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.

Package details

AuthorMickael Binois, Victor Picheny
MaintainerMickael Binois <[email protected]>
Package repositoryView on CRAN
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GPareto documentation built on May 10, 2019, 1:03 a.m.