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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2019-05-01
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| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/2586 |
| _version_ | 1828179915381407744 |
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| author | Mickaël Binois Victor Picheny |
| author_facet | Mickaël Binois Victor Picheny |
| author_sort | Mickaël Binois |
| collection | DOAJ |
| description | 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 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 Pareto front estimation 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 user-friendliness, where many efforts have been put on providing graphical postprocessing, standard tuning and interactivity. |
| first_indexed | 2024-04-12T05:37:07Z |
| format | Article |
| id | doaj.art-de78bb3a92074a08859ac1e2d0753b96 |
| institution | Directory Open Access Journal |
| issn | 1548-7660 |
| language | English |
| last_indexed | 2024-04-12T05:37:07Z |
| publishDate | 2019-05-01 |
| publisher | Foundation for Open Access Statistics |
| record_format | Article |
| series | Journal of Statistical Software |
| spelling | doaj.art-de78bb3a92074a08859ac1e2d0753b962022-12-22T03:45:49ZengFoundation for Open Access StatisticsJournal of Statistical Software1548-76602019-05-0189113010.18637/jss.v089.i081295GPareto: An R Package for Gaussian-Process-Based Multi-Objective Optimization and AnalysisMickaël BinoisVictor PichenyThe 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 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 Pareto front estimation 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 user-friendliness, where many efforts have been put on providing graphical postprocessing, standard tuning and interactivity.https://www.jstatsoft.org/index.php/jss/article/view/2586krigingpareto frontefficient global optimizationuncertainty quantification |
| spellingShingle | Mickaël Binois Victor Picheny GPareto: An R Package for Gaussian-Process-Based Multi-Objective Optimization and Analysis Journal of Statistical Software kriging pareto front efficient global optimization uncertainty quantification |
| title | GPareto: An R Package for Gaussian-Process-Based Multi-Objective Optimization and Analysis |
| title_full | GPareto: An R Package for Gaussian-Process-Based Multi-Objective Optimization and Analysis |
| title_fullStr | GPareto: An R Package for Gaussian-Process-Based Multi-Objective Optimization and Analysis |
| title_full_unstemmed | GPareto: An R Package for Gaussian-Process-Based Multi-Objective Optimization and Analysis |
| title_short | GPareto: An R Package for Gaussian-Process-Based Multi-Objective Optimization and Analysis |
| title_sort | gpareto an r package for gaussian process based multi objective optimization and analysis |
| topic | kriging pareto front efficient global optimization uncertainty quantification |
| url | https://www.jstatsoft.org/index.php/jss/article/view/2586 |
| work_keys_str_mv | AT mickaelbinois gparetoanrpackageforgaussianprocessbasedmultiobjectiveoptimizationandanalysis AT victorpicheny gparetoanrpackageforgaussianprocessbasedmultiobjectiveoptimizationandanalysis |