infillExpectedImprovement

This function calculates the Expected Improvement" of candidate solutions,
based on predicted means, standard deviations (uncertainty) and
the best known objective function value so far.

Model building, surrogate model
based optimization and Efficient Global Optimization in combinatorial
or mixed search spaces.

Martin Zaefferer

CEGO

Combinatorial Efficient Global Optimization

infillExpectedImprovement function

<dl><dt>mean</dt>
<dd>predicted mean values</dd>
<dt>sd</dt>
<dd>predicted standard deviation</dd>
<dt>min</dt>
<dd>minimum of all observations so far</dd></dl>

Arguments

Negative Logarithm of Expected Improvement — infillExpectedImprovement

<dl>

<dt>mean</dt>
<dd>predicted mean values</dd>


<dt>sd</dt>
<dd>predicted standard deviation</dd>


<dt>min</dt>
<dd>minimum of all observations so far</dd>

</dl>

infillExpectedImprovement: Negative Logarithm of Expected Improvement

Description

Usage

Value

Arguments