We propose a novel surrogate-assisted Evolutionary Algorithm for solving expensive combinatorial optimization problems. We integrate a surrogate model, which is used for fitness value estimation, into a state-of-the-art P3-like variant of the Gene-Pool Optimal Mixing Algorithm (GOMEA) and adapt the resulting algorithm for solving non-binary combinatorial problems. We test the proposed algorithm on an ensemble learning problem. Ensembling several models is a common Machine Learning technique to achieve better performance. We consider ensembles of several models trained on disjoint subsets of a dataset. Finding the best dataset partitioning is naturally a combinatorial non-binary optimization problem. Fitness function evaluations can be extremely expensive if complex models, such as Deep Neural Networks, are used as learners in an ensemble. Therefore, the number of fitness function evaluations is typically limited, necessitating expensive optimization techniques. In our experiments we use five classification datasets from the OpenML-CC18 benchmark and Support-vector Machines as learners in an ensemble. The proposed algorithm demonstrates better performance than alternative approaches, including Bayesian optimization algorithms. It manages to find better solutions using just several thousand fitness function evaluations for an ensemble learning problem with up to 500 variables.
Feature selection is an intractable problem, therefore practical algorithms often trade off the solution accuracy against the computation time. In this paper, we propose a novel multi-stage feature selection framework utilizing multiple levels of approximations, or surrogates. Such a framework allows for using wrapper approaches in a much more computationally efficient way, significantly increasing the quality of feature selection solutions achievable, especially on large datasets. We design and evaluate a Surrogate-Assisted Genetic Algorithm (SAGA) which utilizes this concept to guide the evo…
We propose a surrogate-assisted reference vector adaptation (SRVA) method to solve expensive multi- and many-objective optimization problems with various Pareto front shapes. SRVA is coupled with a multi-objective Bayesian optimization (MBO) algorithm using reference vectors for scalarization of objective functions. The Kriging surrogate models for MBO is used to estimate the Pareto front shape and generate adaptive reference vectors uniformly distributed on the estimated Pareto front. We combine SRVA with expected improvement of penalty-based boundary intersection as an infill criterion for M…
Real-world optimisation problems typically have objective functions which cannot be expressed analytically. These optimisation problems are evaluated through expensive physical experiments or simulations. Cheap approximations of the objective function can reduce the computational requirements for solving these expensive optimisation problems. These cheap approximations may be machine learning or statistical models and are known as surrogate models. This paper introduces a simulation of a well-known batch processing problem in the literature. Evolutionary algorithms such as Genetic Algorithm (G…
Recent progress in reinforcement learning (RL) has started producing generally capable agents that can solve a distribution of complex environments. These agents are typically tested on fixed, human-authored environments. On the other hand, quality diversity (QD) optimization has been proven to be an effective component of environment generation algorithms, which can generate collections of high-quality environments that are diverse in the resulting agent behaviors. However, these algorithms require potentially expensive simulations of agents on newly generated environments. We propose Deep Su…
Decades of progress in simulation-based surrogate-assisted optimization and unprecedented growth in computational power have enabled researchers and practitioners to optimize previously intractable complex engineering problems. This paper investigates the possible benefit of a concurrent utilization of multiple simulation-based surrogate models to solve complex discrete optimization problems. To fulfill this, the so-called Self-Adaptive Multi-surrogate Assisted Efficient Global Optimization algorithm (SAMA-DiEGO), which features a two-stage online model management strategy, is proposed and fur…
This paper presents a novel mechanism to adapt surrogate-assisted population-based algorithms. This mechanism is applied to ACM-ES, a recently proposed surrogate-assisted variant of CMA-ES. The resulting algorithm, saACM-ES, adjusts online the lifelength of the current surrogate model (the number of CMA-ES generations before learning a new surrogate) and the surrogate hyper-parameters. Both heuristics significantly improve the quality of the surrogate model, yielding a significant speed-up of saACM-ES compared to the ACM-ES and CMA-ES baselines. The empirical validation of saACM-ES on the BBOB…
Cognizant Technology Solutions（高知特科技解决方案公司）；The University of Texas at Austin（德克萨斯大学奥斯汀分校）
