Open k-ujihara opened 2 months ago
ξ value is typically 0.01, but the sign in the code is opposite to the typical implementation. This PR fixes it.
A typical EI implementation is like: https://krasserm.github.io/2018/03/21/bayesian-optimization/
This PR fixes test_pi to be the correct implementation.
The current unit test for EI does not detect this issue.
Description
ξ value is typically 0.01, but the sign in the code is opposite to the typical implementation. This PR fixes it.
Example / Current workflow
A typical EI implementation is like: https://krasserm.github.io/2018/03/21/bayesian-optimization/
Bugfix / Desired workflow
This PR fixes test_pi to be the correct implementation.
Relevant issues
The current unit test for EI does not detect this issue.
Checklist