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Expected Improvement.

Dictionary

This AcqFunction can be instantiated via the dictionary mlr_acqfunctions or with the associated sugar function acqf():

mlr_acqfunctions$get("ei")
acqf("ei")

References

Jones, R. D, Schonlau, Matthias, Welch, J. W (1998). “Efficient Global Optimization of Expensive Black-Box Functions.” Journal of Global optimization, 13(4), 455--492.

Super classes

bbotk::Objective -> mlr3mbo::AcqFunction -> AcqFunctionEI

Public fields

y_best

(numeric(1)).

Methods

Inherited methods


Method new()

Creates a new instance of this R6 class.

Usage

AcqFunctionEI$new(surrogate = NULL)

Arguments

surrogate

(NULL | SurrogateLearner).


Method update()

Updates acquisition function and sets y_best.

Usage

AcqFunctionEI$update()


Method clone()

The objects of this class are cloneable with this method.

Usage

AcqFunctionEI$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.