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Sampcrit class + example script for EMMI criterion #16

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jbect opened this issue Sep 4, 2020 · 0 comments
Open

Sampcrit class + example script for EMMI criterion #16

jbect opened this issue Sep 4, 2020 · 0 comments

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@jbect
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jbect commented Sep 4, 2020

The EHVI criterion [1] is available through the stk_sampcrit_emmi_eval function since STK 2.4.0.

The corresponding sampcrit class is missing. Also, an example script would be useful.

[1] Svenson, J., & Santner, T. (2016). Multiobjective optimization of expensive-to-evaluate deterministic computer simulator models. Computational Statistics & Data Analysis, 94, 250-264, DOI: 10.1016/j.csda.2015.08.011.

(original ticket on Sourceforge: https://sourceforge.net/p/kriging/tickets/84/)

(meta-issue about sampcrit classes: #10)
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@jbect