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Copy pathInfill_Standard_EI.m
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24 lines (18 loc) · 860 Bytes
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function obj = Infill_Standard_EI(x, Kriging_model, f_min)
%--------------------------------------------------------------------------
% the DACE toolbox of Lophaven et al. (2002) is used to predict value
%--------------------------------------------------------------------------
% REFERENCES
%Lophaven SN, Nielsen HB, and Sodergaard J, DACE - A MATLAB Kriging
%Toolbox, Technical Report IMM-TR-2002-12, Informatics and Mathematical
%Modelling, Technical University of Denmark, 2002.
%Available at: http://www2.imm.dtu.dk/~hbn/dace/.
%--------------------------------------------------------------------------
% get the Kriging prediction and variance
[y,mse] = predictor(x,Kriging_model);
s=sqrt(max(0,mse));
% calcuate the EI value
EI=(f_min-y).*Gaussian_CDF((f_min-y)./s)+s.*Gaussian_PDF((f_min-y)./s);
% this EI needs to be maximized
obj=-EI;
end