Struct BatchExpectedImprovement 

pub struct BatchExpectedImprovement {
    pub batch_size: usize,
    pub xi: f64,
}

Batch Expected Improvement (q-EI) using fantasized observations.

Generates q candidate points by greedily selecting the best single-point EI, then “fantasizing” the observation at the GP mean and repeating.

This Kriging Believer approach is simple but effective.

Fields

batch_size: usize

Batch size (number of candidates to generate).

xi: f64

Exploration parameter for the underlying EI.

Implementations

impl BatchExpectedImprovement

pub fn new(batch_size: usize, xi: f64) -> Self

Trait Implementations

impl AcquisitionFn for BatchExpectedImprovement

fn evaluate( &self, x: &ArrayView1<'_, f64>, surrogate: &GpSurrogate, ) -> OptimizeResult<f64>

Evaluate the acquisition function at a single point.

fn name(&self) -> &str

Name of the acquisition function.

fn evaluate_batch( &self, x: &Array2<f64>, surrogate: &GpSurrogate, ) -> OptimizeResult<Array1<f64>>

Evaluate the acquisition function at multiple points (batch).

impl Clone for BatchExpectedImprovement

fn clone(&self) -> BatchExpectedImprovement

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for BatchExpectedImprovement

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.