GPareto: Gaussian Processes for Pareto Front Estimation and Optimization
Gaussian process regression models, a.k.a. Kriging models, are
applied to global multi-objective optimization of black-box functions.
Multi-objective Expected Improvement and Step-wise Uncertainty Reduction
sequential infill criteria are available. A quantification of uncertainty
on Pareto fronts is provided using conditional simulations.
Version: |
1.1.7 |
Depends: |
DiceKriging, emoa |
Imports: |
Rcpp (≥ 0.12.15), methods, rgenoud, pbivnorm, pso, randtoolbox, KrigInv, MASS, DiceDesign, ks, rgl |
LinkingTo: |
Rcpp |
Suggests: |
knitr, DiceOptim |
Published: |
2022-06-24 |
Author: |
Mickael Binois, Victor Picheny |
Maintainer: |
Mickael Binois <mickael.binois at inria.fr> |
BugReports: |
https://github.com/mbinois/GPareto/issues |
License: |
GPL-3 |
URL: |
https://github.com/mbinois/GPareto |
NeedsCompilation: |
yes |
Citation: |
GPareto citation info |
Materials: |
README NEWS |
In views: |
Optimization |
CRAN checks: |
GPareto results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
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