acquisition.py 文件源码

def tExpectedImprovement(self, tau, mean, std, nu=3.0):
        """
        Expected Improvement acquisition function. Only to be used with `tStudentProcess` surrogate.

        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.
        """
        gamma = (mean - tau - self.eps) / (std + self.eps)
        return gamma * std * t.cdf(gamma, df=nu) + std * (1 + (gamma ** 2 - 1)/(nu - 1)) * t.pdf(gamma, df=nu)