24 #ifndef _CRITERIA_POI_HPP_ 25 #define _CRITERIA_POI_HPP_ 35 class ProbabilityOfImprovement:
public Criteria
39 virtual ~ProbabilityOfImprovement(){};
40 void init(NonParametricProcess* proc)
45 void setParameters(
const vectord ¶ms)
46 { mEpsilon = params(0); };
48 size_t nParameters() {
return 1;};
50 inline void setEpsilon(
double eps) { mEpsilon = eps; };
51 double operator() (
const vectord &x)
53 const double min = mProc->getValueAtMinimum();
57 std::string name() {
return "cPOI";};
virtual double negativeProbabilityOfImprovement(double yMin, double epsilon)=0
Probability of improvement algorithm for minimization.
Namespace of the library interface.
Interface for probability models.
virtual ProbabilityDistribution * prediction(const vectord &query)=0
Function that returns the prediction of the GP for a query point in the hypercube [0...
Abstract and factory modules for criteria.