# Welcome to our blog!

Welcome to Water Programming! This blog is a collaborative effort by Pat Reed’s group at Cornell, Joe Kasprzyk’s group at CU Boulder, Jon Herman’s group at UC Davis, and others who use computer programs to solve problems — Multiobjective Evolutionary Algorithms (MOEAs), simulation models, visualization, and other techniques. Use the search feature and categories on the right panel to find topics of interest. Feel free to comment, and contact us if you want to contribute posts.

To find software:  Please consult the Pat Reed group website, MOEAFramework.org, and BorgMOEA.org.

The MOEAFramework Setup Guide: A detailed guide is now available. The focus of the document is connecting an optimization problem written in C/C++ to MOEAFramework, which is written in Java.

The Borg MOEA Guide: We are currently writing a tutorial on how to use the C version of the Borg MOEA, which is being released to researchers here. To gain access please email joseph.kasprzyk “at” colorado.edu.

Call for contributors: We want this to be a community resource to share tips and tricks. Are you interested in contributing? Please email joseph.kasprzyk “at” colorado.edu. You’ll need a WordPress.com account.

# Water Programming Blog Guide (Part 2)

Water Programming Blog Guide (Part 1)

This second part of the blog guide will cover the following topics:

1. Version control using git
2. Generating maps and working with spatial data in python
3. Reviews on synthetic streamflow and synthetic weather generation
4. Conceptual posts

## 1. Version Control using git

If you are developing code it’s worth the time to gain familiarity with git to maintain reliable and stable development.  Git allows a group of people to work together developing large projects minimizing the chaos when multiple people are editing the same files.   It is also valuable for individual projects as it allows you to have multiple versions of a project, show the changes that you have made over time and undo those changes if necessary.  For a quick introduction to git terminology and functionality, check out   The Intro to git Part 1: Local version control and  Intro to git Part 2: Remote Repositories  posts will guide you through your first git project (local or remote) while providing a set of useful commands.  Other specialized tips can be found in: Git branch in bash prompt and GitHub Pages. And if you are wondering how to use git with pycharm, you’ll find these couple of posts useful: A Guide to Using Git in PyCharm – Part 1A Guide to Using Git in PyCharm – Part 2

## 2. Generating maps and working with spatial data in python

To learn more about python’s capabilities on this subject,  this  lecture  summarizes key python libraries relevant for spatial analysis.  Also,  Julie and the Jons have documented their efforts when working with spatial data and with python’s basemap, leaving us with some valuable examples:

### Working with raster data

Python – Extract raster data value at a point

Python – Clip raster data with a shapefile

### Generating maps

Making Watershed Maps in Python

Plotting geographic data from geojson files using Python

### Generating map animations

Python makes the world go ’round

Making Movies of Time-Evolving Global Maps with Python

## 3. Reviews on synthetic streamflow and weather generation

We are lucky to have thorough reviews on synthetic weather and synthetic streamflow generation written by our experts Julie and Jon L.  The series on synthetic weather generation consists of five parts. Part I and Part II cover parametric and non-parametric methods, respectively. Part III covers multi-site generation.  Part IV discusses how to modify both parametric and non-parametric methods to simulate weather with climate change projections and finally Part V covers how to simulate weather with seasonal climate forecasts:

The synthetic streamflow review provides a historical perspective while answering key questions on “Why do we care about synthetic streamflow generation?  “Why do we use it in water resources planning and management? and “What are the different methods available?

Synthetic streamflow generation

## 4.  Conceptual posts

### Multi-objective evolutionary algorithms (MOEAs)

We frequently use multi-objective evolutionary algorithms due to their power and flexibility to solve multi-objective problems in water resources applications, so you’ll find sufficient documentation in the blog on basic concepts, applications and performance metrics:

You have a problem integrated into your MOEA, now what?

On constraints within MOEAs

MOEA Performance Metrics

### Many Objective Robust Decision Making (MORDM) and Problem framing

The next post discusses the MORDM framework which combines many objective evolutionary optimization, robust decision making, and interactive visual analytics to frame and solve many objective problems under uncertainty.  This is a valuable reading along with the references within.  The second post listed provides a systematic way of thinking about problem formulation and defines the key components of a many-objective problem:

Many Objective Robust Decision Making (MORDM): Concepts and Methods

“The Problem” is the Problem Formulation! Definitions and Getting Started

### Econometric analysis and handling multi-variate data

To close this second part of the blog guide, I leave you with a couple selected topics  from the Econometrics and Multivariate statistics courses at Cornell documented by Dave Gold:

A visual introduction to data compression through Principle Component Analysis

Dealing With Multicollinearity: A Brief Overview and Introduction to Tolerant Methods

# Profiling C++ code with Callgrind

Often times, we have to write code to perform tasks whose complexity vary from mundane, such as retrieving and organizing data, to highly complex, such as simulations CFD simulations comprising the spine of a project. In either case, depending on the complexity of the task and amount of data to be processed, it may happen for the newborn code to leave us staring at an underscore marker blinking gracefully for hours on a command prompt during its execution until the results are ready, leading to project schedule delays and shortages of patience. Two standard and preferred approaches to the problem of time intensive codes are to simplify the algorithm and to make the code more efficient. In order to better select the parts of the code to work on, it is often useful to first find the parts of the code in which more time by profiling the code.

