Unbiased Dominated Hypervolume on Holdout Data

Calculate dominated hypervolume on holdout data. The result is unbiased with respect to (uncorrelated with respect to objectives) noise in holdout data performance, but it is not an estimate of real "dominated hypervolume".

Only works on two-objective performance matrices.

unbiasedHoldoutDomHV(fitness, holdout, refpoint)

Arguments

fitness	[matrix] fitness matrix of training data.
holdout	[matrix] fitness matrix of holdout data.
refpoint	[numeric] reference point.

Value

numeric