GPareto (Q40425)
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Gaussian Processes for Pareto Front Estimation and Optimization
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GPareto |
Gaussian Processes for Pareto Front Estimation and Optimization |
Statements
26 January 2024
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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.
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