optimizer.py 文件源码

def EI(self, x, gp, ymax):
                mean, var = gp.predict(x, eval_MSE = True)
                if var == 0:
                        return 0
                else:
                        Z = (mean - ymax)/sqrt(var)
                        return (mean - ymax) * norm.cdf(Z) + sqrt(var) * norm.pdf(Z)