GPareto

swMATH28711CRANGParetoMaRDI QIDQ40425

Gaussian Processes for Pareto Front Estimation and Optimization

Mickael Binois

Last update: 26 January 2024

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.1.7, 1.0.0, 1.0.1, 1.0.2, 1.0.3, 1.1.0, 1.1.1, 1.1.2, 1.1.3, 1.1.4.1, 1.1.4, 1.1.6, 1.1.8

Source code repository: https://github.com/cran/GPareto

Description

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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