Negative Logarithm of Expected Improvement
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.
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