deriv_crit_logEI {hetGP} | R Documentation |
Derivative of logEI criterion for GP models
Description
Derivative of logEI criterion for GP models
Usage
deriv_crit_logEI(x, model, cst = NULL, preds = NULL)
Arguments
x |
matrix for the new design (size 1 x d) |
model |
|
cst |
threshold for contour criteria |
preds |
pre-computed preds for contour criteria |
References
Ginsbourger, D. Multiples metamodeles pour l'approximation et l'optimisation de fonctions numeriques multivariables Ecole Nationale Superieure des Mines de Saint-Etienne, Ecole Nationale Superieure des Mines de Saint-Etienne, 2009
Roustant, O., Ginsbourger, D., DiceKriging, DiceOptim: Two R packages for the analysis of computer experiments by kriging-based metamodeling and optimization, Journal of Statistical Software, 2012
Ament, S., Daulton, S., Eriksson, D., Balandat, M., & Bakshy, E. (2024). Unexpected improvements to expected improvement for Bayesian optimization. Advances in Neural Information Processing Systems, 36.
See Also
crit_logEI
for the criterion