MboPlotEstimationUncertainty

Description
The plot visualizes the degree of uncertainty in the estimation of new points.

Interpretation
* Left plot: Absolute difference between estimated $\hat y$ and evaluated (true) point $y$ over the Iterations
* Right plot: Frequency of differences between $\hat y$ and $y$

How to use
* Quantify estimation uncertainty: if the overall frequency of deviations is high, the estimation error large for higher iterations then the surrogate does not well and should be changed.

Modifications * We can select the $highlight_iter$ to calculate the plots for exactly this iteration



PhilippScheller/VisBayesOpt documentation built on Sept. 14, 2020, 12:47 p.m.