View source: R/ParetoSetDensity.R
ParetoSetDensity | R Documentation |
Estimation of the density of Pareto optimal points in the variable space.
ParetoSetDensity( model, lower, upper, CPS = NULL, nsim = 50, simpoints = 1000, ... )
model |
list of objects of class |
lower |
vector of lower bounds for the variables, |
upper |
vector of upper bounds for the variables, |
CPS |
optional matrix containing points from Conditional Pareto Set Simulations (in the variable space), see details |
nsim |
optional number of conditional simulations to perform if |
simpoints |
(optional) If |
... |
further arguments to be passed to |
This function estimates the density of Pareto optimal points in the variable space given by the surrogate models. Based on conditional simulations of the objectives at simulation points, Conditional Pareto Set (CPS) simulations are obtained, out of which a density is fitted.
This function relies on the ks-package
package for the kernel density estimation.
An object of class kde
accounting for the
estimated density of Pareto optimal points.
## Not run: #--------------------------------------------------------------------------- # Example of estimation of the density of Pareto optimal points #--------------------------------------------------------------------------- set.seed(42) n_var <- 2 fname <- P1 lower <- rep(0, n_var) upper <- rep(1, n_var) res1 <- easyGParetoptim(fn = fname, lower = lower, upper = upper, budget = 15, control=list(method = "EHI", inneroptim = "pso", maxit = 20)) estDens <- ParetoSetDensity(res1$model, lower = lower, upper = upper) # graphics par(mfrow = c(1,2)) plot(estDens, display = "persp", xlab = "X1", ylab = "X2") plot(estDens, display = "filled.contour2", main = "Estimated density of Pareto optimal point") points(res1$model[[1]]@X[,1], res1$model[[2]]@X[,2], col="blue") points(estDens$x[, 1], estDens$x[, 2], pch = 20, col = rgb(0, 0, 0, 0.15)) par(mfrow = c(1,1)) ## End(Not run)
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