In this post, I will show how to use Callgrind, part of Valgrind, and KCachegrind to profile C/C++ codes on Linux — unfortunately, Valgrind is not available for Windows or Mac, although it can be ran on cluster from which results can be downloaded and visualized on Windows with QCachegrind. The first step is to install Valgrind and KCachegrind by typing the following commands in the terminal of a Debian based distribution, such as Ubuntu (equivalent yum commands area available for Red Hat based distributions):

$sudo apt-get install valgrind$ sudo apt-get install kcachegrind


Now that the required tools are installed, the next step is to compile your code with GCC/G++ (with a make file, cmake, IDE or by running the compiler directly from the terminal) and then run the following command in a terminal (type ctrl+shift+T to open the terminal):

$valgrind --tool=callgrind path/to/your/compiled/program program_arguments  Callgrind will then run your program with some instrumentation added to its execution to measure time expenditures and cache use by each function in your code. Because of the instrumentation, Your code will take considerably longer to run under Callgrind than it typically would, so be sure to run a representative task that is as small as possible when profiling your code. During its execution, Callgrind will output a report similar to the one below on terminal itself: ==12345== Callgrind, a call-graph generating cache profiler ==12345== Copyright (C) 2002-2015, and GNU GPL'd, by Josef Weidendorfer et al. ==12345== Using Valgrind-3.11.0 and LibVEX; rerun with -h for copyright info ==12345== Command: path/to/your/compiled/program program_arguments ==12345== ==12345== For interactive control, run 'callgrind_control -h'. IF YOUR CODE OUTPUTS TO THE TERMINAL, THE OUTPUT WILL BE SHOWN HERE. ==12345== ==12345== Events : Ir ==12345== Collected : 4171789731 ==12345== ==12345== I refs: 4,171,789,731  The report above shows that it collected 4 billion events in order to generate the comprehensive report saved in the file callgrind.out.12345 — 12345 is here your process id, shown in the report above. Instead of submerging your soul into a sea of despair by trying to read the output file in a text editor, you should load the file into KCachegrind by typing: $ kcachegrind calgrind.out.12345


You should now see a screen like the one below:

The screenshot above shows the profiling results for my code. The left panel shows the functions called by my code sorted by total time spent inside each function. Because functions call each other, callgrind shows two cost metrics as proxies for time spent in each function: Incl., showing the total cost of a function, and self, showing the time spent in each function itself discounting the callees. By clicking on “Self” to order to functions by the cost of the function itself, we sort the functions by the costs of their own codes, as shown below:

Callgrind includes functions that are native to C/C++ in its analysis. If one of them appears in the highest positions of the left panel, it may be the case to try to use a different function or data structure that performs a similar task in a more efficient way. Most of the time, however, our functions are the ones in most of the top positions in the list. In the example above, we can see that a possible first step I can take to improve the time performance of my code is to make function “ContinuityModelROF::shiftStorage” more efficient. A few weeks ago, however, the function “ContinuityModel::continuityStep” was ranked first with over 30% of the cost, followed by a C++ map related function. I then replaced a map inside that function by a pointer vector, resulting in the drop of my function’s cost to less than 5% of the total cost of the code.

In case KCachegrind shows that a given function that is called from multiple places in the code is costly, you may want to know which function is the main culprit behind the costly calls. To do this, click on the function of interest (in this case, “_memcpy_sse2_unalight”) in the left panel, and then click on “Callers” in the right upper panel and on “Call Graph” in the lower right panel. This will show in list and graph forms the calls made to the function by other functions, and the asociated percent costs. Unfortunately, I have only the function “ContinuityModelROF::calculateROF” calling “_memcpy_sse2_unalight,” hence the simple graph, but the graph would be more complex if multiple functions made calls to “_memcpy_sse2_unalight.”

I hope this saves you at least the time spend reading this post!

# Introduction To Econometrics: Part II- Violations of OLS Assumptions & Methods for Fixing them

Regression is the primary tool used in econometrics to infer relationships between a group of explanatory variables, X and a dependent variable, y. My previous post focused on the mechanics of Ordinary Least Squares (OLS) Regression and outlined key assumptions that, if true, make OLS estimates the Best Linear Unbiased Estimator (BLUE) for the coefficients in the regression:

$y = \beta X+\epsilon$

This post will discuss three common violations of OLS assumptions, and explain tools that have been developed for dealing with these violations. We’ll start with a violation of the assumption of a linear relationship between X and y, then discuss heteroskedasticity in the error terms and the issue of endogeniety.

### Linearity

If the relationship between X and y is not linear, OLS can no longer be used to estimate beta. A nonlinear regression of y on X has the form:

$y = g(X\beta)+\epsilon$

Where  g(X\beta) is the functional form of the nonlinear relationship between X and y and epsilon is the error term. Beta can be estimated using Nonlinear Least Squares regression (NLS). Similar  to OLS regression, NLS seeks to minimize the sum of the square error term.

$\hat{\beta} = argmin(\beta) \epsilon'\epsilon = (y-g(x\beta))^2$

To solve for beta, we again take the derivative and set it equal to zero, but for the nonlinear system there is no closed form solution, so the estimators have to be found using numerical optimization techniques.

The variance of a NLS estimator is:

$\hat{Var}_{\hat{\beta}_{NLS}} = \hat{\sigma^2}(\hat{G}'\hat{G})^{-1}$

Where G is a matrix of partial derivatives of g with respect to each Beta.

Modern numerical optimization techniques can solve many NLS equations quite easily making NLS a common alternative to OLS regression especially when there is a hypothesized functional form for the relationship between X and y.

### Heteroskedasticity

Heteroskedasticity arises within a data set when the errors do not have a constant variance with respect to X. In equation form, under heteroskedasticity:

$E(\epsilon_i^2|X ) \neq \sigma^2$

The presence of heteroskedasticity  increases the variance of Beta estimators found using OLS regression, reducing the efficiency of the estimator and causing it to no longer be the BLUE. As put by Allison (2012), OLS on heteroskedastic data puts “equal weight on all observations when, in fact, observations with larger disturbances contain less information”.