There is now significant historical data available on decision making in organizations, consisting of the decision problem, what decisions were made, and how desirable the outcomes were. Using this data, it is possible to learn a surrogate model, and with that model, evolve a decision strategy that optimizes the outcomes. This paper introduces a general such approach, called Evolutionary Surrogate-Assisted Prescription, or ESP. The surrogate is, for example, a random forest or a neural network trained with gradient descent, and the strategy is a neural network that is evolved to maximize the p…
Virginia Tech（弗吉尼亚理工学院）；US Army Research Laboratory（美国陆军研究实验室）；US Army, ERDC-GRL（美国陆军ERDC-GRL）
In this paper, we propose a surrogate-assisted evolutionary algorithm (EA) for hyperparameter optimization of machine learning (ML) models. The proposed STEADE model initially estimates the objective function landscape using RadialBasis Function interpolation, and then transfers the knowledge to an EA technique called Differential Evolution that is used to evolve new solutions guided by a Bayesian optimization framework. We empirically evaluate our model on the hyperparameter optimization problems as a part of the black box optimization challenge at NeurIPS 2020 and demonstrate the improvement…
In this paper, we propose a novel approach (SAPEO) to support the survival selection process in multi-objective evolutionary algorithms with surrogate models - it dynamically chooses individuals to evaluate exactly based on the model uncertainty and the distinctness of the population. We introduce variants that differ in terms of the risk they allow when doing survival selection. Here, the anytime performance of different SAPEO variants is evaluated in conjunction with an SMS-EMOA using the BBOB bi-objective benchmark. We compare the obtained results with the performance of the regular SMS-EMO…
In the paper, a multi-objective evolutionary surrogate-assisted approach for the fast and effective generative design of coastal breakwaters is proposed. To approximate the computationally expensive objective functions, the deep convolutional neural network is used as a surrogate model. This model allows optimizing a configuration of breakwaters with a different number of structures and segments. In addition to the surrogate, an assistant model was developed to estimate the confidence of predictions. The proposed approach was tested on the synthetic water area, the SWAN model was used to calcu…
Many applications in machine learning require optimizing a function whose true gradient is unknown, but where surrogate gradient information (directions that may be correlated with, but not necessarily identical to, the true gradient) is available instead. This arises when an approximate gradient is easier to compute than the full gradient (e.g. in meta-learning or unrolled optimization), or when a true gradient is intractable and is replaced with a surrogate (e.g. in certain reinforcement learning applications, or when using synthetic gradients). We propose Guided Evolutionary Strategies, a m…
Chemical plant design and optimisation have proven challenging due to the complexity of these real-world systems. The resulting complexity translates into high computational costs for these systems' mathematical formulations and simulation models. Research has illustrated the benefits of using machine learning surrogate models as substitutes for computationally expensive models during optimisation. This paper extends recent research into optimising chemical plant design and operation. The study further explores Surrogate Assisted Genetic Algorithms (SA-GA) in more complex variants of the origi…
Building a surrogate model of an objective function has shown to be effective to assist evolutionary algorithms (EAs) to solve real-world complex optimisation problems which involve either computationally expensive numerical simulations or costly physical experiments. However, their effectiveness mostly focuses on small-scale problems with less than 10 decision variables. The scalability of surrogate assisted EAs (SAEAs) have not been well studied yet. In this paper, we propose a Gaussian process surrogate model assisted EA for medium-scale expensive multi-objective optimisation problems with …
East China University of Science and Technology（华东理工大学）；University of Surrey（萨里大学）
Data-driven optimization has found many successful applications in the real world and received increased attention in the field of evolutionary optimization. Most existing algorithms assume that the data used for optimization is always available on a central server for construction of surrogates. This assumption, however, may fail to hold when the data must be collected in a distributed way and is subject to privacy restrictions. This paper aims to propose a federated data-driven evolutionary multi-/many-objective optimization algorithm. To this end, we leverage federated learning for surrogat…
Czech Technical University（捷克技术大学）；Charles University in Prague（布拉格查理大学）；Czech Academy of Sciences（捷克科学院）
