dolka-package: Utility Functions for Bayesian Optimization

dolka-packageR Documentation

Utility Functions for Bayesian Optimization

Description

Transitional package for Bayes Optimization using either DiceKriging or rlikriging for the kriging steps.

Authors

  • Most of the functions devoted to Kriging are to be credited to the authors of the DiceKriging package: Oliver Roustant, David Ginsbourger and Yves Deville, or to its contributors: Clement Chevalier and Yann Richet.

  • Most of the functions devoted to Bayesian Optimization are to be credited to the authors of the DiceOptim: Victor Picheny, David Ginsbourger and Olivier Roustant or to contributors: Michael Binois, Sebastien Marmin and Tobias Wagner.

  • Most of the functions devoted to kriging inversion are to be credited to the authors of the KrigInv package: Clement Chevalier, Victor Picheny, David Ginsbourger and Dario Azzimonti.

    Yves Deville performed some refactoring of the functions and of their examples. Note that this can result in new errors. In case of doubt, use the original packages.

Note

The package is transitional, meaning that it may exist only for a quite short period. Hopefully the implemented functions may continue to be available in other R packages.


libKriging/dolka documentation built on April 14, 2022, 7:17 a.m.