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% STK_SAMPCRIT_EQI [experimental]
%
% EXPERIMENTAL CLASS WARNING: This class is currently considered experimental.
% STK users that wish to experiment with it are welcome to do so, but should
% be aware that API-breaking changes are likely to happen in future releases.
% We invite them to direct any questions, remarks or comments about this
% experimental class to the STK mailing list.
%
% CALL: CRIT = stk_sampcrit_eqi (MODEL)
%
% creates an EQI criterion object CRIT associated to MODEL, where the
% quantile of interest is the median of the output. The input argument
% MODEL can be empty, in which case CRIT is an uninstantiated criterion
% object (which can be instantiated later by setting the 'model' property
% of CRIT).
%
% CALL: CRIT = stk_sampcrit_eqi (MODEL, P)
%
% uses quantile order P instead of the default 0.5.
%
% See also: stk_sampcrit_ei
% Copyright Notice
%
% Copyright (C) 2017, 2018 CentraleSupelec
%
% Author: Julien Bect <julien.bect@centralesupelec.fr>
% Copying Permission Statement
%
% This file is part of
%
% STK: a Small (Matlab/Octave) Toolbox for Kriging
% (https://github.com/stk-kriging/stk/)
%
% STK is free software: you can redistribute it and/or modify it under
% the terms of the GNU General Public License as published by the Free
% Software Foundation, either version 3 of the License, or (at your
% option) any later version.
%
% STK is distributed in the hope that it will be useful, but WITHOUT
% ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
% or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public
% License for more details.
%
% You should have received a copy of the GNU General Public License
% along with STK. If not, see <http://www.gnu.org/licenses/>.
function crit = stk_sampcrit_eqi (model, quantile_order, point_batch_size)
% Public properties
crit.model = [];
crit.quantile_order = 0.5;
crit.point_batch_size = 1;
crit.current_minimum = inf;
% Private (hidden, read-only) properties
crit.quantile_value = 0.0;
crit = class (crit, 'stk_sampcrit_eqi', stk_function ());
% Set user-defined value of quantile_order
if (nargin >= 2) && (~ isempty (quantile_order))
crit = set (crit, 'quantile_order', quantile_order);
end
% Set user-defined value of point_batch_size
if (nargin >= 3) && (~ isempty (point_batch_size))
crit = set (crit, 'point_batch_size', point_batch_size);
end
% Instantiate the sampling criterion with a model (it is important to do this
% one last, to avoid re-computing current_minimum several times)
if (nargin >= 1) && (~ isempty (model))
crit = set (crit, 'model', model);
end
end % function
%%
% construct with nargin == 0
%!shared F, M, EQI
%! M = stk_model_gpposterior (stk_model, [1 2 3]', [1.234 3 2]');
%!test F = stk_sampcrit_eqi () % ending ";" omitted on purpose, to test disp
%!assert (isempty (F.model))
%!assert (isempty (get (F, 'model')))
%!assert (F.quantile_order == 0.5)
%!assert (get (F, 'quantile_order') == 0.5)
%!assert (F.current_minimum == +inf)
%!assert (get (F, 'current_minimum') == +inf)
%!error F.toto
%!error get (F, 'toto')
%!error F.current_min = 1.234; % read-only
%!error F = set (F, 'current_min', 1.234); % read-only
%!error F.toto = 1.234; % field does not exist
%!error F = set (F, 'toto', 1.234); % field does not exist
%!test F.quantile_order = 0.9; assert (F.quantile_order == 0.9)
%!test F = set (F, 'quantile_order', 0.8); assert (F.quantile_order == 0.8)
%!error F.quantile_order = 1.1;
%!error F.quantile_order = -0.1;
%!error F.quantile_order = [1 2];
%!error F.current_minimum = 3.333; % read-only
%!error F.quantile_value = 2.222; % read-only
%!error EQI = feval (F, 1.0);
%!test F = stk_sampcrit_eqi (); F.model = M;
%! assert (~ isempty (F.model));
%!test F = stk_sampcrit_eqi (); F = set (F, 'model', M);
%! assert (~ isempty (F.model));
%!test F.model = []; % remove model
%! assert (isempty (F.model));
%! assert (F.current_minimum == +inf);
%%
% construct with nargin == 1; M is a proper (posterior) model
%!test F = stk_sampcrit_eqi (M) % ending ";" omitted on purpose, to test disp
%!assert (isequal (F.model, M))
%!assert (stk_isequal_tolrel (F.current_minimum, 1.234, 10 * eps));
%!test EQI = feval (F, [1.0; 1.1; 1.2]);
%!assert (isequal (size (EQI), [3 1]))
%!assert (all (EQI >= 0))
%!test F.quantile_order = 0.9; assert (F.quantile_order == 0.9)
%%
% same as the one before, but with a noisy model
%!shared F, M, EQI
%! prior_model = stk_model ();
%! prior_model.lognoisevariance = 0.678;
%! M = stk_model_gpposterior (prior_model, [1 2 3]', [1.234 3 2]');
%!test F = stk_sampcrit_eqi (M);
%!assert (isequal (F.model, M))
%!assert (stk_isequal_tolrel (F.current_minimum, 2.077997, 1e-5));
%!test EQI = feval (F, [1.0; 1.1; 1.2]);
%!assert (isequal (size (EQI), [3 1]))
%!assert (all (EQI >= 0))
%!test F.quantile_order = 0.9; assert (F.quantile_order == 0.9)
%%
% construct with nargin == 1; M is an improper (prior) model
%!shared F
%!test F = stk_sampcrit_eqi (stk_model ());
%!assert (F.current_minimum == +inf);
%!error feval (F, 1.0);
%%
% construct with nargin == 2
%!shared F, M
%! M = stk_model_gpposterior (stk_model (), [1 2 3]', [1.234 3 2]');
%!error F = stk_sampcrit_eqi (M, [], 0);
%!error F = stk_sampcrit_eqi (M, [], 1.5);
%!error F = stk_sampcrit_eqi (M, [], nan);
%!error F = stk_sampcrit_eqi (M, [], [10 20]);
%!test F = stk_sampcrit_eqi (M, [], 10);
%!assert (isequal (F.quantile_order, 0.5));
%!assert (isequal (F.point_batch_size, 10));
%!error F = stk_sampcrit_eqi (M, 0.8, 0);
%!error F = stk_sampcrit_eqi (M, 0.8, 1.5);
%!error F = stk_sampcrit_eqi (M, 0.8, nan);
%!error F = stk_sampcrit_eqi (M, 0.8, [10 20]);
%!test F = stk_sampcrit_eqi (M, 0.8, 5);
%!assert (isequal (F.quantile_order, 0.8));
%!assert (isequal (F.point_batch_size, 5));
%%
% test various forms for point_batch_size
%!shared F, M, EQI
%! prior_model = stk_model ();
%! prior_model.lognoisevariance = 0.678;
%! M = stk_model_gpposterior (prior_model, [1 2 3]', [1.234 3 2]');
%! F = stk_sampcrit_eqi (M);
%!test F.point_batch_size = 10; % numeric
%!assert (isequal (F.point_batch_size, 10))
%!test EQI = feval (F, [1.0; 1.1; 1.2]);
%!test F.point_batch_size = @(x, n) 100 - n; % function handle
%!assert (isa (F.point_batch_size, 'function_handle'))
%!test EQI = feval (F, [1.0; 1.1; 1.2]);
%!test F.point_batch_size = 'sin'; % char
%!assert (isa (F.point_batch_size, 'function_handle'))
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