GPareto


The GPareto package for R provides multi-objective optimization algorithms for expensive black-box functions and uncertainty quantification methods. Popular methods such as EGO in the mono-objective case relies on Gaussian processes or Kriging to build surrogate models.

Driven by the prediction uncertainty given by these models, several infill criteria have also been proposed in a multi-objective setup to select new points sequentially and efficiently cope with severely limited evaluation budgets.

They are implemented in the package, in addition with estimation of the whole Pareto front location and uncertainty quantification visualization in the design and objective spaces. Finally, it attempts to fill the gap between expert use of the corresponding methods and simple usage, where many efforts have been put on providing graphical visualization, standard tuning and interactivity.


Informations générales
Suivi
Maintenu
Informations spécifiques
Langage(s) de développement
R
N° de version courante
V1.03
Date de la version courante
OS supporté
Type de licence


Porteur(s)
Unité
MIAT
Equipe
MAD
Auteur(s)
Victor Picheny
Mickaël Binois
Contact
victor.picheny@inra.fr


 

 

Système d'information scientifique MIA classé par unité (UR, UMR)

Logo BIOSP     Logo MISTEA     Logo MIA Toulouse     Logo MaIAGE     Logo MIA Paris