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.

AuthorMickael Binois, Victor Picheny
Date of publication2016-11-11 17:36:23
MaintainerMickael Binois <mickael.binois@chicagobooth.edu>
LicenseGPL-3
Version1.0.3

View on CRAN

Functions

checkPredict Man page
CPF Man page
crit_EHI Man page
crit_EMI Man page
crit_optimizer Man page
crit_SMS Man page
crit_SUR Man page
DTLZ1 Man page
DTLZ2 Man page
DTLZ3 Man page
DTLZ7 Man page
easyGParetoptim Man page
fastfun Man page
fastfun-class Man page
getDesign Man page
GPareto Man page
GPareto-package Man page
GParetoptim Man page
integration_design_optim Man page
MOP2 Man page
MOP3 Man page
P1 Man page
P2 Man page
ParetoSetDensity Man page
plotGPareto Man page
plotParetoEmp Man page
plotParetoGrid Man page
plotSymDevFun Man page
plotSymDifRNP Man page
plot_uncertainty Man page
predict,fastfun-method Man page
simulate,fastfun-method Man page
update,fastfun-method Man page
ZDT1 Man page
ZDT2 Man page
ZDT3 Man page
ZDT4 Man page
ZDT6 Man page

Files

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

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