GPareto: An R Package for Gaussian-Process-Based Multi-Objective Optimization and Analysis

The GPareto package for R provides multi-objective optimization algorithms for expensive black-box functions and an ensemble of dedicated uncertainty quantification methods. Popular methods such as efficient global optimization in the mono-objective case rely on Gaussian processes or kriging to buil...

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Bibliographic Details
Main Authors: Mickaël Binois, Victor Picheny
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2019-05-01
Series:Journal of Statistical Software
Subjects:
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/2586