To fix this problem, econometric literature provides two options which both use a form of weighting to correct for differences in variance amongst the error terms:

1. Use the OLS estimate for beta, but calculate the variance of beta with a robust variance-covariance matrix .
2. Estimate Beta using Feasible Generalized Least Squares (FGLS)

Let’s begin with the first strategy, using OLS beta estimates with a robust variance-covariance matrix. The robust variance-covariance matrix can be derived using the Generalized Method of Moments (GMM) for the sake of brevity, I’ll omit the derivation here and skip to the final result:

$\hat{var}(\hat{\beta}) = (X'X)^{-1}(X'\hat{D}X)(X'X)^{-1}$

Where $\hat{D}$ is a matrix of square residuals from the OLS regression:

The second strategy, estimation using FGLS, requires a more involved process for estimating beta. FGLS can be accomplished through 3 steps:

1. Use OLS to find OLS estimate for beta and calculate the residuals:

$\hat{\epsilon}_i = y_i-x_i \hat{\beta}_{OLS}$

2. Regress the error term on a subset of X, which we will call Z, to get an estimate of a new parameter, theta (denoted with a tilde, but wordpress makes it difficult for me to add this in the middle of a paragraph). We then use this parameter to estimate the variance of the error term, sigma squared,  for each observation:

$\hat{\sigma}^2_i = z_i\tilde{\theta}$

A diagonal matrix, D (different than the D used for the robust variance-covariance matrix), is then constructed using these variance estimates.

3. Finally, we use the matrix D to find our FGLS estimator for beta:

$\hat{\beta}_{FGLS} = (X'\hat{D}^{-1}X)^{-1}(X'\hat{D}^{-1}y)$

The variance of of the FGLS beta etimate is then defined as:

$\hat{var}(\hat{\beta}_{FGLS} = (X'\hat{D}X)^{-1}$

### Endogeneity

Endogeneity arises when explanatory variables are correlated with the error term in a regression. This may be a result of simultaneity, when errors and explanatory variables are effected by the same exogenous influences, omitted variable bias,  when an important variable is left out of a regression, causing the over- or underestimation of the effect of other explanatory variables and the error term, measurement error or a lag in the dependent variable. Endogeniety can be hard to detect and may cause regression large errors in regression results.

A common way of correcting for endogeniety is through Instrumental Variables (IVs). Instrumental variables are explanatory variables that are highly correlated with variables that cause endogeniety but are exogenous to the system. Examples include using proximity to cardiac care centers as an IV for heart surgery when modeling health or state cigarette taxes as an IV for maternal smoking rate when modeling infant birth weight (Angrist and Kruger, 2001). For an expansive but accessible overview of IVs and their many applications, see Angrist and Kruger (2001).

A common technique for conducting a regression using IVs is 2 Stage Least Squares (2SLS) regression. The two stages of 2SLS are as follows:

1. Define Z as a new set of explanatory variables, which omits the endogenous variables and includes the IVs (which are usually not included in the original OLS regression).
2. Project Z onto the column space of X.
3. Estimate the 2SLS using this projection:

$\hat{\beta}_{2SLS} = [X'Z(Z'Z)^{-1}Z'X]^{-1}[X'Z(Z'Z)^{-1}Z'y]$

Using 2SLS regression to correct for endogeneity is fairly simple, however identifying good IVs for an endogenous variable can be extremely difficult. Finding a good IV (or set of IVs) can be enough to get one published in an economics journal (at least that’s what my economist friend told me).

## Concluding thoughts

These two posts have constituted an extremely brief introduction to the field of econometrics meant for engineers who may be interested in learning about common empirical tools employed by economists. We covered the above methods in much more detail in class and also covered other topics such as panel data, Generalize Method Of Moments estimation, Maximum Likelihood Estimation, systems of equations in regression and discrete choice modeling. Overall, I found the course (AEM 7100) to be a useful introduction to a field that I hope to learn more about over the course of my PhD.

### References:

Allison, Paul D. (2012). “Multiple regression: a primer. Pine Forge. Thousand Oaks, CA: Press Print.

Angrist, J.; Krueger, A. (2001). “Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments”. Journal of Economic Perspectives. 15 (4): 69–85. doi:10.1257/jep.15.4.69.

# An Introduction To Econometrics: Part 1- Ordinary Least Squares Regression

I took a PhD level econometrics course this semester in the Applied Economics and Management department here at Cornell and I thought I’d share some of what I learned. Overall, I enjoyed the course and learned a great deal. It was very math and theory heavy, but the Professor Shanjun Li did a nice job keeping the class lively and interesting. I would recommend the class to future EWRS students who may be looking for some grounding in econometrics, provided they’ve taken some basic statics and linear algebra courses.

So lets start with the basics, what does the term “econometrics” even mean? Hansen (2010) defined econometrics as “the unified study of economic models, mathematical statistics and economic data”. After taking this introductory course, I’m inclined to add my own definition: econometrics is “a study of the problems with regression using Ordinary Least Squares (OLS) and how to solve them”. This is obviously a gross oversimplification of the field, however, regression through OLS was the primary tool used for finding insights and patterns within data, and we spent the vast majority of the course examining it. In this post I’ll briefly summarize OLS mechanics and classical OLS assumptions. In my next post, I’ll detail methods for dealing with violations of OLS assumptions. My hope is that reading this may help you understand some key terminology and the reasoning behind why certain econometric tools are employed.

## OLS mechanics

Our primary interest when creating an econometric model is to estimate some dependent variable, y, using a observations from a set of independent variables, X. Usually y is a vector of length n, where n is the number of observations, and X is a matrix of size (n x k) where k is the number of explanatory variables (you can think of X as a table of observations, where each column contains a different variable and each row represents an observation of that variable). The goal of OLS regression is to estimate the coefficients, beta, for the model:

$y = X\beta+\epsilon$

Where beta is a k by 1 vector of coefficients on X and epsilon is a k by 1 vector of error terms.

OLS regression estimates beta by minimizing the sum of the square error term (hence the name “least squares”). Put in matrix notation, OLS estimates beta using the equation:

$\hat{\beta} = argmin_{\beta} SSE_N(\beta) = \epsilon ' \epsilon$

The optimal beta estimate can be found through the following equations:

$\epsilon = y-X\hat{\beta}$

$\epsilon ' \epsilon = (y-X\hat{\beta})'(y-X\hat{\beta})$

Taking the derivative and setting it equal to zero:

$2X'y+2X'X\hat{\beta} = 0$

Then solving for the beta estimate:

$\hat{\beta} = (X'X)^{-1}X'y$

Estimation of y using OLS regression can be visualized as the orthogonal projection of the vector y onto the column space of X. The estimated error term, epsilon, is the orthogonal distance between the projection and the true vector y.  Figure 1 shows this projection for a y that is regressed on two explanatory variables, X1 and X2.

