outputs with a known number of outputs and all of the inputs have specified types. More...

	WorkPiece (std::map< unsigned int, std::string > const &inTypes, std::map< unsigned int, std::string > const &outTypes)
	Create a muq::Mdoeling::WorkPiece where some of the inputs and some of the outputs have specified types. More...

	WorkPiece (std::map< unsigned int, std::string > const &inTypes, int const numIn, std::map< unsigned int, std::string > const &outTypes)
	Create a muq::Mdoeling::WorkPiece where some of the inputs and some of the outputs have specified types with a fixed number of inputs. More...

	WorkPiece (std::map< unsigned int, std::string > const &inTypes, std::map< unsigned int, std::string > const &outTypes, int const numOut)
	Create a muq::Mdoeling::WorkPiece where some of the inputs and some of the outputs have specified types with a fixed number of outputs. More...

	WorkPiece (std::map< unsigned int, std::string > const &inTypes, int const numIn, std::map< unsigned int, std::string > const &outTypes, int const numOut)
	Create a muq::Mdoeling::WorkPiece where some of the inputs and some of the outputs have specified types with a fixed number of inputs and outputs. More...

virtual	~WorkPiece ()
	Default destructor. More...

std::vector< boost::any > const &	Evaluate (std::vector< boost::any > const &ins)
	Evaluate this muq::Modeling::WorkPiece. More...

std::vector< boost::any > const &	Evaluate (ref_vector< boost::any > const &ins)
	Evaluate this muq::Modeling::WorkPiece using references to the inputs. More...

std::vector< boost::any > const &	Evaluate ()
	Evaluate this muq::Modeling::WorkPiece in the case that there are no inputs. More...

template<typename... Args>
std::vector< boost::any > const &	Evaluate (Args... args)
	Evalaute this muq::Modeling::WorkPiece using multiple arguments. More...

std::string const &	Name ()
	Get the (unique) name of this work piece. More...

void	SetName (std::string const &newName)
	Set the name of this work piece. More...

std::string	InputType (unsigned int inputNum, bool const demangle=true) const
	Get the input type (if we know it) for a specific input. More...

int	InputSize (unsigned int inputNum) const
	Get the length of a vector valued input with fixed size. More...

void	SetInputSize (unsigned int inputNum, int newSize)

std::string	OutputType (unsigned int outputNum, bool const demangle=true) const
	Get the output type (if we know it) for a specific output. More...

std::map< unsigned int, std::string >	OutputTypes () const
	Get the output types. More...

std::map< unsigned int, std::string >	InputTypes () const
	Get the input types. More...

unsigned int	ID () const
	Get the unique ID number. More...

Static Public Member Functions
static Eigen::VectorXd	StdVectorToEigenvectord (std::vector< double > &vector)

static const Eigen::VectorXd	StdVectorToEigenvectord (const std::vector< double > &vector)

static std::vector< Eigen::VectorXd >	StdVectorsToEigenvectords (std::vector< std::vector< double >> vector)

static Eigen::VectorXi	StdVectorToEigenvectori (const std::vector< std::size_t > &vector)

Static Public Member Functions inherited from muq::Modeling::WorkPiece
static ref_vector< const boost::any >	ToRefVector (std::vector< boost::any > const &anyVec)
	Create vector of references from a vector of boost::any's. More...

static ref_vector< const Eigen::VectorXd >	ToRefVector (std::vector< Eigen::VectorXd > const &anyVec)

Additional Inherited Members
Public Attributes inherited from muq::Modeling::ModPiece
const Eigen::VectorXi	inputSizes

const Eigen::VectorXi	outputSizes

Public Attributes inherited from muq::Modeling::WorkPiece
int	numInputs
	The number of inputs. More...

int	numOutputs
	The number of outputs. More...

Constructor & Destructor Documentation

◆ UMBridgeModPiece()

UMBridgeModPiece::UMBridgeModPiece	(	const std::string	host,
		std::string	name,
		json	config = `json()`,
		httplib::Headers	headers = `httplib::Headers()`
	)

Construct UMBridgeModPiece, connecting to model server.

Parameters

host	The host adress (and possibly port) to connect to. May be local.
name	The name of the model to connect to.
config	Configuration parameters may be passed to the model.
headers	Additional headers may be passed to the server, e.g. access tokens.

Definition at line 6 of file UMBridgeModPiece.cpp.

References muq::Modeling::WorkPiece::numOutputs, and muq::Modeling::ModPiece::outputs.

Member Function Documentation

◆ ApplyHessianImpl()

void UMBridgeModPiece::ApplyHessianImpl	(	unsigned int	outWrt,
		unsigned int	inWrt1,
		unsigned int	inWrt2,
		muq::Modeling::ref_vector< Eigen::VectorXd > const &	inputs,
		Eigen::VectorXd const &	sens,
		Eigen::VectorXd const &	vec
	)

overrideprivatevirtual

Reimplemented from muq::Modeling::ModPiece.

Definition at line 58 of file UMBridgeModPiece.cpp.

References umbridge::HTTPModel::ApplyHessian(), muq::Modeling::ModPiece::ApplyHessianByFD(), client, config, muq::Modeling::ModPiece::hessAction, StdVectorToEigenvectord(), and umbridge::HTTPModel::SupportsApplyHessian().

◆ ApplyJacobianImpl()

void UMBridgeModPiece::ApplyJacobianImpl	(	unsigned int	outWrt,
		unsigned int	inWrt,
		muq::Modeling::ref_vector< Eigen::VectorXd > const &	inputs,
		Eigen::VectorXd const &	vec
	)

overrideprivatevirtual

Reimplemented from muq::Modeling::ModPiece.

Definition at line 48 of file UMBridgeModPiece.cpp.

