Mining Markov Network Surrogates for Value-Added Optimisation

Surrogate fitness functions are a popular technique for speeding up metaheuristics, replacing calls to a costly fitness function with calls to a cheap model. However, surrogates also represent an explicit model of the fitness function, which can be exploited beyond approximating the fitness of solutions. This paper proposes that mining surrogate fitness models can yield useful additional information on the problem to the decision maker, adding value to the optimisation process. An existing fitness model based on Markov networks is presented and applied to the optimisation of glazing on a building facade. Analysis of the model reveals how its parameters point towards the global optima of the problem after only part of the optimisation run, and reveals useful properties like the relative sensitivities of the problem variables

Mining Markov Network Surrogates to Explain the Results of Metaheuristic Optimisation

Metaheuristics are randomised search algorithms that are effective at finding ”good enough” solutions to optimisation problems. However, they present no justification for the generated solutions, and are non-trivial to analyse. We propose that identifying which combinations of variables strongly influence solution quality, and the nature of that relationship, represents a step towards explaining the choices made by the algorithm. Here, we present an approach to mining this information from a “surrogate fitness function” within a metaheuristic. The approach is demonstrated with two simple examples and a real-world case study

Mining Markov Network Surrogates to Explain the Results of Metaheuristic Optimisation

Metaheuristics are randomised search algorithms that are effective at finding ”good enough” solutions to optimisation problems. However, they present no justification for the generated solutions, and are non-trivial to analyse. We propose that identifying which combinations of variables strongly influence solution quality, and the nature of that relationship, represents a step towards explaining the choices made by the algorithm. Here, we present an approach to mining this information from a “surrogate fitness function” within a metaheuristic. The approach is demonstrated with two simple examples and a real-world case study