designZ: Select design in Z

In mbinois/RRembo: Random EMbedding Bayesian Optimization for R

Select design in Z

Description

Select design in Z

Usage

designZ(p, pA, bxsize, type = "maximin")

Arguments

p	number of points of the design
pA	orthogonal projection onto Ran(A) matrix
bxsize	bounds of the domain
type	design type, one of "LHS", "maximin", "unif"

Author(s)

Mickael Binois

References

M. Binois, D. Ginsbourger, O. Roustant (2018), On the choice of the low-dimensional domain for global optimization via random embeddings, arXiv:1704.05318

M. Binois (2015), Uncertainty quantification on Pareto fronts and high-dimensional strategies in Bayesian optimization, with applications in multi-objective automotive design, PhD thesis, Mines Saint-Etienne.

Examples

## Example of designs in Z
set.seed(42)
d <- 2; D <- 5

A <- selectA(d, D, type = 'optimized')
size <- sqrt(D) # box size of Z
ntest <- 10000
Z <- size * (2 * matrix(runif(ntest * d), ntest, d) - 1)

inZ <- testZ(Z, t(A))
colors <- rep('black', ntest)
colors[inZ] <- 'green'
plot(Z, col = colors, pch = 20, cex = 0.5)

p <- 20
designs1 <- designZ(p, t(A), size)
designs2 <- designZ(p, t(A), size, type = 'LHS')

points(designs1, col = 'red', pch = 20)
points(designs2, col = 'blue', pch = 20)
legend("topright", legend = c("LHS", "Maximin LHS"), col = c("blue", "red"), pch = c(20,20))

mbinois/RRembo documentation built on Sept. 16, 2023, 10:15 p.m.