References umbridge::HTTPModel::ApplyJacobian(), muq::Modeling::ModPiece::ApplyJacobianByFD(), client, config, muq::Modeling::ModPiece::jacobianAction, StdVectorToEigenvectord(), and umbridge::HTTPModel::SupportsApplyJacobian().

◆ EvaluateImpl()

void UMBridgeModPiece::EvaluateImpl ( muq::Modeling::ref_vector< Eigen::VectorXd > const & inputs )

overrideprivatevirtual

Implements muq::Modeling::ModPiece.

Definition at line 25 of file UMBridgeModPiece.cpp.

References client, config, umbridge::HTTPModel::Evaluate(), muq::Modeling::WorkPiece::numInputs, muq::Modeling::WorkPiece::numOutputs, muq::Modeling::ModPiece::outputs, StdVectorToEigenvectord(), and umbridge::HTTPModel::SupportsEvaluate().

◆ GradientImpl()

void UMBridgeModPiece::GradientImpl	(	unsigned int	outWrt,
		unsigned int	inWrt,
		muq::Modeling::ref_vector< Eigen::VectorXd > const &	inputs,
		Eigen::VectorXd const &	sens
	)

overrideprivatevirtual

Reimplemented from muq::Modeling::ModPiece.

Definition at line 38 of file UMBridgeModPiece.cpp.

References client, config, muq::Modeling::ModPiece::gradient, umbridge::HTTPModel::Gradient(), muq::Modeling::ModPiece::GradientByFD(), StdVectorToEigenvectord(), and umbridge::HTTPModel::SupportsGradient().

◆ read_input_size()

Eigen::VectorXi UMBridgeModPiece::read_input_size	(	const std::string	host,
		std::string	name,
		const httplib::Headers &	headers
	)

private

Definition at line 14 of file UMBridgeModPiece.cpp.

References client, config, umbridge::HTTPModel::GetInputSizes(), muq::Modeling::WorkPiece::name, and StdVectorToEigenvectori().

◆ read_output_size()

Eigen::VectorXi UMBridgeModPiece::read_output_size	(	const std::string	host,
		std::string	name,
		const httplib::Headers &	headers
	)

private

Definition at line 20 of file UMBridgeModPiece.cpp.

References client, config, umbridge::HTTPModel::GetOutputSizes(), muq::Modeling::WorkPiece::name, and StdVectorToEigenvectori().

◆ StdVectorsToEigenvectords()

static std::vector<Eigen::VectorXd> muq::Modeling::UMBridgeModPiece::StdVectorsToEigenvectords ( std::vector< std::vector< double >> vector )

inlinestatic

Definition at line 89 of file UMBridgeModPiece.h.

References StdVectorToEigenvectord().

Referenced by muq::Modeling::UMBridgeModPieceWrapper::ApplyHessian(), muq::Modeling::UMBridgeModPieceWrapper::ApplyJacobian(), muq::Modeling::UMBridgeModPieceWrapper::Evaluate(), and muq::Modeling::UMBridgeModPieceWrapper::Gradient().

◆ StdVectorToEigenvectord() [1/2]

static const Eigen::VectorXd muq::Modeling::UMBridgeModPiece::StdVectorToEigenvectord ( const std::vector< double > & vector )

inlinestatic

Definition at line 71 of file UMBridgeModPiece.h.

◆ StdVectorToEigenvectord() [2/2]

static Eigen::VectorXd muq::Modeling::UMBridgeModPiece::StdVectorToEigenvectord ( std::vector< double > & vector )

inlinestatic

Definition at line 66 of file UMBridgeModPiece.h.

Referenced by muq::Modeling::UMBridgeModPieceWrapper::ApplyHessian(), ApplyHessianImpl(), muq::Modeling::UMBridgeModPieceWrapper::ApplyJacobian(), ApplyJacobianImpl(), EvaluateImpl(), muq::Modeling::UMBridgeModPieceWrapper::Gradient(), GradientImpl(), and StdVectorsToEigenvectords().

◆ StdVectorToEigenvectori()

static Eigen::VectorXi muq::Modeling::UMBridgeModPiece::StdVectorToEigenvectori ( const std::vector< std::size_t > & vector )

inlinestatic

Definition at line 101 of file UMBridgeModPiece.h.

Referenced by read_input_size(), and read_output_size().

Member Data Documentation

◆ client

umbridge::HTTPModel muq::Modeling::UMBridgeModPiece::client

private

Definition at line 134 of file UMBridgeModPiece.h.

Referenced by ApplyHessianImpl(), ApplyJacobianImpl(), EvaluateImpl(), GradientImpl(), read_input_size(), and read_output_size().

◆ config

json muq::Modeling::UMBridgeModPiece::config

private

Definition at line 133 of file UMBridgeModPiece.h.

Referenced by ApplyHessianImpl(), ApplyJacobianImpl(), EvaluateImpl(), GradientImpl(), read_input_size(), and read_output_size().

The documentation for this class was generated from the following files:

doxygen_prep/MUQ/Modeling/UMBridge/UMBridgeModPiece.h
doxygen_prep/modules/Modeling/src/UMBridge/UMBridgeModPiece.cpp

Detailed Description

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Constructor & Destructor Documentation

◆ UMBridgeModPiece()

Member Function Documentation

◆ ApplyHessianImpl()

◆ ApplyJacobianImpl()

◆ EvaluateImpl()

◆ GradientImpl()

◆ read_input_size()

◆ read_output_size()

◆ StdVectorsToEigenvectords()

◆ StdVectorToEigenvectord() [1/2]

◆ StdVectorToEigenvectord() [2/2]

◆ StdVectorToEigenvectori()

Member Data Documentation

◆ client

◆ config