acquisition.py 文件源码

def ExpectedImprovement(self, tau, mean, std):
        """
        Expected Improvement acquisition function.

        Parameters
        ----------
        tau: float
            Best observed function evaluation.
        mean: float
            Point mean of the posterior process.
        std: float
            Point std of the posterior process.

        Returns
        -------
        float
            Expected improvement.
        """
        z = (mean - tau - self.eps) / (std + self.eps)
        return (mean - tau) * norm.cdf(z) + std * norm.pdf(z)[0]