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

Files in this package

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.