Calculates the expected improvement statistical infill criterion. More...

Inheritance diagram for expectedImprovement:

Public Member Functions
function	expectedImprovement (var varargin)

function	getDesignType ()

function	initNewSamples (var state)

function	scoreCandidates (var points, var state)

function	score (var candidates, var state)
	Scores a set of candidate samples. More...

function	scoreMinimize (var candidates, var state)
	Simply calls -CandidateRanker.score(candidates, state) More...

function	setOrder (var order)

function	getType ()

function	getDimension ()

function	instantiate (var inDim, var varargin)

function	plotRanker (var state, var newsamples)

Public Attributes
var	inDim

var	scalingFunction

var	sortOrder

var	debug

var	debugSave

var	debugPlot

Protected Attributes
var	T

var	noise

var	noiseAlpha

Detailed Description

Calculates the expected improvement statistical infill criterion.

Constructor & Destructor Documentation

function expectedImprovement ( var varargin )

inline

Member Function Documentation

function getDesignType ( )

inline

function getDimension ( )

inlineinherited

function getType ( )

inlineinherited

function initNewSamples ( var state )

inline

function instantiate	(	var	inDim,
		var	varargin
	)

inlineinherited

function plotRanker	(	var	state,
		var	newsamples
	)

inlineinherited

function score	(	var	candidates,
		var	state
	)

inlineinherited

Scores a set of candidate samples.

Parameters

candidates	matrix of candidate samples
state	current state

Return values

scores	vector of scores (priorites)
dscores	derivatives of scores w.r.t. candidates

function scoreCandidates	(	var	points,
		var	state
	)

inline

noise penalty term

function scoreMinimize	(	var	candidates,
		var	state
	)

inlineinherited

Simply calls -CandidateRanker.score(candidates, state)

This is needed primarily for OptimizeCriterion, as multiple output arguments don't work with: func = -this.score(...)

Parameters

candidates	matrix of candidate samples
state	current state

Return values

scores	vector of -scores (lower is better)
dscores	derivatives of -scores w.r.t. candidates

function setOrder ( var order )

inlineinherited

Member Data Documentation

var debug

inherited

var debugPlot

inherited

var debugSave

inherited

var inDim

inherited

var noise

protected

var noiseAlpha

protected

var scalingFunction

inherited

var sortOrder

inherited

var T

protected

The documentation for this class was generated from the following file:

src/matlab/sequentialdesigns/candidateRankers/expectedImprovement.m

Public Member Functions

Public Attributes

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation