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expected_improvement

Function expected_improvement 

Source
pub fn expected_improvement(
    gp: &GaussianProcess,
    x: &[f64],
    best_so_far: f64,
    exploration: f64,
) -> Result<f64, String>
Expand description

Expected Improvement acquisition at a query point.

z = (μ − f_best − ξ) / σ; EI = (μ − f_best − ξ)Φ(z) + σφ(z). ξ > 0 biases exploration.