Toolboxes and softwares for learning and optimization

DiceKriging / DiceOptim / DiceView

NKO participant: C. Chevalier, D. Ginsbourger, V. Picheny, Y. Richet

Kriging-based R packages. DiceKriging provides estimation, validation and prediction of kriging models; DiceOptim implements the EGO algorithm and its variants; DiceView allows quick vizualization of kriging models (with 2D/3D section views for high dimensions).

All the packages provide a full documentation with simple examples.

The package DiceOptim does not provide yet algorithms for noisy optimization, but a new version should be released soon. alpha-version of noisy kriging-based optimizers are available on demand (victor “dot” picheny “at” ecp “dot” fr or david “dot” ginsbourger “at” stat “dot” unibe “dot” ch).

The packages are downloadable directly from R or at the following URLs:


NKO participant: Felipe Viana

SURROGATES Toolbox is a general-purpose MATLAB library of multidimensional function approximation and surrogate-based 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.


Engineering Design via Surrogate Modelling: A Practical Guide Matlab code

NKO participant: Alexander Forrester

A large set of matlab functions that accompany the book Engineering Design via Surrogate Modelling: A Practical Guide by Dr. Alexander Forrester, Dr. Andras Sobester, Prof. Andy Keane. The code is split into the folders:

  • Sampling Plans
  • Constructing a Surrogate
  • Exploring and Exploiting a Surrogate
  • Advanced Concepts
  • Example Problems
  • Example Scripts

Link to the book description:

The functions are downloadable here:

SCILAB Krisp toolbox

NKO participants: Janis Janusevskis, Rodolphe Le Riche

This toolbox implements kriging based regression (also known as Gaussian process regression) and optimization of deterministic simulators. The toolbox consists of two main components:

  • Functions for creation of kriging model for deterministic or noisy data (correlation kernels, hyper-parameter estimation, prediction, cross-validation).
  • Methods implementing Efficient Global Optimization (EGO) for time consuming deterministic functions.

Full description and source code available here :

STK: A Small (Matlab/GNU Octave) Toolbox for Kriging

NKO participant: Julien Bect

Download on Sourceforge


  • Meant to be compatible with GNU Octave and Matlab(TM)
  • Provides a convenient research tool for working with kriging-based methods

Other toolboxes

Matlab toolbox:




Kriging and gaussian processes in several languages (C, C++, Matlab, Python):

Last modified: 2015-09-08 15:53 (external edit)