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 build surrogate models. Driven by the prediction uncertainty given by these models, several infill criteria have also been proposed in a multi-objective...