Struct ExpectedImprovement 

pub struct ExpectedImprovement {
    pub f_best: f64,
    pub xi: f64,
}

Expected Improvement acquisition function.

EI(x) = E[max(f_best - f(x), 0)] = (f_best - mu(x) - xi) * Phi(z) + sigma(x) * phi(z)

where z = (f_best - mu(x) - xi) / sigma(x)

The xi parameter controls the exploration-exploitation tradeoff:

• xi = 0: pure exploitation
• xi > 0: more exploration

Fields

f_best: f64

Current best observed function value.

xi: f64

Exploration parameter (>= 0).

Implementations

impl ExpectedImprovement

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

Create a new EI acquisition function.

Trait Implementations

impl AcquisitionFn for ExpectedImprovement

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 ExpectedImprovement

fn clone(&self) -> ExpectedImprovement

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ExpectedImprovement

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

Formats the value using the given formatter.