Surrogate modeling has become a valuable technique for black-box optimization tasks with expensive evaluation of the objective function. In this paper, we investigate the relationship between the predictive accuracy of surrogate models and features of the black-box function landscape. We also study properties of features for landscape analysis in the context of different transformations and ways of selecting the input data. We perform the landscape analysis of a large set of data generated using runs of a surrogate-assisted version of the Covariance Matrix Adaptation Evolution Strategy on the …
We propose a new approach for building recommender systems by adapting surrogate-assisted interactive genetic algorithms. A pool of user-evaluated items is used to construct an approximative model which serves as a surrogate fitness function in a genetic algorithm for optimizing new suggestions. The surrogate is used to recommend new items to the user, which are then evaluated according to the user's liking and subsequently removed from the search space. By updating the surrogate model after new recommendations have been evaluated by the user, we enable the model itself to evolve towards the u…
Offline Multi-Task Multi-Objective Data-Driven Evolutionary Algorithm with Language Surrogate Model and Implicit Q-Learning
School of Computer Science and Engineering, South China University of Technology, Guangzhou, China.（计算机科学与工程学院，华南理工大学，广州，中国）；College of Artificial Intelligence, Nankai University, Tianjin, China.（人工智能学院，南开大学，天津，中国）；Hanyang University, 15588 Ansan, South Korea.（翰阳大学，韩国安山15588）
Evolutionary Reinforcement Learning (ERL) that applying Evolutionary Algorithms (EAs) to optimize the weight parameters of Deep Neural Network (DNN) based policies has been widely regarded as an alternative to traditional reinforcement learning methods. However, the evaluation of the iteratively generated population usually requires a large amount of computational time and can be prohibitively expensive, which may potentially restrict the applicability of ERL. Surrogate is often used to reduce the computational burden of evaluation in EAs. Unfortunately, in ERL, each individual of policy usual…
Evolutionary Strategies (ES) are known to be an effective black-box optimization technique for deep neural networks when the true gradients cannot be computed, such as in Reinforcement Learning. We continue a recent line of research that uses surrogate gradients to improve the gradient estimation of ES. We propose a novel method to optimally incorporate surrogate gradient information. Our approach, unlike previous work, needs no information about the quality of the surrogate gradients and is always guaranteed to find a descent direction that is better than the surrogate gradient. This allows t…
Most existing multiobjetive evolutionary algorithms (MOEAs) implicitly assume that each objective function can be evaluated within the same period of time. Typically. this is untenable in many real-world optimization scenarios where evaluation of different objectives involves different computer simulations or physical experiments with distinct time complexity. To address this issue, a transfer learning scheme based on surrogate-assisted evolutionary algorithms (SAEAs) is proposed, in which a co-surrogate is adopted to model the functional relationship between the fast and slow objective functi…
Large Language Model-Driven Surrogate-Assisted Evolutionary Algorithm for Expensive Optimization
Department of Electrical and Electronic Engineering, The Hong Kong Polytechnic University（香港理工大学电子与电气工程系）；College of Computer Science and Software Engineering, Shenzhen University（深圳大学计算机科学与软件工程学院）；School of Automation and Intelligent Manufacturing, Southern University of Science and Technology（南方科技大学自动化与智能制造学院）；Academy of Artificial Intelligence, College of Mathematics Science, Inner Mongolia Normal University（内蒙古师范大学数学科学学院人工智能学院）；Key Laboratory of Collaborative Intelligence Systems, Ministry of Education, Xidian University（西安电子科技大学教育部协同智能系统重点实验室）
Reasonable setting of traffic signals can be very helpful in alleviating congestion in urban traffic networks. Meta-heuristic optimization algorithms have proved themselves to be able to find high-quality signal timing plans. However, they generally suffer from performance deterioration when solving large-scale traffic signal optimization problems due to the huge search space and limited computational budget. Directing against this issue, this study proposes a surrogate-assisted cooperative signal optimization (SCSO) method. Different from existing methods that directly deal with the entire tr…
By remarkably reducing real fitness evaluations, surrogate-assisted evolutionary algorithms (SAEAs), especially hierarchical SAEAs, have been shown to be effective in solving computationally expensive optimization problems. The success of hierarchical SAEAs mainly profits from the potential benefit of their global surrogate models known as "blessing of uncertainty" and the high accuracy of local models. However, their performance leaves room for improvement on highdimensional problems since now it is still challenging to build accurate enough local models due to the huge solution space. Direct…
