Evolutionary model type selection for global surrogate modeling

Due to the scale and computational complexity of currently used simulation codes, global surrogate (metamodels) models have become indispensable tools for exploring and understanding the design space. Due to their compact formulation they are cheap to evaluate and thus readily facilitate visualization, design space exploration, rapid prototyping, and sensitivity analysis. They can also be used as accurate building blocks in design packages or larger simulation environments. Consequently, there is great interest in techniques that facilitate the construction of such approximation models while minimizing the computational cost and maximizing model accuracy. Many surrogate model types exist ( Support Vector Machines, Kriging, Neural Networks, etc.) but no type is optimal in all circumstances. Nor is there any hard theory available that can help make this choice. In this paper we present an automatic approach to the model type selection problem. We describe an adaptive global surrogate modeling environment with adaptive sampling, driven by speciated evolution. Different model types are evolved cooperatively using a Genetic Algorithm ( heterogeneous evolution) and compete to approximate the iteratively selected data. In this way the optimal model type and complexity for a given data set or simulation code can be dynamically determined. Its utility and performance is demonstrated on a number of problems where it outperforms traditional sequential execution of each model type

Efficient Benchmarking of Algorithm Configuration Procedures via Model-Based Surrogates

The optimization of algorithm (hyper-)parameters is crucial for achieving peak performance across a wide range of domains, ranging from deep neural networks to solvers for hard combinatorial problems. The resulting algorithm configuration (AC) problem has attracted much attention from the machine learning community. However, the proper evaluation of new AC procedures is hindered by two key hurdles. First, AC benchmarks are hard to set up. Second and even more significantly, they are computationally expensive: a single run of an AC procedure involves many costly runs of the target algorithm whose performance is to be optimized in a given AC benchmark scenario. One common workaround is to optimize cheap-to-evaluate artificial benchmark functions (e.g., Branin) instead of actual algorithms; however, these have different properties than realistic AC problems. Here, we propose an alternative benchmarking approach that is similarly cheap to evaluate but much closer to the original AC problem: replacing expensive benchmarks by surrogate benchmarks constructed from AC benchmarks. These surrogate benchmarks approximate the response surface corresponding to true target algorithm performance using a regression model, and the original and surrogate benchmark share the same (hyper-)parameter space. In our experiments, we construct and evaluate surrogate benchmarks for hyperparameter optimization as well as for AC problems that involve performance optimization of solvers for hard combinatorial problems, drawing training data from the runs of existing AC procedures. We show that our surrogate benchmarks capture overall important characteristics of the AC scenarios, such as high- and low-performing regions, from which they were derived, while being much easier to use and orders of magnitude cheaper to evaluate

Multiobjective global surrogate modeling, dealing with the 5-percent problem

When dealing with computationally expensive simulation codes or process measurement data, surrogate modeling methods are firmly established as facilitators for design space exploration, sensitivity analysis, visualization, prototyping and optimization. Typically the model parameter (=hyperparameter) optimization problem as part of global surrogate modeling is formulated in a single objective way. Models are generated according to a single objective (accuracy). However, this requires an engineer to determine a single accuracy target and measure upfront, which is hard to do if the behavior of the response is unknown. Likewise, the different outputs of a multi-output system are typically modeled separately by independent models. Again, a multiobjective approach would benefit the domain expert by giving information about output correlation and enabling automatic model type selection for each output dynamically. With this paper the authors attempt to increase awareness of the subtleties involved and discuss a number of solutions and applications. In particular, we present a multiobjective framework for global surrogate model generation to help tackle both problems and that is applicable in both the static and sequential design (adaptive sampling) case

Impact of sampling technique on the performance of surrogate models generated with artificial neural network (ANN): A case study for a natural gas stabilization unit

Data-driven models are essential tools for the development of surrogate models that can be used for the design, operation, and optimization of industrial processes. One approach of developing surrogate models is through the use of input-output data obtained from a process simulator. To enhance the model robustness, proper sampling techniques are required to cover the entire domain of the process variables uniformly. In the present work, Monte Carlo with pseudo-random samples as well as Latin hypercube samples and quasi-Monte Carlo samples with Hammersley Sequence Sampling (HSS) are generated. The sampled data obtained from the process simulator are fitted to neural networks for generating a surrogate model. An illustrative case study is solved to predict the gas stabilization unit performance. From the developed surrogate models to predict process data, it can be concluded that of the different sampling methods, Latin hypercube sampling and HSS have better performance than the pseudo-random sampling method for designing the surrogate model. This argument is based on the maximum absolute value, standard deviation, and the confidence interval for the relative average error as obtained from different sampling techniques.Qatar UniversityScopu