The EHVI criterion [1] is available through the stk_sampcrit_emmi_eval function since STK 2.4.0.
The corresponding sampcrit class is missing. Also, an example script would be useful.
[1] Svenson, J., & Santner, T. (2016). Multiobjective optimization of expensive-to-evaluate deterministic computer simulator models. Computational Statistics & Data Analysis, 94, 250-264, DOI: 10.1016/j.csda.2015.08.011.
(original ticket on Sourceforge: https://sourceforge.net/p/kriging/tickets/84/)
(meta-issue about sampcrit classes: #10)
The EHVI criterion [1] is available through the
stk_sampcrit_emmi_evalfunction since STK 2.4.0.The corresponding sampcrit class is missing. Also, an example script would be useful.
[1] Svenson, J., & Santner, T. (2016). Multiobjective optimization of expensive-to-evaluate deterministic computer simulator models. Computational Statistics & Data Analysis, 94, 250-264, DOI: 10.1016/j.csda.2015.08.011.
(original ticket on Sourceforge: https://sourceforge.net/p/kriging/tickets/84/)
(meta-issue about sampcrit classes: #10)