def EI_gaussian(mean, var, thresh):
    sigma = np.sqrt(var)
    score = (mean - thresh) / sigma
    n = scipy.stats.norm
    return sigma * (score * n.cdf(score) + n.pdf(score))
Expected Improvement of Gaussian over threshold
dataset/ETHPy150Open hyperopt/hyperopt/hyperopt/criteria.py/EI_gaussian