S-metric Expected Improvement SExI Infill Criterion

Description

This two-objective infill criterion is the Expected Improvement of the S-metric. That is, it aggregates the predicted objective values by an exact calculation of the Expected Improvement EI in hypervolume. As this gets more complex and time-consuming for higher dimensional objective spaces, this is only implemented for the two-objective case. An approximation approach for higher dimensional problems exists, but is not yet implemented in SPOT.

Usage

1
spotInfillSExI2d(resy, resvar, y, ref = NULL)

Arguments

resy

predicted objective values

resvar

predicted variance

y

the current Pareto front

ref

reference point, if not given will be chosen as maximum of observed values plus one

Value

returns the EI for each row in resy

References

M. Emmerich, A.H. Deutz, J.W. Klinkenberg: The computation of the expected improvement in dominated hypervolume of Pareto front approximations , LIACS TR-4-2008, Leiden University, The Netherlands

See Also

spotSExI2d

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