infillExpectedImprovement {CEGO} | R Documentation |
Negative Logarithm of Expected Improvement
Description
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.
Usage
infillExpectedImprovement(mean, sd, min)
Arguments
mean |
predicted mean values |
sd |
predicted standard deviation |
min |
minimum of all observations so far |
Value
Returns the negative logarithm of the Expected Improvement.
[Package CEGO version 2.4.3 Index]