infillExpectedImprovement {CEGO} | R Documentation |
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.
infillExpectedImprovement(mean, sd, min)
mean |
predicted mean values |
sd |
predicted standard deviation |
min |
minimum of all observations so far |
Returns the negative logarithm of the Expected Improvement.