Figure 1: OLS regression as an orthogonal projection of vector y onto the column space of matrix X. The error term, $\hat{\epsilon}$, is the orthogonal distance between y and $X\hat{\beta}$. (Image source: Wikipedia commons)

## Assumptions and properties of OLS regression

The Gauss-Markov Theorem states that under a certain set of assumptions, the OLS estimator is the Best Linear Unbiased Estimator (BLUE) for vector y.

To understand the full meaning of the Gauss-Markov theorem, it’s important to define two fundamental properties that can be used to describe estimators, consistency and efficiency. An estimator is consistent if its value will converge to the true parameter value as the number of observations goes to infinity. An estimator is efficient if its asymptotic variance is no larger than the asymptotic variance of any other possible consistent estimator for the parameter. In light of these definitions, the Gauss-Markov Theorem can be restated as: estimators found using OLS will be the most efficient consistent estimator for beta as long as the classical OLS assumptions hold. The remainder of this post will be devoted to describing the necessary assumptions for the OLS estimator to be the BLUE and detailing fixes for when these assumptions are violated.

The four classical assumptions for OLS to be the BLUE are:

1. Linearity: The relationship between X and y is linear, following the functional form:

$y = X\beta+\epsilon$.

2. Strict exogeneity: The error $\epsilon$ terms should be independent of the value of the explanatory variables, X. Put in equation form, this assumption requires:

$E(\epsilon_i|X) = 0$

$E(\epsilon_i) =0$

3.  No perfect multicollinearity: columns of X should not be correlated with each other (see my earlier post on dealing with mulitcollinearity for fixes for violations of this assumption).

4. Spherical Error: Error terms should be homoskedastic, meaning they are evenly distributed around the X values. Put in equation form:

$E(\epsilon_i^2|X) =\sigma^2$

Where $\sigma^2$ is a constant value.

$E(\epsilon_i \epsilon_j|X)=0$

Using assumption 4, we can define the variance of $\hat{\beta}$ as:

$var(\hat{\beta}_{OLS}) = \sigma^2(X'X)^{-1}$

If assumptions 1-4 hold, then the OLS estimate for beta is the BLUE, if however, any of the assumptions are broken, we must employ other methods for estimating our regression coefficients.

In my next post I’ll detail the methods econometricians use when these assumptions are violated.

### References:

Hansen, Bruce. “Econometrics”. 2010. University of Wisconsin

http://www.ssc.wisc.edu/~bhansen/econometrics/Econometrics2010.pdf

# Map making in Matlab

Greetings,

This weeks post will cover the basics of generating maps in Matlab.  Julie’s recent post showed how to do some of this in Python, but, Matlab is also widely used by the community.  You can get a lot done with Matlab, but in this post we’ll just cover a few of the basics.

We’ll start off by plotting a map of the continental United States, with the states.  We used three  this with three commands: usamap, shaperead, and geoshow.  usamap creates an empty map axes having the Lambert Projection covering the area of the US, or any state or collection of states.  shaperead reads shapefiles (duh) and returns a Matlab geographic data structure, composed of both geographic data and attributes.  This Matlab data structure then interfaces really well with various Matlab functions (duh).  Finally, geoshow plots geographic data, in our case on the map axes we defined.  Here’s some code putting it all together.

hold on
figure1 = figure;
ax = usamap('conus');

set(ax, 'Visible', 'off')
latlim = getm(ax, 'MapLatLimit');
lonlim = getm(ax, 'MapLonLimit');
'UseGeoCoords', true, 'BoundingBox', [lonlim', latlim']);
geoshow(ax, states, 'FaceColor', [0.5 0.5 0.5])
tightmap
hold off


Note that ‘usastatehi’ is a shapefile containing the US states (duh) that’s distributed with Matlab. The above code generates this figure:

Now, suppose we wanted to plot some data, say a precipitation forecast, on our CONUS map.  Let’s assume our forecast is being made at many points (lat,long).  To interpolate between the points for plotting we’ll use Matlab’s griddata function.  Once we’ve done this, we use the Matlab’s contourm command.  This works exactly like the normal contour function, but the ‘m’ indicates it plots map data.

xi = min(x):0.5:max(x);
yi = min(y):0.5:max(y);
[XI, YI] = meshgrid(xi,yi);
ZI = griddata(x,y,V,XI,YI);

hold on
figure2 = figure;
ax = usamap('conus');

set(ax, 'Visible', 'off')
latlim = getm(ax, 'MapLatLimit');
lonlim = getm(ax, 'MapLonLimit');
'UseGeoCoords', true, 'BoundingBox', [lonlim', latlim']);
geoshow(ax, states, 'FaceColor', [0.5 0.5 0.5])

contourm(YI,-1*XI,ZI)
tightmap
hold off


Here x, y, and V are vectors of long, lat, and foretasted precipitation respectively.  This code generates the following figure:

Wow!  Louisiana is really getting hammered!  Let’s take a closer look.  We can do this by changing the entry to usamap to indicate we want to consider only Louisiana.  Note, usamap accepts US postal code abbreviations.

ax = usamap('LA');


Making that change results in this figure:

Neat!  We can also look at two states and add annotations.  Suppose, for no reason in particular, you’re interested in the location of Tufts University relative to Cornell.  We can make a map to look at this with the textm and scatterm functions.  As before, the ‘m’ indicates the functions  plot on a map axes.

hold on
figure4 = figure;
ax = usamap({'MA','NY'});

set(ax, 'Visible', 'off')
latlim = getm(ax, 'MapLatLimit');
lonlim = getm(ax, 'MapLonLimit');
'UseGeoCoords', true, 'BoundingBox', [lonlim', latlim']);
geoshow(ax, states, 'FaceColor', [0.5 0.5 0.5])
scatterm(42.4075,-71.1190,100,'k','filled')
textm(42.4075+0.2,-71.1190+0.2,'Tufts','FontSize',30)

scatterm(42.4491,-76.4842,100,'k','filled')
textm(42.4491+0.2,-76.4842+0.2,'Cornell','FontSize',30)
tightmap
hold off


This code generates the following figure.

