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fix KPLSK performances #544

Merged
merged 7 commits into from
Apr 10, 2024
Merged

fix KPLSK performances #544

merged 7 commits into from
Apr 10, 2024

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Paul-Saves
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@Paul-Saves Paul-Saves commented Apr 8, 2024 •
edited

KPLSK was slower than Kringing because of 3 problems:

  • initialization of the parameters was done inside the loop (reinitialization between kpls and kriging)
  • second optimization was done with multistart
  • starting point for the second optimization may go a bit further than the bounds and was sometimes randomly reinitialized

Thanks to Lisa Pretsch

@relf relf merged commit b6bd190 into SMTorg:master Apr 10, 2024
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Paul-Saves added a commit to Paul-Saves/smt that referenced this pull request Apr 10, 2024
@Paul-Saves
fix KPLSK performances (SMTorg#544)
63bdb43 
* fix kplsk

* add test

* fix for mfkplsk

* fix error

* ruff
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