do.optimization.Mstep: Optimize the expected improvement
Description
This function finds the point for which the expected improvement
is optimal, based on a given set of starting values. (M_step.R)
Usage
do.optimization.Mstep(start.vals, EI.Mstep, hyperparams)
Value
Maximum of the expected imrpovement function.
Arguments
- start.vals
Starting values for optimization.
- EI.Mstep
Function to compute expected improvements.
- hyperparams
List of hyperparameters.