GPareto: Gaussian Processes for Pareto Front Estimation and Optimization
Version 1.0.3

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.

Browse man pages Browse package API and functions Browse package files

AuthorMickael Binois, Victor Picheny
Date of publication2016-11-11 17:36:23
MaintainerMickael Binois <mickael.binois@chicagobooth.edu>
LicenseGPL-3
Version1.0.3
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("GPareto")

Man pages

checkPredict: Prevention of numerical instability for a new observation
CPF: Conditional Pareto Front simulations
crit_EHI: Expected Hypervolume Improvement with m objectives
crit_EMI: Expected Maximin Improvement with m objectives
crit_optimizer: Maximization of multiobjective Expected Improvement criteria
crit_SMS: Analytical expression of the SMS-EGO criterion with m>1...
crit_SUR: Analytical expression of the SUR criterion for two or three...
easyGParetoptim: EGO algorithm for multiobjective optimization
fastfun: Fastfun function
fastfun-class: Class for fast to compute objective.
getDesign: Get design corresponding to an objective target
GPareto: Package GPareto
GParetoptim: Sequential multi-objective Expected Improvement maximization...
integration_design_optim: Function to build integration points (for the SUR criterion)
ParetoSetDensity: Estimation of Pareto set density
plotGPareto: Plot multi-objective optimization results and post-processing
plotParetoEmp: Pareto front visualization
plotParetoGrid: Visualisation of Pareto front and set
plotSymDevFun: Display the Symmetric Deviation Function
plotSymDifRNP: Symmetrical difference of RNP sets
plot_uncertainty: Plot uncertainty
TestFunctions: Test functions of x

Functions

CPF Man page Source code
DTLZ1 Man page Source code
DTLZ2 Man page Source code
DTLZ3 Man page Source code
DTLZ7 Man page Source code
EEV.2D.computation Source code
EHI_2d Source code
EHI_2d_wrap_Rcpp Source code
GPareto Man page
GPareto-package Man page
GParetoptim Man page Source code
GSP Source code
Hypervolume_improvement Source code
MOP2 Man page Source code
MOP3 Man page Source code
Maximin_Improvement Source code
P1 Man page Source code
P2 Man page Source code
ParetoSetDensity Man page Source code
SAA_mEI Source code
SymDiffRaw Source code
VorobDev Source code
VorobExpect Source code
VorobThreshold Source code
ZDT1 Man page Source code
ZDT2 Man page Source code
ZDT3 Man page Source code
ZDT4 Man page Source code
ZDT6 Man page Source code
checkPredict Man page Source code
coef.CPF Source code
computeQuickKrigcov2 Source code
crit_EHI Man page Source code
crit_EMI Man page Source code
crit_SMS Man page Source code
crit_SUR Man page Source code
crit_optimizer Man page Source code
easyGParetoptim Man page Source code
exipsi_Rcpp Source code
fastfun Man page
fastfun-class Man page
getDesign Man page Source code
graypalette Source code
hvolume2d_Rcpp Source code
integration_design_optim Man page Source code
parplotPF_nd Source code
plot.CPF Source code
plotGPareto Man page Source code
plotParetoEmp Man page Source code
plotParetoGrid Man page Source code
plotSymDevFun Man page Source code
plotSymDifRNP Man page Source code
plot_uncertainty Man page Source code
predict,fastfun-method Man page
predict.fastfun Source code
print.summary.CPF Source code
prob.of.dominating Source code
prob.of.non.domination Source code
simulate,fastfun-method Man page
simulate.fastfun Source code
summary.CPF Source code
univariateProb Source code
update,fastfun-method Man page
update.fastfun Source code

Files

inst
inst/doc
inst/doc/GPareto_vignette.Rnw
inst/doc/GPareto_vignette.pdf
inst/doc/GPareto_vignette.R
src
src/EHI_2d_rcpp.cpp
src/RcppExports.cpp
NAMESPACE
NEWS
R
R/crit_SUR.R
R/ParetoSetDensity.R
R/crit_EMI.R
R/easyGParetoptim.R
R/TestFunctions.R
R/crit_EHI.R
R/plotSymDevFun.R
R/crit_optimizer.R
R/computeQuickKrigcov2.R
R/checkPredict.R
R/integration_design_optim.R
R/GParetoptim.R
R/plotParetoEmp.R
R/EEV.2D.computation.R
R/EHI_2d.R
R/crit_SMS.R
R/prob.of.non.domination.R
R/CPF.R
R/plot_uncertainty.R
R/RcppExports.R
R/fastfun.R
R/getDesign.R
R/plotGPareto.R
R/GPareto-package.R
R/plotSymDifRNP.R
R/plotParetoGrid.R
R/SAA_MEI.R
vignettes
vignettes/GPareto_vignette.Rnw
MD5
build
build/vignette.rds
DESCRIPTION
man
man/GParetoptim.Rd
man/plotGPareto.Rd
man/plotSymDifRNP.Rd
man/crit_SUR.Rd
man/plot_uncertainty.Rd
man/getDesign.Rd
man/plotParetoEmp.Rd
man/fastfun-class.Rd
man/TestFunctions.Rd
man/CPF.Rd
man/easyGParetoptim.Rd
man/ParetoSetDensity.Rd
man/GPareto.Rd
man/plotSymDevFun.Rd
man/fastfun.Rd
man/crit_EMI.Rd
man/crit_optimizer.Rd
man/crit_EHI.Rd
man/checkPredict.Rd
man/plotParetoGrid.Rd
man/crit_SMS.Rd
man/integration_design_optim.Rd
GPareto documentation built on May 19, 2017, 12:03 p.m.