GPareto (1.1.0)

Gaussian Processes for Pareto Front Estimation and Optimization.

http://cran.r-project.org/web/packages/GPareto

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.

Maintainer: M. Binois
Author(s): Mickael Binois, Victor Picheny

License: GPL-3

Uses: DiceDesign, DiceKriging, emoa, KrigInv, ks, MASS, pbivnorm, pso, randtoolbox, Rcpp, rgenoud, knitr
Reverse suggests: DiceOptim

Released about 2 years ago.