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predictiveEntropy Class Reference

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

Inheritance diagram for predictiveEntropy:
Inheritance graph
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Public Member Functions

function predictiveEntropy (var varargin)
 
function getDesignType ()
 
function initNewSamples (var state)
 
function scoreCandidates (var Xstar, var state)
 
function updateFactors (var damping)
 
function updateMarginals ()
 
function chol2inv ()
 
function matrixInverse ()
 
function logphi ()
 
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
 

Detailed Description

Calculates the expected improvement statistical infill criterion.

Constructor & Destructor Documentation

function predictiveEntropy ( var  varargin)
inline

Member Function Documentation

function chol2inv ( )
inline
function getDesignType ( )
inline
function getDimension ( )
inlineinherited
function getType ( )
inlineinherited
function initNewSamples ( var  state)
inline
function instantiate ( var  inDim,
var  varargin 
)
inlineinherited
function logphi ( )
inline
function matrixInverse ( )
inline
function plotRanker ( var  state,
var  newsamples 
)
inlineinherited
function score ( var  candidates,
var  state 
)
inlineinherited

Scores a set of candidate samples.

Parameters
candidatesmatrix of candidate samples
statecurrent state
Return values
scoresvector of scores (priorites)
dscoresderivatives of scores w.r.t. candidates
function scoreCandidates ( var  Xstar,
var  state 
)
inline
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
candidatesmatrix of candidate samples
statecurrent state
Return values
scoresvector of -scores (lower is better)
dscoresderivatives of -scores w.r.t. candidates
function setOrder ( var  order)
inlineinherited
function updateFactors ( var  damping)
inline
function updateMarginals ( )
inline

Member Data Documentation

var debug
inherited
var debugPlot
inherited
var debugSave
inherited
var inDim
inherited
var scalingFunction
inherited
var sortOrder
inherited

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