boax.acquisitions.expected_improvement#
- boax.acquisitions.expected_improvement(bounds, improvement_factor=1.0, num_raw_samples=512, num_restarts=10)#
The Expected Improvement acquisition function.
Expected improvement over the best function value observed so far.
EI(x) = E(max(f(x) - best, 0)),
where the expectation is taken over the value of stochastic function f at x.
Example
>>> acqf = expected_improvement(0.2, model) >>> ei = acqf(index_points)
- Parameters:
best – The best function value observed so far.
model – The surrogate model.
- Return type:
- Returns:
The corresponding Acquisition.