BayesOpt
bayesopt::ProbabilityOfImprovement Class Reference

Probability of improvement criterion based on (Kushner). More...

#include <criteria_poi.hpp>

+ Inheritance diagram for bayesopt::ProbabilityOfImprovement:
+ Collaboration diagram for bayesopt::ProbabilityOfImprovement:

Public Member Functions

void init (NonParametricProcess *proc)
 
void setParameters (const vectord &params)
 
size_t nParameters ()
 
void setEpsilon (double eps)
 
double operator() (const vectord &x)
 
std::string name ()
 
- Public Member Functions inherited from bayesopt::Criteria
double evaluate (const vectord &x)
 
virtual void reset ()
 
void setRandomEngine (randEngine &eng)
 
virtual void pushCriteria (Criteria *crit)
 
virtual bool requireComparison ()
 
virtual void initialCriteria ()
 
virtual void update (const vectord &x)
 
virtual bool rotateCriteria ()
 
virtual void pushResult (const vectord &prevResult)
 
virtual std::string getBestCriteria (vectord &best)
 

Private Attributes

double mEpsilon
 

Additional Inherited Members

- Protected Attributes inherited from bayesopt::Criteria
NonParametricProcessmProc
 
randEngine * mtRandom
 

Detailed Description

Probability of improvement criterion based on (Kushner).

Definition at line 36 of file criteria_poi.hpp.


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