public double GetNextQueryPoint()
{
if (!Gp.Data.Any())
{
return(GetRandomQueryPoint());
}
var best = Gp
.EstimateAtRange(Xs)
.Max(q => GetAquistionValue(q));
return(best.X);
}
public void EstimateAtRangeTest()
{
var actual = _gp.EstimateAtRange(new double[] { 1.02, 1.775, 2.530, 3.285, 4.04 });
var expected = new double[5, 4]
{
{ 0.790, 0.790, 0.790, 1.02 },
{ 0.939, 0.950, 0.962, 1.775 },
{ 0.711, 0.848, 0.984, 2.530 },
{ 0.447, 0.728, 1.010, 3.285 },
{ 0.650, 0.650, 0.650, 4.04 }
};
Assert.AreEqual(expected.GetLength(0), actual.Count);
actual.ToArray().ForEach((i, q) =>
{
Assert.AreEqual(expected[i, 0], q.LowerBound, _delta);
Assert.AreEqual(expected[i, 1], q.Mean, _delta);
Assert.AreEqual(expected[i, 2], q.UpperBound, _delta);
Assert.AreEqual(expected[i, 3], q.X, _delta);
});
}