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

An Ensemble Surrogate-Based Framework for Expensive Multiobjective Evolutionary Optimization

Surrogate-assisted evolutionary algorithms (SAEAs) have become very popular for tackling computationally expensive multiobjective optimization problems (EMOPs), as the surrogate models in SAEAs can approximate EMOPs well, thereby reducing the time cost of the optimization process. However, with the increased number of decision variables in EMOPs, the prediction accuracy of surrogate models will deteriorate, which inevitably worsens the performance of SAEAs. To deal with this issue, this article suggests an ensemble surrogate-based framework for tackling EMOPs. In this framework, a global surrogate model is trained under the entire search space to explore the global area, while a number of surrogate submodels are trained under different search subspaces to exploit the subarea, so as to enhance the prediction accuracy and reliability. Moreover, a new infill sampling criterion is designed based on a set of reference vectors to select promising samples for training the models. To validate the generality and effectiveness of our framework, three state-of-the-art evolutionary algorithms [nondominated sorting genetic algorithm III (NSGA-III), multiobjective evolutionary algorithm based on decomposition with differential evolution (MOEA/D-DE) and reference vector-guided evolutionary algorithm (RVEA)] are embedded, which significantly improve their performance for solving most of the test EMOPs adopted in this article. When compared to some competitive SAEAs for solving EMOPs with up to 30 decision variables, the experimental results also validate the advantages of our approach in most cases

Rank-Based Learning and Local Model Based Evolutionary Algorithm for High-Dimensional Expensive Multi-Objective Problems

Surrogate-assisted evolutionary algorithms have been widely developed to solve complex and computationally expensive multi-objective optimization problems in recent years. However, when dealing with high-dimensional optimization problems, the performance of these surrogate-assisted multi-objective evolutionary algorithms deteriorate drastically. In this work, a novel Classifier-assisted rank-based learning and Local Model based multi-objective Evolutionary Algorithm (CLMEA) is proposed for high-dimensional expensive multi-objective optimization problems. The proposed algorithm consists of three parts: classifier-assisted rank-based learning, hypervolume-based non-dominated search, and local search in the relatively sparse objective space. Specifically, a probabilistic neural network is built as classifier to divide the offspring into a number of ranks. The offspring in different ranks uses rank-based learning strategy to generate more promising and informative candidates for real function evaluations. Then, radial basis function networks are built as surrogates to approximate the objective functions. After searching non-dominated solutions assisted by the surrogate model, the candidates with higher hypervolume improvement are selected for real evaluations. Subsequently, in order to maintain the diversity of solutions, the most uncertain sample point from the non-dominated solutions measured by the crowding distance is selected as the guided parent to further infill in the uncertain region of the front. The experimental results of benchmark problems and a real-world application on geothermal reservoir heat extraction optimization demonstrate that the proposed algorithm shows superior performance compared with the state-of-the-art surrogate-assisted multi-objective evolutionary algorithms. The source code for this work is available at https://github.com/JellyChen7/CLMEA

Parallel surrogate-assisted global optimization with expensive functions – a survey

Surrogate assisted global optimization is gaining popularity. Similarly, modern advances in computing power increasingly rely on parallelization rather than faster processors. This paper examines some of the methods used to take advantage of parallelization in surrogate based global optimization. A key issue focused on in this review is how different algorithms balance exploration and exploitation. Most of the papers surveyed are adaptive samplers that employ Gaussian Process or Kriging surrogates. These allow sophisticated approaches for balancing exploration and exploitation and even allow to develop algorithms with calculable rate of convergence as function of the number of parallel processors. In addition to optimization based on adaptive sampling, surrogate assisted parallel evolutionary algorithms are also surveyed. Beyond a review of the present state of the art, the paper also argues that methods that provide easy parallelization, like multiple parallel runs, or methods that rely on population of designs for diversity deserve more attention.United States. Dept. of Energy (National Nuclear Security Administration. Advanced Simulation and Computing Program. Cooperative Agreement under the Predictive Academic Alliance Program. DE-NA0002378

A survey on handling computationally expensive multiobjective optimization problems with evolutionary algorithms

This is the author accepted manuscript. The final version is available from Springer Verlag via the DOI in this record.Evolutionary algorithms are widely used for solving multiobjective optimization problems but are often criticized because of a large number of function evaluations needed. Approximations, especially function approximations, also referred to as surrogates or metamodels are commonly used in the literature to reduce the computation time. This paper presents a survey of 45 different recent algorithms proposed in the literature between 2008 and 2016 to handle computationally expensive multiobjective optimization problems. Several algorithms are discussed based on what kind of an approximation such as problem, function or fitness approximation they use. Most emphasis is given to function approximation-based algorithms. We also compare these algorithms based on different criteria such as metamodeling technique and evolutionary algorithm used, type and dimensions of the problem solved, handling constraints, training time and the type of evolution control. Furthermore, we identify and discuss some promising elements and major issues among algorithms in the literature related to using an approximation and numerical settings used. In addition, we discuss selecting an algorithm to solve a given computationally expensive multiobjective optimization problem based on the dimensions in both objective and decision spaces and the computation budget available.The research of Tinkle Chugh was funded by the COMAS Doctoral Program (at the University of Jyväskylä) and FiDiPro Project DeCoMo (funded by Tekes, the Finnish Funding Agency for Innovation), and the research of Dr. Karthik Sindhya was funded by SIMPRO project funded by Tekes as well as DeCoMo

Boosting data-driven evolutionary algorithm with localized data generation

By efficiently building and exploiting surrogates, data-driven evolutionary algorithms (DDEAs) can be very helpful in solving expensive and computationally intensive problems. However, they still often suffer from two difficulties. First, many existing methods for building a single ad hoc surrogate are suitable for some special problems but may not work well on some other problems. Second, the optimization accuracy of DDEAs deteriorates if available data are not enough for building accurate surrogates, which is common in expensive optimization problems. To this end, this article proposes a novel DDEA with two efficient components. First, a boosting strategy (BS) is proposed for self-aware model managements, which can iteratively build and combine surrogates to obtain suitable surrogate models for different problems. Second, a localized data generation (LDG) method is proposed to generate synthetic data to alleviate data shortage and increase data quantity, which is achieved by approximating fitness through data positions. By integrating the BS and the LDG, the BDDEA-LDG algorithm is able to improve model accuracy and data quantity at the same time automatically according to the problems at hand. Besides, a tradeoff is empirically considered to strike a better balance between the effectiveness of surrogates and the time cost for building them. The experimental results show that the proposed BDDEA-LDG algorithm can generally outperform both traditional methods without surrogates and other state-of-the-art DDEA son widely used benchmarks and an arterial traffic signal timing real-world optimization problem. Furthermore, the proposed BDDEA-LDG algorithm can use only about 2% computational budgets of traditional methods for producing competitive results