Cool! Now back to forecasts.  NOAA distributes short term Quantitative Precipitation Forecasts (QPFs) for different durations every six hours.  You can download these forecasts in the form of shapefiles from a NOAA server.  Here’s an example of a 24-hour rainfall forecast made at 8:22 AM UTC on April 29.

Wow, that’s a lot of rain!  Can we plot our own version of this map using Matlab!  You bet!  Again we’ll use usamap, shaperead, and geoshow.  The for loop, (0,1) scaling, and log transform are simply to make the color map more visually appealing for the post.  There’s probably a cleaner way to do this, but this got the job done!

figure5 = figure;
ax = usamap('conus');

set(ax, 'Visible', 'off')
latlim = getm(ax, 'MapLatLimit');
lonlim = getm(ax, 'MapLonLimit');
'UseGeoCoords', true, 'BoundingBox', [lonlim', latlim']);
geoshow(ax, states, 'FaceColor', [0.5 0.5 0.5])
p = colormap(jet);

N = max(size(S));
d = zeros(N,1);
for i = 1:N
d(i) = log(S(i).QPF);
end

y=floor(((d-min(d))/range(d))*63)+1;
col = p(y,:);
for i = 1:N
geoshow(S(i),'FaceColor',col(i,:),'FaceAlpha',0.5)%,'SymbolSpec', faceColors)
end


This code generates the following figure:

If you are not plotting in the US, Matlab also has a worldmap command.  This works exactly the same as usamap, but now for the world (duh).  Matlab is distibuted with a shapefile ‘landareas.shp’ which contains all of the land areas in the world (duh).  Generating a global map is then trivial:

figure6 = figure;

worldmap('World')
geoshow(land, 'FaceColor', [0.15 0.5 0.15])


Which generates this figure.

Matlab also comes with a number of other included that might be of interest.  For instance, shapefiles detailing the locations of major world cities, lakes, and rivers.  We can plot those with the following code:

figure7 = figure;

worldmap('World')
geoshow(land, 'FaceColor', [0.15 0.5 0.15])
geoshow(lakes, 'FaceColor', 'blue')
geoshow(rivers, 'Color', 'blue')
geoshow(cities, 'Marker', '.', 'Color', 'red')


Which generates the figure:

But suppose we’re interested in one country or a group of countries.  worldmap works in the same usamap does.  Also, you can plot continents, for instance Europe.

worldmap('Europe')


Those are the basics, but there are many other capabilities, including 3-D projections. I can cover this in a later post if there is interest.

That’s it for now!

# Water Programming Blog Guide (Part I)

The Water Programming blog continues to expand collaboratively through contributors’ learning experiences and their willingness to share their knowledge in this blog.  It now covers a wide variety of topics ranging from quick programming tips to comprehensive literature reviews pertinent to water resources research and multi-objective optimization.  This post intends to provide guidance to new, and probably to current users by bringing to light what’s available in the blog and by developing a categorization of topics.

This first post will cover:

Software requirements

1.Programming languages and IDEs

2.Frameworks of optimization, sensitivity analysis and decision support

3.The Borg MOEA

4.Parallel computing

Part II)  will focus  on version control, spatial data and maps, conceptual posts and literature reviews.  And finally Part III)  will cover visualization and figure editing, LaTex and literature management, tutorials and miscellaneous research and programming tricks.

*Note to my fellow bloggers: Feel free to disagree and make suggestions on the categorization of your posts, also your thoughts on facilitating an easier navigation through the blog are very welcomed.  For current contributors,  its always suggested to tag and categorize your post, you can also follow the guidelines in Some WordPress Tips to enable a better organization of our blog.  Also, if you see a 💡, it means that a blog post idea has been identified.

# Software Requirements

If you are new to the group and would like to know what kind of software you require to get started with research.  Joe summed it up pretty well in his  New Windows install? Here’s how to get everything set up post, where he points out all the installations that you should have on your desktop.  Additionally, you can find some guidance on:  Software to Install on Personal Computers and Software to Install on Personal Computers – For Mac Users!. You may also want to check out  What do you need to learn?  if you are entering the group.  These posts are subject to update 💡 but they are a good starting point.

# 1. Programming languages and Integrated Development Environments (IDEs)

Dave Hadka’s Programming Language Overview provides a summary of key differences between the C, C++, Python and Java.  The programming tips found in the blog cover Python, C, C++,  R and Matlab, there are also some specific instances were Java is used which will be discussed in section 2.  I’ll give some guidance on how to get started on each of these programming languages and point out some useful resources in the blog.

## 1.1. Python

Python is  a very popular programming language in our group so there’s sufficient guidance and resources available in the blog.  Download is available here, also some online tutorials that I really recommend to get you up to speed with Python are:  learn python the hard waypython for everybody and codeacademy.   Additionally,  stackoverflow is a useful resource for specific tasks.  The python resources available in our blog are outlined as follows:

### Data analysis and organization

Data analysis libraries that you may want to check out are  scipy,   numpy   and pandas. Here are some related posts:

Comparing Data Sets: Are Two Data Files the Same?

### Using Python IDEs

The use of an integrated development environment (IDE) can enable code development and  make the debugging process easier.  Tom has done a good amount of development in PyCharm, so he has generated a  sequence of posts that provide guidance on how to take better advantage of PyCharm:

PyCharm as a Python IDE for Generating UML Diagrams

Josh also provides instructions to setup PyDev in eclipse in his Setting up Python and Eclipse post,  another Python IDE that you may want to check out is Spyder.

