Probability
class ProbabilityOfImprovement(var xi: Double = BayesianOptimizationSolver.defaultXi) : AcquisitionFunctionIfc(source)
Probability of Improvement (PI) for minimization: Φ((f+ - μ - xi)/σ).
Parameters
xi
an exploration margin. Defaults to BayesianOptimizationSolver.defaultXi.
Functions
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open override fun value(prediction: SurrogateModelIfc.Prediction, incumbent: Double, bo: BayesianOptimizationSolver): Double
The acquisition value (larger is better) for a candidate.