source: branches/EfficientGlobalOptimization/HeuristicLab.Algorithms.EGO/InfillCriteria/PluginExpectedImprovement.cs @ 15016

#region License Information
/* HeuristicLab
 * Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
 *
 * This file is part of HeuristicLab.
 *
 * HeuristicLab is free software: you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 *
 * HeuristicLab is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
 */
#endregion

using System;
using System.Linq;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Problems.DataAnalysis;

// ReSharper disable once CheckNamespace
namespace HeuristicLab.Algorithms.EGO {

  [StorableClass]
  [Item("PluginExpectedImprovement", "Noisy InfillCriterion, Extension of the Expected Improvement by using the minimal prediction on the observed points\n rather than the minimal observed value as described in \n Global optimization based on noisy evaluations: An empirical study of two statistical approaches\r\nEmmanuel Vazqueza, Julien Villemonteixb, Maryan Sidorkiewiczb and Éric Walterc")]
  public class PluginExpectedImprovement : ExpectedImprovement {


    #region HL-Constructors, Serialization and Cloning 
    [StorableConstructor]
    private PluginExpectedImprovement(bool deserializing) : base(deserializing) { }
    private PluginExpectedImprovement(PluginExpectedImprovement original, Cloner cloner) : base(original, cloner) { }
    public PluginExpectedImprovement() { }
    public override IDeepCloneable Clone(Cloner cloner) {
      return new PluginExpectedImprovement(this, cloner);
    }
    #endregion

    protected override void Initialize() {
      if (ExpensiveMaximization) throw new NotImplementedException("PluginExpectedImprovement for maximization not yet implemented");
      var model = RegressionSolution.Model as IConfidenceRegressionModel;
      if (model == null) throw new ArgumentException("can not calculate EI without confidence measure");
      YMin = RegressionSolution.EstimatedTrainingValues.Min();
    }
  }
}