stk-kriging/stk

Class hierarchy for sampling criteria

jbect opened this issue · 0 comments

jbect commented

This is a meta-issue to keep track of ongoing work on the development of sampling criterion classes.

(ref of original ticket on Sourceforge: https://sourceforge.net/p/kriging/tickets/42/)

Here are some facts about the current state of implementation:

  • Sampling criterion classes for EI, EQI and AKG have been released in STK 2.5.0 with an "experimental" status (meaning: API might change in the future) and have not been significantly modified since then.
  • The EHVI and EMMI criteria for multi-objective optimization are only available as *_eval functions; the corresponding classes are missing.
  • An drafty implementation of IAGO available on the default branch but not included in the releases yet.
  • One SUR sampling criterion for contour/probfail estimation is available from the BSS repo.