Changeset 15064 for branches/EfficientGlobalOptimization/HeuristicLab.Algorithms.EGO/InfillCriteria/MinimalQuantileCriterium.cs

Timestamp:

06/26/17 09:10:56 (7 years ago)

Author:

bwerth

Message:

#2745 implemented EGO as EngineAlgorithm + some simplifications in the IInfillCriterion interface

File:

• branches/EfficientGlobalOptimization/HeuristicLab.Algorithms.EGO/InfillCriteria/MinimalQuantileCriterium.cs (modified) (2 diffs)

branches/EfficientGlobalOptimization/HeuristicLab.Algorithms.EGO/InfillCriteria/MinimalQuantileCriterium.cs

@@ -42 +42 @@
     #region ParameterProperties
     public IFixedValueParameter<DoubleValue> ConfidenceWeightParameter => Parameters[ConfidenceWeightParameterName] as IFixedValueParameter<DoubleValue>;
-
     #endregion
 
     #region Properties
     private double ConfidenceWeight => ConfidenceWeightParameter.Value.Value;
-
     #endregion
 
-    #region HL-Constructors, Serialization and Cloning 
+    #region Constructors, Serialization and Cloning 
     [StorableConstructor]
-    private MinimalQuantileCriterium(bool deserializing) : base(deserializing) { }
-    private MinimalQuantileCriterium(MinimalQuantileCriterium original, Cloner cloner) : base(original, cloner) { }
+    protected MinimalQuantileCriterium(bool deserializing) : base(deserializing) { }
+    protected MinimalQuantileCriterium(MinimalQuantileCriterium original, Cloner cloner) : base(original, cloner) { }
     public MinimalQuantileCriterium() {
-      Parameters.Add(new FixedValueParameter<DoubleValue>(ConfidenceWeightParameterName, "A value between 0 and 1 indicating the focus on exploration (0) or exploitation (1)", new DoubleValue(0.5)));
+      Parameters.Add(new FixedValueParameter<DoubleValue>(ConfidenceWeightParameterName, "A value greater than 0. The larger the value the stronger the emphasis on exploration", new DoubleValue(0.5)));
     }
     public override IDeepCloneable Clone(Cloner cloner) {
@@ -66 +64 @@
       var yhat = model.GetEstimation(vector);
       var s = Math.Sqrt(model.GetVariance(vector)) * ConfidenceWeight;
-      return ExpensiveMaximization ? yhat + s : yhat - s;
+      return (ExpensiveMaximization ? yhat : -yhat) + s;
     }
 
-    public override bool Maximization() {
-      return ExpensiveMaximization;
-    }
 
-    protected override void Initialize() {
+    public override void Initialize() {
       var model = RegressionSolution.Model as IConfidenceRegressionModel;
       if (model == null) throw new ArgumentException("can not calculate EI without confidence measure");