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SURROGATES

swMATH ID: 7575
Software Authors: Viana, F.A.C
Description: SURROGATES Toolbox is a general-purpose MATLAB library of multidimensional function approximation and optimization methods. The current version includes the following capabilities: Design of experiments: central composite design, full factorial design, Latin hypercube design, D-optimal and maxmin designs. Surrogates: kriging, polynomial response surface, radial basis neural network, and support vector regression. Analysis of error and cross validation: leave-one-out and k-fold cross-validation, and classical error analysis (coefficient of determination, standard error; root mean square error; and others). Surrogate-based optimization: efficient global optimization (EGO) algorithm. Other capabilities: global sensitivity analysis and conservative surrogates via safety margin.
Homepage: https://sites.google.com/site/felipeacviana/surrogatestoolbox
Dependencies: Matlab
Related Software: EGO; DACE; Matlab; DiceOptim; DiceKriging; SPACE; MLMSRBF; GitHub; Sheppack; MOEA/D; HypE; Virtual library; ooDACE; Scikit; OPTI; NOMAD; NLopt; ParEGO; MultiMin; SVM
Cited in: 14 Documents
Further Publications: https://sites.google.com/site/felipeacviana/publications

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