Description Usage Arguments Value Examples
Compute the universal preidction expected improvement
1 2 |
x |
points of the design space in which the criterion will be computed |
model |
the surrogate model |
plugin |
the current minimum value |
alpha |
a parameter for exploration term |
up_method |
type of computation, default "Empirical". Other options: "UP_reg" regularized emprirical or "assume_gauss" regularize UP as Gaussian ditribution. |
envir |
envirement variable |
the value of the UP expected improvement
1 2 3 4 5 6 7 8 9 | #' library(UP)
d <- 2
n <- 16
X <- expand.grid(x1=s <- seq(0,1, length=5), x2=s)
Xtest <- expand.grid(x1=seq(0,1,length=6), x2=seq(0,1,length=6))
Y <- apply(X, 1, branin)
upsm <- UPSM$new(sm= krigingsm$new(), UP=UPClass$new(X,Y,Scale =TRUE))
crit <- UPEI(x= t(Xtest), model=upsm,plugin=min(Y))
print(max(crit))
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