An enhanced geothermal system is essential to provide sustainable and long-term geothermal energy supplies and reduce carbon emissions. Optimal well-control scheme for effective heat extraction and improved heat sweep efficiency plays a significant role in geothermal development. However, the optimization performance of most existing optimization algorithms deteriorates as dimension increases. To solve this issue, a novel surrogate-assisted level-based learning evolutionary search algorithm (SLLES) is proposed for heat extraction optimization of enhanced geothermal system. SLLES consists of cl…
Institute for Intelligent Systems, University of Johannesburg（约翰内斯堡大学智能系统研究所）；Faculty of Engineering and the Built Environment, University of Johannesburg（约翰内斯堡大学工程与建筑环境学院）；Department of Statistical Sciences, University of Cape Town（开普敦大学统计科学系）
Portfolio management is a multi-period multi-objective optimisation problem subject to a wide range of constraints. However, in practice, portfolio management is treated as a single-period problem partly due to the computationally burdensome hyper-parameter search procedure needed to construct a multi-period Pareto frontier. This study presents the \gls{ParDen-Sur} modelling framework to efficiently perform the required hyper-parameter search. \gls{ParDen-Sur} extends previous surrogate frameworks by including a reservoir sampling-based look-ahead mechanism for offspring generation in \glspl{E…
Deep convolutional neural networks have demonstrated promising performance on image classification tasks, but the manual design process becomes more and more complex due to the fast depth growth and the increasingly complex topologies of convolutional neural networks. As a result, neural architecture search has emerged to automatically design convolutional neural networks that outperform handcrafted counterparts. However, the computational cost is immense, e.g. 22,400 GPU-days and 2,000 GPU-days for two outstanding neural architecture search works named NAS and NASNet, respectively, which moti…
Significant effort has been made to solve computationally expensive optimization problems in the past two decades, and various optimization methods incorporating surrogates into optimization have been proposed. However, most optimization toolboxes do not consist of ready-to-run algorithms for computationally expensive problems, especially in combination with other key requirements, such as handling multiple conflicting objectives or constraints. Thus, the lack of appropriate software packages has become a bottleneck for solving real-world applications. The proposed framework, pysamoo, addresse…
University of New South Wales（新南威尔士大学）；University of Sydney（悉尼大学）；SRM Institute of Science and Technology（SRM科学技术研究所）
The complex and computationally expensive nature of landscape evolution models pose significant challenges in the inference and optimisation of unknown parameters. Bayesian inference provides a methodology for estimation and uncertainty quantification of unknown model parameters. In our previous work, we developed parallel tempering Bayeslands as a framework for parameter estimation and uncertainty quantification for the Badlands landscape evolution model. Parallel tempering Bayeslands features high-performance computing with dozens of processing cores running in parallel to enhance computatio…
In this paper, we propose an efficient NAS algorithm for generating task-specific models that are competitive under multiple competing objectives. It comprises of two surrogates, one at the architecture level to improve sample efficiency and one at the weights level, through a supernet, to improve gradient descent training efficiency. On standard benchmark datasets (C10, C100, ImageNet), the resulting models, dubbed NSGANetV2, either match or outperform models from existing approaches with the search being orders of magnitude more sample efficient. Furthermore, we demonstrate the effectiveness…
The integration of Reinforcement Learning (RL) and Evolutionary Algorithms (EAs) aims at simultaneously exploiting the sample efficiency as well as the diversity and robustness of the two paradigms. Recently, hybrid learning frameworks based on this principle have achieved great success in various challenging robot control tasks. However, in these methods, policies from the genetic population are evaluated via interactions with the real environments, limiting their applicability in computationally expensive problems. In this work, we propose Surrogate-assisted Controller (SC), a novel and effi…
Standard evolutionary optimization algorithms assume that the evaluation of the objective and constraint functions is straightforward and computationally cheap. However, in many real-world optimization problems, these evaluations involve computationally expensive numerical simulations or physical experiments. Surrogate-assisted evolutionary algorithms (SAEAs) have recently gained increased attention for their performance in solving these types of problems. The main idea of SAEAs is the integration of an evolutionary algorithm with a selected surrogate model that approximates the computationall…
