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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.
Version: | 1.1.8 |
Depends: | DiceKriging, emoa |
Imports: | Rcpp (≥ 0.12.15), methods, rgenoud, pbivnorm, pso, randtoolbox, KrigInv, MASS, DiceDesign, ks, rgl |
LinkingTo: | Rcpp |
Suggests: | knitr, DiceOptim |
Published: | 2024-01-26 |
DOI: | 10.32614/CRAN.package.GPareto |
Author: | Mickael Binois, Victor Picheny |
Maintainer: | Mickael Binois <mickael.binois at inria.fr> |
BugReports: | https://github.com/mbinois/GPareto/issues |
License: | GPL-3 |
URL: | https://github.com/mbinois/GPareto |
NeedsCompilation: | yes |
Citation: | GPareto citation info |
Materials: | README NEWS |
In views: | Optimization |
CRAN checks: | GPareto results |
Reference manual: | GPareto.pdf |
Vignettes: |
a guide to the GPareto package |
Package source: | GPareto_1.1.8.tar.gz |
Windows binaries: | r-devel: GPareto_1.1.8.zip, r-release: GPareto_1.1.8.zip, r-oldrel: GPareto_1.1.8.zip |
macOS binaries: | r-release (arm64): GPareto_1.1.8.tgz, r-oldrel (arm64): GPareto_1.1.8.tgz, r-release (x86_64): GPareto_1.1.8.tgz, r-oldrel (x86_64): GPareto_1.1.8.tgz |
Old sources: | GPareto archive |
Reverse imports: | GPGame |
Reverse suggests: | biopixR, DiceOptim |
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These binaries (installable software) and packages are in development.
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