Surrogate Modeling

"Surrogate models expedite the search for promising designs by standing in for expensive design evaluations or simulations. They provide a global model of some metric of a design (such as weight, aerodynamic drag, cost, etc.), which can then be optimized efficiently" [1]

You can find here interesting toolboxes and softwares for learning and optimization
▪ DiceKriging :
http://cran.r-project.org/web/packages/DiceKriging/index.html
▪ DiceOptim :
http://cran.r-project.org/web/packages/DiceOptim/index.html
▪ DiceView :
http://cran.r-project.org/web/packages/DiceView/index.html
▪ SURROGATES toolbox :
http://sites.google.com/site/fchegury/surrogatestoolbox
▪ Engineering Design via Surrogate Modelling :
http://www.personal.soton.ac.uk/aijf197/Website%20Code%20November%2010.zip
▪ SCILAB Krisp toolbox :
http://atoms.scilab.org/toolboxes/krisp/
▪ STK : A Small (Matlab/GNU Octave) Toolbox for Kriging :
http://sourceforge.net/projects/kriging/
▪ SUMO :
http://www.sumo.intec.ugent.be/?q=main
▪ DACE :
http://www2.imm.dtu.dk/~hbn/dace/
▪ GRENAT = GRadient ENhanced Approximation Toolbox
https://bitbucket.org/luclaurent/grenat
▪ GPML :
http://www.gaussianprocess.org/gpml/code/matlab/doc/

[1] Forrester, A., & Keane, A. (2008). Engineering design via surrogate modelling : a practical guide. John Wiley & Sons.