### Plotting

The plotting library for python is matplotlib.  Some of the example found in the blog will provide some guidance on importing and using the library.  Matt put together a github repository with several  Matlab and Matplotlib Plotting Examples, you can also find guidance on generating more specialized plots:

Customizing color matrices in matplotlib

Easy vectorized parallel plots for multiple data sets

Interactive plotting basics in matplotlib

### Miscellaneous  Python tips and tricks

Other applications in Python that my fellow bloggers have found useful are related to machine learning:  Basic Machine Learning in Python with Scikit-learn,  Solving systems of equations: Root finding in MATLAB, R, Python and C++  and using  Python’s template class.

## 1.2. Matlab

Matlab with its powerful toolkit, easy-to-use IDE and high-level language can be used for quick development as long as you are not concerned about speed.  A major disadvantage of this software is that it is not free … fortunately I have a generous boss paying for it.  Here are examples of Matlab applications available in the blog:

A simple command for plotting autocorrelation functions in Matlab

Plotting Probability Ellipses for Bivariate Normal Distributions

Solving Analytical Algebra/Calculus Expressions with Matlab

Generating .gifs from Matlab Figures

Code Sample: Stacked Bars and Lines in Matlab

## 1.3. C++

I have heard C++ receive extremely unflattering nicknames lately, it is a low-level language which means that you need to worry about everything, even memory allocation, but the fact is that it is extremely fast and powerful and is widely used in the group for modeling, simulation and optimization purposes which would take forever in other  languages.

### Getting started

If you are getting started with C++,there are some online  tutorials , and you may want to check out the following material available in the blog:

Setting up Eclipse for C/C++

Getting started with C and C++

Matt’s Thoughts on C++

### Training

Here is some training material that Joe put together:

### Debugging

If you are developing code in C++ is probably a good idea to install an IDE,  I recently started using CLion, following Bernardo’s and Dave’s recommendation, and I am not displeased with it.  Here are other posts available within this topic:

Quick testing of code online

Debugging the NWS model: lessons learned

### Sample code

If you are looking for sample code of commonly used processes in C++, such as defining vectors and arrays, generating output files and timing functions, here are some examples:

C++: Vectors vs. Arrays

A quick example code to write data to a csv file in C++

Code Sample: Timing Functions for C++

## 1.4. R

R is another free open source environment widely used for statistics.  Joe recommends a reading in his Programming language R is gaining prominence in the scientific community post.  Downloads are available here.  If you happen to use an R package for you research, here’s some guidance on How to cite packages in R.  R also supports a very nice graphics package and the following posts provide plotting examples:

Survival Function Plots in R

Easy labels for multi-panel plots in R

R plotting examples

Parallel plots in R

## 1.5. Command line/ Linux:

Getting familiar with the command line and linux environment is essential to perform many of the examples and tutorials available in the blog.  Please check out the   Terminal basics for the truly newbies if you want an introduction to the terminal basics and requirements, also take a look at Using gdb, and notes from the book “Beginning Linux Programming”.   Also check out some useful commands:

Useful Linux commands to handle text files and speed up work

Using Linux input redirection in a C++ code test

Emacs in Cygwin

# 2. Frameworks for optimization, sensitivity analysis, and decision support

We use a variety of free open source libraries to perform commonly used analysis in our research.  Most of the libraries that I outline here were developed by our very own contributors.

## 2.2. MOEAFramework

I have personally used this framework for most of my research.  It has great functionality and speed. It is an open source Java library that supports several multi-objective evolutionary algorithms (MOEAs) and provides  tools to statistically test their performance.  It has other powerful capabilities for sensitivity and data analysis.   Download and documentation material are available here.  In addition to the documentation and examples provided on the MOEAFramework site, other useful resources and guidance can be found in the following posts:

### Setup guidance

MOEAframework on Windows

How to specify constraints in MOEAframework (External Problem)

Additional information on MOEAframework Setup Guide

### Extracting data

Extracting Data from Borg Runtime Files

Runtime metrics for MOEAFramework algorithms, extracting metadata from Borg runtime, and handling infinities

Parameter Description Files for the MOEAFramework algorithms and for the Borg MOEA

### Other uses

Running Sobol Sensitivity Analysis using MOEAFramework

Speeding up algorithm diagnosis by epsilon-sorting runtime files

## 2.2. Project Platypus

This is the newest python framework developed by Dave Hadka that support a collection of libraries for optimization, sensitivity analysis, data analysis and decision making.  It’s free to download in the Project Platypus github repository .  The repository comes with its own documentation and examples.  We are barely beginning to document our experiences with this platform 💡, but it is very intuitive and user friendly.  Here is the documentation available in the blog so far:

A simple allocation optimization problem in Platypus

Rhodium – Open Source Python Library for (MO)RDM

Using Rhodium for RDM Analysis of External Dataset

## 2.3. OpenMORDM

This is an open source library in R for Many Objective robust decision making (MORDM), for more details and documentation on both MORDM and the library use, check out the following post:

Introducing OpenMORDM

## 2.4. SALib

SALib is a python library developed by Jon Herman that supports commonly used methods to perform sensitivity analysis.  It is available here, aside from the documentation available in the github repository,  you can also find  guidance on some of the available methods in the following posts:

Method of Morris (Elementary Effects) using SALib

Extensions of SALib for more complex sensitivity analyses

Running Sobol Sensitivity Analysis using SALib

SALib v0.7.1: Group Sampling & Nonuniform Distributions

There’s also an R Package for sentitivity analysis:  Starting out with the R Sensitivity Package.  Since we are on the subject, Jan Kwakkel provides guidance on Scenario discovery in Python as well.

## 2.5. Pareto sorting function in python (pareto.py)

This is a non-dominated sorting function for multi-objective problems in python available in Matt’s github repository.  You can find more information about it in the following posts:

Announcing version 1.0 of pareto.py

Announcing pareto.py: a free, open-source nondominated sorting utility

# 3.  Borg MOEA

The Borg Multi-objective Evolutionary Algorithm (MOEA) developed by Dave Hadka and Pat Reed, is widely used in our group due to its ability to tackle complex many-objective problems.   We have plenty of documentation and references in our blog so you can get familiar with it.

