Tensor product function

The tensor product function is defined as: $f(x) = \prod_{i=1}^d cos(a\pi x_i)$

Let's import Surrogates and Plots:

using Surrogates
using Plots
default()

Define the 1D objective function:

function f(x)
    a = 0.5;
    return cos(a*pi*x)
end
f (generic function with 1 method)
n = 30
lb = -5.0
ub = 5.0
a = 0.5
x = sample(n, lb, ub, SobolSample())
y = f.(x)
xs = lb:0.001:ub
scatter(x, y, label="Sampled points", xlims=(lb, ub), ylims=(-1, 1), legend=:top)
plot!(xs, f.(xs), label="True function", legend=:top)

Fitting and plotting different surrogates:

loba_1 = LobacheskySurrogate(x, y, lb, ub)
krig = Kriging(x, y, lb, ub)
scatter(x, y, label="Sampled points", xlims=(lb, ub), ylims=(-2.5, 2.5), legend=:bottom)
plot!(xs,f.(xs), label="True function", legend=:top)
plot!(xs, loba_1.(xs), label="Lobachesky", legend=:top)
plot!(xs, krig.(xs), label="Kriging", legend=:top)