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expected_improvement

Function expected_improvement 

Source
pub fn expected_improvement(mu: f64, sigma: f64, f_best: f64) -> f64
Expand description

Expected Improvement (EI) acquisition function. EI(x) = (mu - f_best) * Phi(Z) + sigma * phi(Z) where Z = (mu - f_best) / sigma. Higher EI = more promising to try.