## 3.1. Basic Implementation

You can find a brief introduction and basic use in Basic Borg MOEA use for the truly newbies (Part 1/2) and (Part 2/2).  If you want to link your own simulation model to the optimization algorithm, you may want to check: Compiling, running, and linking a simulation model to Borg: LRGV Example.  Here are other Borg-related posts in the blog:

Basic implementation of the parallel Borg MOEA

Simple Python script to create a command to call the Borg executable

Compiling shared libraries on Windows (32 bit and 64 bit systems)

Collecting Borg’s operator dynamics

## 3.2. Borg MOEA Wrappers

There are Borg MOEA wrappers available for a number of languages.   Currently the Python, Matlab and Perl wrappers are  documented in the blog.  I believe an updated version of the Borg Matlab wrapper for OSX documentation is required at the moment 💡.

Using Borg in Parallel and Serial with a Python Wrapper – Part 1

Using Borg in Parallel and Serial with a Python Wrapper – Part 2

Setting Borg parameters from the Matlab wrapper

Compiling the Borg Matlab Wrapper (Windows)

Compiling the Borg Matlab Wrapper (OSX/Linux)

Code Sample: Perl wrapper to run Borg with the Variable Infiltration Capacity (VIC) model

# 4. High performance computing (HPC)

With HPC we can handle and analyse massive amounts of data at high speed. Tasks that would normally take months can be done in days or even minutes and it can help us tackle very complex problems.  In addition, here are some Thoughts on using models with a long evaluation time within a Parallel MOEA framework from Joe.

In the group we have a healthy availability of HPC resources; however, there are some logistics involved when working with computing clusters.  Luckily, most of our contributors have experience using HPC and have documented it in the blog.   Also, I am currently using the  MobaXterm interface to facilitate file transfer between my local and remote directories, it also enables to easily navigate and edit files in your remote directory.  It is used by our collaborators in Politecnico di Milano who recommended it to Julie who then recommended it to me.   Moving on, here are some practical resources when working with remote clusters:

## 4.1. Getting started with clusters and key commands

The Cluster and Basic UNIX Commands

Using a local copy of Boost on your cluster account

## 4.2. Submission scripts in  Bash

Some ideas for your Bash submission scripts

Key bindings for Bash history-search

## 4.3. Making bash sessions more enjoyable

Speed up your Bash sessions with “alias”

Get more screens … with screen

Running tmux on the cluster

Making ssh better

## 4.4. Portable Batch System (PBS)

Job dependency in PBS submission

PBS Job Submission with Python

PBS job chaining

Common PBS Batch Options

## 4.5. Python parallelization and speedup

Introduction to mpi4py

Re-evaluating solutions using Python subprocesses

Speed up your Python code with basic shared memory parallelization

Connecting to an iPython HTML Notebook on the Cluster Using an SSH Tunnel

NumPy vectorized correlation coefficient

## 4.6. Debugging

Debug in Real-time on SLURM

## 4.7. File transfer

Globus Connect for Transferring Files Between Clusters and Your Computer

# Using Borg in Parallel and Serial with a Python Wrapper – Part 2

This blog post is Part 2 of a two-part series that will demonstrate how I have coupled a pure Python simulation model with the Borg multi-objective evolutionary algorithm (MOEA). I recommend reading Part 1 of this series before you read Part 2. In Part 1, I explain how to get Borg and provide sample code showing how you can access Borg’s serial and/or parallelized (master-slave) implementations through a Python wrapper (borg.py). In Part 2, I provide details for more advanced simulation-optimization setups that require you pass additional information from the borg wrapper into the simulation model (the “function evaluation”) other than just decision variable values.

In Part 1, the example simulation model I use (PySedSim) is called through a function handle “Simulation_Caller” in the example_sim_opt.py file. Borg needs only this function handle to properly call the simulation model in each “function evaluation”. Borg’s only interaction with the simulation model is to pass the simulation model’s function handle (e.g., “Simulation_Caller”) the decision variables, and nothing else. In many circumstances, this is all you need.

However, as your simulation-optimization setup becomes more complex, in order for your simulation model (i.e., the function evaluation) to execute properly, you may need to pass additional arguments to the simulation model from Borg other than just the decision variables. For example, in my own use of Borg in a simulation-optimization setting, in order to do optimization I first import a variety of assumptions and preferences to set up a Borg-PySedSim run. Some of those assumptions and preferences are helpful to the simulation model (PySedSim) in determining how to make use of the decision variable values Borg feeds it. So, I would like to pass those relevant assumptions and preferences directly into the Borg wrapper (borg.py), so the wrapper can in turn pass them directly into the simulation model along with the decision variable values.

Before I show how to do this, let me provide a more concrete example of how/why I am doing this in my own research. In my current work, decision variable values represent parameters for a reservoir operating policy that is being optimized. The simulation model needs to know how to take the decision variable values and turn them into a useful operating policy that can be simulated. Some of this information gets imported in order to run Borg, so I might as well pass that information directly into the simulation model while I have it on hand, rather than importing it once again in the simulation model.

To do what I describe above, we just need to modify the two functions in the example_sim_opt.py module so that a new argument “additional_inputs” is passed from borg to the simulation handle.  Using my python code from blog post 1, I provide code below that is modified in the Simulation_Caller() function on lines 5, 21, 22 and 27; and in the Optimization() function on lines 55, 56 and 70. After that code, I then indicate how I modify the borg.py wrapper so it can accept this information.

import numpy as np
import pysedsim # This is your simulation model
import platform  # helps identify directory locations on different types of OS

'''
Purpose: Borg calls this function to run the simulation model and return multi-objective performance.

Note: You could also just put your simulation/function evaluation code here.