Reinforcement Learning-assisted Evolutionary Algorithm: A Survey and Research Opportunities
National Defense University（国防大学）；University of Kent（肯特大学）；Beijing Jiaotong University（北京交通大学）；Nanyang Technological University（南洋理工大学）；Qatar University（卡塔尔大学）；Beihang University（北京航空航天大学）；National University of Singapore（新加坡国立大学）；University of Alberta（阿尔伯塔大学）；Polish Academy of Sciences（波兰科学院）；Indian Statistical Institute（印度统计学院）；Kyungpook National University（庆北国立大学）
Very expensive problems are very common in practical system that one fitness evaluation costs several hours or even days. Surrogate assisted evolutionary algorithms (SAEAs) have been widely used to solve this crucial problem in the past decades. However, most studied SAEAs focus on solving problems with a budget of at least ten times of the dimension of problems which is unacceptable in many very expensive real-world problems. In this paper, we employ Voronoi diagram to boost the performance of SAEAs and propose a novel framework named Voronoi-based efficient surrogate assisted evolutionary al…
East China University of Science and Technology（华东理工大学）；University of Surrey（萨里大学）
Data-driven evolutionary optimization has witnessed great success in solving complex real-world optimization problems. However, existing data-driven optimization algorithms require that all data are centrally stored, which is not always practical and may be vulnerable to privacy leakage and security threats if the data must be collected from different devices. To address the above issue, this paper proposes a federated data-driven evolutionary optimization framework that is able to perform data driven optimization when the data is distributed on multiple devices. On the basis of federated lear…
An Evolutionary Algorithm Assisted by an Ensemble of Pareto-Optimal Surrogate Models
Organization for the Promotion of Education, Yokohama National University（横滨国立大学教育推进机构）；School of Engineering, Westlake University（西湖大学工学院）；Faculty of Engineering, Yokohama National University（横滨国立大学工学部）
Université de Lorraine（洛林大学）；CNRS（法国国家科学研究中心）；Inria（法国国家信息与自动化研究所）；LORIA（洛林计算机科学及其应用实验室）；Bonn-Rhein-Sieg University of Applied Sciences（波恩-莱茵-锡格应用科学大学）
Design optimization techniques are often used at the beginning of the design process to explore the space of possible designs. In these domains illumination algorithms, such as MAP-Elites, are promising alternatives to classic optimization algorithms because they produce diverse, high-quality solutions in a single run, instead of only a single near-optimal solution. Unfortunately, these algorithms currently require a large number of function evaluations, limiting their applicability. In this article we introduce a new illumination algorithm, Surrogate-Assisted Illumination (SAIL), that leverag…
Deep Surrogate Assisted MAP-Elites for Automated Hearthstone Deckbuilding
Viterbi School of Engineering University of Southern California（南加州大学维特比工程学院）；Ying Wu College of Computing New Jersey Institute of Technology（新泽西理工学院吴颖计算机学院）
It has been shown that cooperative coevolution (CC) can effectively deal with large scale optimization problems (LSOPs) through a divide-and-conquer strategy. However, its performance is severely restricted by the current context-vector-based sub-solution evaluation method since this method needs to access the original high dimensional simulation model when evaluating each sub-solution and thus requires many computation resources. To alleviate this issue, this study proposes a novel surrogate model assisted cooperative coevolution (SACC) framework. SACC constructs a surrogate model for each su…
Convolutional neural networks (CNNs) have gained remarkable success in recent years. However, their performance highly relies on the architecture hyperparameters, and finding proper hyperparameters for a deep CNN is a challenging optimization problem owing to its high-dimensional and computationally expensive characteristics. Given these difficulties, this study proposes a surrogate-assisted highly cooperative hyperparameter optimization (SHCHO) algorithm for chain-styled CNNs. To narrow the large search space, SHCHO first decomposes the whole CNN into several overlapping sub-CNNs in accordanc…
Problem decomposition plays a vital role when applying cooperative coevolution (CC) to large scale global optimization problems. However, most learning-based decomposition algorithms either only apply to additively separable problems or face the issue of false separability detections. Directing against these limitations, this study proposes a novel decomposition algorithm called surrogate-assisted variable grouping (SVG). SVG first designs a general-separability-oriented detection criterion according to whether the optimum of a variable changes with other variables. This criterion is consisten…
