pegging.alg: Calculates reallocated batch size for ADSA
In mludkov/mlOSP: Machine Learning and Regression Monte Carlo Algorithms for Optimal Stopping
View source: R/batchDesign_utils.R
pegging.alg R Documentation
Calculates reallocated batch size for ADSA
Description
Pegging algorithm for ADSA/DDSA
Usage
pegging.alg(r, U, r_seq)
Arguments
r
total number of simulations
U
weighted matrix for pegging algorithm
r_seq
batch size vector for existing inputs
Author(s)
Xiong Lyu
References
M. Ludkovski, X. Lyu (2020+) Adaptive Batching for Gaussian Process Surrogates with Application
in Noisy Level Set Estimation, http://arxiv.org/abs/2003.08579
mludkov/mlOSP documentation built on April 29, 2023, 7:56 p.m.
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View source: R/batchDesign_utils.R
| pegging.alg | R Documentation |
Calculates reallocated batch size for ADSA
Description
Pegging algorithm for ADSA/DDSA
Usage
pegging.alg(r, U, r_seq)
Arguments
r |
total number of simulations |
U |
weighted matrix for pegging algorithm |
r_seq |
batch size vector for existing inputs |
Author(s)
Xiong Lyu
References
M. Ludkovski, X. Lyu (2020+) Adaptive Batching for Gaussian Process Surrogates with Application in Noisy Level Set Estimation, http://arxiv.org/abs/2003.08579
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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