athena.active.ActiveSubspaces._bootstrap_replicate

static ActiveSubspaces._bootstrap_replicate(matrix, weights)

Return a bootstrap replicate.

A bootstrap replicate is a sampling-with-replacement strategy from a given data set.

Parameters

• matrix (numpy.ndarray) – matrix from which will be sampled N rows. N corresponds to the number of rows of weights.

• weights (numpy.ndarray) – n_samples-by-1 weight vector, corresponds to numerical quadrature rule used to estimate matrix whose eigenspaces define the active subspace.