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GPareto

Gaussian Processes for Pareto Front Estimation and Optimization

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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1.1.9 2026-04-09 windows/windows R-4.5 GPareto_1.1.9.zip 1.5 MiB

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