GPareto: Gaussian Processes for Pareto Front Estimation and Optimization

Gaussian process regression models, a.k.a. kriging models, are applied to global multiobjective optimization of black-box functions. Multiobjective 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: 1.0.2
Depends: DiceKriging (≥ 1.5.3), emoa, methods
Imports: Rcpp (≥ 0.11.1), rgenoud, pbivnorm, pso, randtoolbox, KrigInv, MASS, DiceDesign (≥ 1.4), ks
LinkingTo: Rcpp
Suggests: knitr
Published: 2016-03-02
Author: Mickael Binois, Victor Picheny
Maintainer: Mickael Binois <mickael.binois at mines-stetienne.fr>
License: GPL-3
NeedsCompilation: yes
Materials: NEWS
CRAN checks: GPareto results

Downloads:

Reference manual: GPareto.pdf
Vignettes: a guide to the GPareto package
Package source: GPareto_1.0.2.tar.gz
Windows binaries: r-devel: GPareto_1.0.2.zip, r-release: GPareto_1.0.2.zip, r-oldrel: GPareto_1.0.2.zip
OS X Snow Leopard binaries: r-release: GPareto_1.0.2.tgz, r-oldrel: GPareto_1.0.0.tgz
OS X Mavericks binaries: r-release: GPareto_1.0.2.tgz
Old sources: GPareto archive