Maximum Variance Metric — metric_max_variance • celecx

Returns the maximum prediction variance of the surrogate over an evaluation grid. Identifies the point of highest uncertainty.

Usage

metric_max_variance(
  archive,
  surrogate = NULL,
  grid = NULL,
  search_space = NULL,
  ...
)

Arguments

archive: (bbotk::ArchiveBatch)
The archive (may be used for normalization).
surrogate: (mlr3mbo::Surrogate)
The fitted surrogate model.
grid: (data.table | NULL)
Points at which to evaluate variance. If NULL, generates a default grid from the search space.
search_space: (paradox::ParamSet | NULL)
Used to generate grid if not provided.
...: Ignored.

Value

numeric(1) The maximum se^2 over the grid.