infillExpectedImprovement {CEGO}

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.