infillEI: Expected Improvement Infill Criterion

In SPOT: Sequential Parameter Optimization Toolbox

Expected Improvement Infill Criterion

Description

Compute the negative 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. Expected Improvement infill criterion that can be passed to control$modelControl$infillCriterion in order to be used during the optimization in SPOT. Parameters dont have to be specified as this function is ment to be internally by SPOT.

Usage

infillEI(predictionList, model)

Arguments

predictionList	The results of a predict.model call
model	The surrogate model which was used for the prediction

Value

numeric vector, expected improvement results

Examples

spot(,funSphere,c(-2,-3),c(1,2), control = 
    list(infillCriterion = infillEI, modelControl = list(target = c("y","s"))))
    

SPOT documentation built on June 26, 2022, 1:06 a.m.