GPareto: Gaussian Processes for Pareto Front Estimation and Optimization
Version 1.1.0

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.

Package details

AuthorMickael Binois, Victor Picheny
Date of publication2017-06-29 05:30:09 UTC
MaintainerMickael Binois <>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the GPareto package in your browser

Any scripts or data that you put into this service are public.

GPareto documentation built on July 4, 2017, 9:37 a.m.