Args:
vars: A list of decision variable values from Borg
additional_inputs: A list of python data structures you want to pass from Borg into the simulation model.
Returns:
performance: policy's simulated objective values. A list of objective values, one value each of the objectives.
'''

borg_vars = vars  # Decision variable values from Borg

# Unpack lists of additional inputs from Borg (example assumes additional inputs is a python list with two items)

# Reformat decision variable values as necessary (.e.g., cast borg output parameters as array for use in simulation)
op_policy_params = np.asarray(borg_vars)
# Call/run simulation model with decision vars and additional relevant inputs, return multi-objective performance:
return performance

def Optimization():

'''

Purpose: Call this method from command line to initiate simulation-optimization experiment

Returns:
--pareto approximate set file (.set) for each random seed
--Borg runtime file (.runtime) for each random seed

'''

import borg as bg  # Import borg wrapper

parallel = 1  # 1= master-slave (parallel), 0=serial

# The following are just examples of relevant MOEA specifications. Select your own values.
nSeeds = 25  # Number of random seeds (Borg MOEA)
num_dec_vars = 10  # Number of decision variables
n_objs = 6  # Number of objectives
n_constrs = 0  # Number of constraints
num_func_evals = 30000  # Number of total simulations to run per random seed. Each simulation may be a monte carlo.
runtime_freq = 1000  # Interval at which to print runtime details for each random seed
decision_var_range = [[0, 1], [4, 6], [-1,4], [1,2], [0,1], [0,1], [0,1], [0,1], [0,1], [0,1]]
epsilon_list = [50000, 1000, 0.025, 10, 13, 4]  # Borg epsilon values for each objective
borg_dict_1 = {'simulation_preferences_1': [1,2]}  # reflects data you want Borg to pass to simulation model
borg_dict_2 = {'simulation_preferences_2': [3,4]}  # reflects data you want Borg to pass to simulation model

# Where to save seed and runtime files
main_output_file_dir = 'E:\output_directory'  # Specify location of output files for different seeds
os_fold = Op_Sys_Folder_Operator()  # Folder operator for operating system
output_location = main_output_file_dir + os_fold + 'sets'

# If using master-slave, start MPI. Only do once.
if parallel == 1:
bg.Configuration.startMPI()  # start parallelization with MPI

# Loop through seeds, calling borg.solve (serial) or borg.solveMPI (parallel) each time
for j in range(nSeeds):
# Instantiate borg class, then set bounds, epsilon values, and file output locations
borg = bg.Borg(num_dec_vars, n_objs, n_constrs, Simulation_Caller, add_sim_inputs = [borg_dict_1, borg_dict_2])
borg.setBounds(*decision_var_range)  # Set decision variable bounds
borg.setEpsilons(*epsilon_list)  # Set epsilon values
# Runtime file path for each seed:
runtime_filename = main_output_file_dir + os_fold + 'runtime_file_seed_' + str(j+1) + '.runtime'
if parallel == 1:
# Run parallel Borg
result = borg.solveMPI(maxEvaluations='num_func_evals', runtime=runtime_filename, frequency=runtime_freq)

if parallel == 0:
# Run serial Borg
result = borg.solve({"maxEvaluations": num_func_evals, "runtimeformat": 'borg', "frequency": runtime_freq,
"runtimefile": runtime_filename})

if result:
# This particular seed is now finished being run in parallel. The result will only be returned from
# one node in case running Master-Slave Borg.
result.display()

# Create/write objective values and decision variable values to files in folder "sets", 1 file per seed.
f = open(output_location + os_fold + 'Borg_DPS_PySedSim' + str(j+1) + '.set', 'w')
f.write('#Borg Optimization Results\n')
f.write('#First ' + str(num_dec_vars) + ' are the decision variables, ' + 'last ' + str(n_objs) +
' are the ' + 'objective values\n')
for solution in result:
line = ''
for i in range(len(solution.getVariables())):
line = line + (str(solution.getVariables()[i])) + ' '

for i in range(len(solution.getObjectives())):
line = line + (str(solution.getObjectives()[i])) + ' '

f.write(line[0:-1]+'\n')
f.write("#")
f.close()

# Create/write only objective values to files in folder "sets", 1 file per seed. Purpose is so that
# the file can be processed in MOEAFramework, where performance metrics may be evaluated across seeds.
f2 = open(output_location + os_fold + 'Borg_DPS_PySedSim_no_vars' + str(j+1) + '.set', 'w')
for solution in result:
line = ''
for i in range(len(solution.getObjectives())):
line = line + (str(solution.getObjectives()[i])) + ' '

f2.write(line[0:-1]+'\n')
f2.write("#")
f2.close()

print("Seed %s complete") %j

if parallel == 1:
bg.Configuration.stopMPI()  # stop parallel function evaluation process

def Op_Sys_Folder_Operator():
'''
Function to determine whether operating system is (1) Windows, or (2) Linux

Returns folder operator for use in specifying directories (file locations) for reading/writing data pre- and
post-simulation.
'''

if platform.system() == 'Windows':
os_fold_op = '\\'
elif platform.system() == 'Linux':
os_fold_op = '/'
else:
os_fold_op = '/'  # Assume unix OS if it can't be identified

return os_fold_op


Next, you will need to acquire the Borg wrapper using the instructions I specified in my previous blog post. You will need to make only two modifications: (1) modify the Borg class in borg.py so it accepts the inputs you want to pass to the simulation; and (2) some additional internal accounting in borg.py to ensure those inputs are passed to the borg.py methods that deal with your function handle. I will address these two in order.

First, modify the Borg class in borg.py so it now accepts an additional input (I only show some of the borg.py code here, just to indicate where changes are being made):


class Borg:
def __init__(self, numberOfVariables, numberOfObjectives, numberOfConstraints, function, epsilons = None, bounds = None, directions = None, add_sim_inputs=None):

# add_sim_inputs is the new input you will pass to borg



Then, modify the portion of the borg.py wrapper where self.function is called, so it can accommodate any simulation inputs you have specified.


self.function = _functionWrapper(function, numberOfVariables, numberOfObjectives, numberOfConstraints, directions)
else:
# More simulation inputs are specified and can be passed to the simulation handle



After the above, the last step is to modify the _functionWrapper method in borg.py:


def _functionWrapper(function, numberOfVariables, numberOfObjectives, numberOfConstraints, directions=None, addl_inputs=None):
# addl_inputs will be passed into the simulation model
def innerFunction(v,o,c):
global terminate
try: