psi_fn {OptHoldoutSize}

Updating function for variance.

Description

Posterior variance for emulator given points n.

Usage

psi_fn(n, nset, var_k2, N, var_u = 1e+07, k_width = 5000)

Arguments

n

Set of training set sizes to evaluate at

nset

Training set sizes for which k2() has been evaluated

var_k2

Variance of error in k2() estimate at each training set size.

N

Total number of samples on which the model will be fitted/used. Only used to rescale var_k2

var_u

Marginal variance for Gaussian process kernel. Defaults to 1e7

k_width

Kernel width for Gaussian process kernel. Defaults to 5000

Value

Vector Psi of same length of n where Psi_i=var(posterior(cost(n_i)))

Examples

# See examples for `mu_fn`