View source: R/expectedImprovement.R
expectedImprovement | R Documentation |
Compute the negative logarithm of the Expected Improvement of a set of candidate solutions. Based on mean and standard deviation of a candidate solution, this estimates the expectation of improvement. Improvement considers the amount by which the best known value (best observed value) is exceeded by the candidates.
expectedImprovement(mean, sd, min)
mean |
vector of predicted means of the candidate solutions. |
sd |
vector of estimated uncertainties / standard deviations of the candidate solutions. |
min |
minimal observed value. |
a vector with the negative logarithm of the expected improvement values, -log10(EI).
mean <- 1:10 #mean of the candidates sd <- 10:1 #st. deviation of the candidates min <- 5 #best known value EI <- expectedImprovement(mean,sd,min) EI
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