Fix for best_sample and best_observation function to return feasible results...

Fix for best_sample and best_observation function to return feasible results (if there are any, otherwise return overall best)

src/limbo/experimental/acqui/cei.hpp

@@ -61,17 +61,6 @@ namespace limbo {
 
     namespace experimental {
         namespace acqui {
-            /** @ingroup acqui
-        \rst
-        Constrained EI (Expected Improvement). See :cite:`TODO`, p. TODO
-
-          .. math::
-            TODO
-
-        Parameters:
-          - ``double jitter`` - :math:`\xi`
-        \endrst
-        */
             template <typename Params, typename Model, typename ConstraintModel>
             class CEI {
             public:
@@ -95,7 +84,7 @@ namespace limbo {
                         return 0.0;
 
                     // Compute constrained EI(x)
-                    // First find the best so far (predicted) observation
+                    // First find the best (predicted) observation so far
                     // (We are zeroing infeasible samples subject to the constraint value)
                     std::vector<double> rewards;
                     for (auto s : _model.samples())

src/limbo/experimental/bayes_opt/cboptimizer.hpp

@@ -209,6 +209,10 @@ namespace limbo {
                     _dim_out = _model.dim_out();
                     _split_observations();
 
+                    std::vector<Eigen::VectorXd> obs = _feasible_observations();
+                    if (obs.size() > 0)
+                        _obs[0] = obs;
+
                     auto rewards = std::vector<double>(_obs[0].size());
                     std::transform(_obs[0].begin(), _obs[0].end(), rewards.begin(), afun);
                     auto max_e = std::max_element(rewards.begin(), rewards.end());
@@ -222,6 +226,10 @@ namespace limbo {
                     _dim_out = _model.dim_out();
                     _split_observations();
 
+                    std::vector<Eigen::VectorXd> obs = _feasible_observations();
+                    if (obs.size() > 0)
+                        _obs[0] = obs;
+
                     auto rewards = std::vector<double>(_obs[0].size());
                     std::transform(_obs[0].begin(), _obs[0].end(), rewards.begin(), afun);
                     auto max_e = std::max_element(rewards.begin(), rewards.end());
@@ -237,6 +245,17 @@ namespace limbo {
                 mutable size_t _dim_out;
                 mutable std::vector<std::vector<Eigen::VectorXd>> _obs;
 
+                std::vector<Eigen::VectorXd> _feasible_observations() const
+                {
+                    std::vector<Eigen::VectorXd> feasible_obs;
+                    for (size_t i = 0; i < _obs[0].size(); ++i) {
+                        if (_obs[1][i].prod() > 0)
+                            feasible_obs.push_back(_obs[0][i]);
+                    }
+
+                    return feasible_obs;
+                }
+
                 void _split_observations() const
                 {
                     _obs.clear();