Probability of Improvement Infill Criterion

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Description

This is the single objective infill criterion "Probability of Improvement" as introduced by Forrester (2008).

Usage

1

Arguments

mean

predicted mean values

sd

predicted st. deviation

min

the currently known optimum value

Value

Returns the negative of the Probability of Improvement.

References

Forrester, Alexander I.J.; Sobester, Andras; Keane, Andy J. (2008). Engineering Design via Surrogate Modelling - A Practical Guide. John Wiley & Sons.

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