Relative Expected Improvement in Kriging Based Optimization

Details Relative Expected Improvement in Kriging Based Optimization Relative Expected Improvement in Kriging Based Optimization

2009-08-23

arxiv.org/abs/0908.3321v1

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Machine Learning

EUROGEN2009 Kwakow conference

Scientific paper

We propose an extension of the concept of Expected Improvement criterion
commonly used in Kriging based optimization. We extend it for more complex
Kriging models, e.g. models using derivatives. The target field of application
are CFD problems, where objective function are extremely expensive to evaluate,
but the theory can be also used in other fields.

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