New release - SUMO Toolbox 2016b

We are proud to release the SUMO Toolbox 2016b. This new release can be downloaded through the download page.

Changelog

  • Added support for classification problems for FLOLA-Voronoi
  • Added expression generator for SVM and LS-SVM (does not cover all cases, regression only)
  • Added knowledge-gradient optimization for stochastic simulation optimization.
  • Added EnsembleRanker to calculate the mean of a ranker criterion (e.g., for slice sampling the EI)
    • Used in combination with the numSlices option in KrigingFactory and GaussianProcessFactory
  • Added numSlices option to the EGO ModelBuilder
    • Used with the EGO ModelBuilder to drive model selection of expensive models
  • Added support for mixed integer optimization problems for MatlabGA optimizer
  • Kriging models can predict the full posterior covariance matrix now (predictCovarianceMatrix)
  • Added Predictive Entropy Search for Bayesian optimization (experimental)

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