soogo.utils module
Utility functions for Soogo.
- soogo.utils.find_pareto_front(fx, iStart: int = 0) list
Find the Pareto front given a set of points in the target space.
- Parameters:
fx – List with n points in the m-dimensional target space.
iStart (
int
) – Points from 0 to iStart - 1 are already known to be in the Pareto front. (default:0
)
- Return type:
list
- Returns:
Indices of the points in the Pareto front.
- soogo.utils.gp_expected_improvement(delta, sigma)
Expected Improvement function for a distribution from [1].
- Parameters:
delta – Difference \(f^*_n - \mu_n(x)\), where \(f^*_n\) is the current best function value and \(\mu_n(x)\) is the expected value for \(f(x)\).
sigma – The standard deviation \(\sigma_n(x)\).
References
- soogo.utils.uncertainty_score(candidates, points, fvals, k=3)
Calculate the uncertainty (distance and fitness value criterion) score as defined in _[#].
- Parameters:
candidates – The candidate points to find the scores for.
points – The set of already evaluated points.
fvals – The set of corresponding function values.
k – The number of nearest neighbors to consider in the uncertainty calculation. Default is 3. (default:
3
)
- Returns:
The uncertainty score for each candidate point.
References
[2] Li, F., Shen, W., Cai, X., Gao, L., & Gary Wang, G. 2020; A fast surrogate-assisted particle swarm optimization algorithm for computationally expensive problems. Applied Soft Computing, 92, 106303. https://doi.org/10.1016/j.asoc.2020.106303