infillExpectedImprovement: Negative Logarithm of Expected Improvement
In CEGO: Combinatorial Efficient Global Optimization
infillExpectedImprovement R Documentation
Negative Logarithm of Expected Improvement
Description
This function calculates the Expected Improvement" of candidate solutions,
based on predicted means, standard deviations (uncertainty) and
the best known objective function value so far.
Usage
infillExpectedImprovement(mean, sd, min)
Arguments
mean
predicted mean values
sd
predicted standard deviation
min
minimum of all observations so far
Value
Returns the negative logarithm of the Expected Improvement.
CEGO documentation built on May 29, 2024, 3:35 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| infillExpectedImprovement | R Documentation |
Negative Logarithm of Expected Improvement
Description
This function calculates the Expected Improvement" of candidate solutions, based on predicted means, standard deviations (uncertainty) and the best known objective function value so far.
Usage
infillExpectedImprovement(mean, sd, min)
Arguments
mean |
predicted mean values |
sd |
predicted standard deviation |
min |
minimum of all observations so far |
Value
Returns the negative logarithm of the Expected Improvement.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.