Driver ReferenceΒΆ

Driver Purpose
BayesOptimization Minimize an expensive objective function with Bayesian Optimization.
L_BFGS_B_Optimization Run a local gradient-based minimization using L-BFGS-B.
SimplexOptimization Run a local derivative-free minimization using the Downhill simplex algorithm (aka Nelder-Mead).
DifferentialEvolutionOptimization Run a global minimization using differential evolution.
BayesLeastSquare Run a least-square minimization using Bayesian optimization.
PCELeastSquare Run a global uncertainty quantification of a least-square problem using a polynomial chaos expansion (PCE) of the model functions of a least-square problem.
PCESensitivityAnalysis Run a sensitivity analysis using a polynomial chaos expansion (PCE) of the objective function.
GaussianProcessRegression Build up a Gaussian process regression of an objective function by sampling of the parameter space at postitions of maximal uncertainty.