fit

abstract fun fit(points: List<DoubleArray>, means: DoubleArray, noiseVars: DoubleArray)(source)

Fits the surrogate to the supplied observations.

Parameters

points

the observed input points (each a coordinate array in problem input order)

means

the observed (noisy) response means, aligned with points

noiseVars

the per-point variance of the observed mean (e.g. sample variance / count), aligned with points