Surrogate-assisted Evolutionary Algorithms~(SAEAs) have shown promising robustness in solving expensive optimization problems. A key aspect that impacts SAEAs' effectiveness is surrogate model selection, which in existing works is predominantly decided by human developer. Such human-made design choice introduces strong bias into SAEAs and may hurt their expected performance on out-of-scope tasks. In this paper, we propose a reinforcement learning-assisted ensemble framework, termed as SEEMOO, which is capable of scheduling different surrogate models within a single optimization process, hence boosting the overall optimization performance in a cooperative paradigm. Specifically, we focus on expensive multi-objective optimization problems, where multiple objective functions shape a compositional landscape and hence challenge surrogate selection. SEEMOO comprises following core designs: 1) A pre-collected model pool that maintains different surrogate models; 2) An attention-based state-extractor supports universal optimization state representation of problems with varied objective numbers; 3) a deep Q-network serves as dynamic surrogate selector: Given the optimization state, it selects desired surrogate model for current-step evaluation. SEEMOO is trained to maximize the overall optimization performance under a training problem distribution. Extensive benchmark results demonstrate SEEMOO's surrogate ensemble paradigm boosts the optimization performance of single-surrogate baselines. Further ablation studies underscore the importance of SEEMOO's design components.
We present an algorithm for multi-objective optimization of computationally expensive problems. The proposed algorithm is based on solving a set of surrogate problems defined by models of the real one, so that only solutions estimated to be approximately Pareto-optimal are evaluated using the real expensive functions. Aside of the search for solutions, our algorithm also performs a meta-search for optimal surrogate models and navigation strategies for the optimization landscape, therefore adapting the search strategy for solutions to the problem as new information about it is obtained. The com…
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 …
EXPObench: Benchmarking Surrogate-based Optimisation Algorithms on Expensive Black-box Functions
School of Industrial Engineering, Eindhoven University of Technology（埃因霍温理工大学工业工程学院）；Faculty of Electrical Engineering, Mathematics and Computer Science, Delft University of Technology（代尔夫特理工大学电气工程、数学与计算机科学学院）
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…
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…
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…
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…
Centrum Wiskunde & Informatica（荷兰国家数学与计算机科学研究中心）；Leiden University Medical Center（莱顿大学医学中心）；TU Delft（代尔夫特理工大学）
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 …
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）
Imperial College London（帝国理工学院）；Edinburgh Napier University（爱丁堡龙比亚大学）
Using Neuroevolution combined with Novelty Search to promote behavioural diversity is capable of constructing high-performing ensembles for classification. However, using gradient descent to train evolved architectures during the search can be computationally prohibitive. Here we propose a method to overcome this limitation by using a surrogate model which estimates the behavioural distance between two neural network architectures required to calculate the sparseness term in Novelty Search. We demonstrate a speedup of 10 times over previous work and significantly improve on previous reported r…
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…
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…
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…
Enhancing SAEAs with Unevaluated Solutions: A Case Study of Relation Model for Expensive Optimization
Shanghai Jiao Tong University（上海交通大学）；Shanghai Frontiers Science Center of Molecule Intelligent Syntheses（上海分子智能合成前沿科学中心）；East China Normal University（华东师范大学）
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…
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）
The topology optimization of artificial neural networks can be particularly difficult if the fitness evaluations require expensive experiments or simulations. For that reason, the optimization methods may need to be supported by surrogate models. We propose different distances for a suitable surrogate model, and compare them in a simple numerical test scenario.
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 NeuroEvolution, the topologies of artificial neural networks are optimized with evolutionary algorithms to solve tasks in data regression, data classification, or reinforcement learning. One downside of NeuroEvolution is the large amount of necessary fitness evaluations, which might render it inefficient for tasks with expensive evaluations, such as real-time learning. For these expensive optimization tasks, surrogate model-based optimization is frequently applied as it features a good evaluation efficiency. While a combination of both procedures appears as a valuable solution, the definiti…
In complex, expensive optimization domains we often narrowly focus on finding high performing solutions, instead of expanding our understanding of the domain itself. But what if we could quickly understand the complex behaviors that can emerge in said domains instead? We introduce surrogate-assisted phenotypic niching, a quality diversity algorithm which allows to discover a large, diverse set of behaviors by using computationally expensive phenotypic features. In this work we discover the types of air flow in a 2D fluid dynamics optimization problem. A fast GPU-based fluid dynamics solver is …
Multi-Objective Optimization (MOO) is very difficult for expensive functions because most current MOO methods rely on a large number of function evaluations to get an accurate solution. We address this problem with surrogate approximation and parallel computation. We develop an MOO algorithm MOPLS-N for expensive functions that combines iteratively updated surrogate approximations of the objective functions with a structure for efficiently selecting a population of $N$ points so that the expensive objectives for all points are simultaneously evaluated on $N$ processors in each iteration. MOPLS…
Stochastic, iterative search methods such as Evolutionary Algorithms (EAs) are proven to be efficient optimizers. However, they require evaluation of the candidate solutions which may be prohibitively expensive in many real world optimization problems. Use of approximate models or surrogates is being explored as a way to reduce the number of such evaluations. In this paper we investigated three such methods. The first method (DAFHEA) partially replaces an expensive function evaluation by its approximate model. The approximation is realized with support vector machine (SVM) regression models. T…
Electric machine design optimization is a computationally expensive multi-objective optimization problem. While the objectives require time-consuming finite element analysis, optimization constraints can often be based on mathematical expressions, such as geometric constraints. This article investigates this optimization problem of mixed computationally expensive nature by proposing an optimization method incorporated into a popularly-used evolutionary multi-objective optimization algorithm - NSGA-II. The proposed method exploits the inexpensiveness of geometric constraints to generate feasibl…
Surrogate assisted evolutionary algorithms (EA) are rapidly gaining popularity where applications of EA in complex real world problem domains are concerned. Although EAs are powerful global optimizers, finding optimal solution to complex high dimensional, multimodal problems often require very expensive fitness function evaluations. Needless to say, this could brand any population-based iterative optimization technique to be the most crippling choice to handle such problems. Use of approximate model or surrogates provides a much cheaper option. However, naturally this cheaper option comes with…
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…
Surrogate-assisted evolutionary algorithms (SAEAs) are powerful optimisation tools for computationally expensive problems (CEPs). However, a randomly selected algorithm may fail in solving unknown problems due to no free lunch theorems, and it will cause more computational resource if we re-run the algorithm or try other algorithms to get a much solution, which is more serious in CEPs. In this paper, we consider an algorithm portfolio for SAEAs to reduce the risk of choosing an inappropriate algorithm for CEPs. We propose two portfolio frameworks for very expensive problems in which the maxima…
Improving Pareto Set Learning for Expensive Multi-objective Optimization via Stein Variational Hypernetworks
College of Engineering and Computer Science, VinUniversity（VinUniversity工程与计算机科学学院）；The Ohio State University（俄亥俄州立大学）；Singapore University of Technology and Design（新加坡科技设计大学）
Existing work on data-driven optimization focuses on problems in static environments, but little attention has been paid to problems in dynamic environments. This paper proposes a data-driven optimization algorithm to deal with the challenges presented by the dynamic environments. First, a data stream ensemble learning method is adopted to train the surrogates so that each base learner of the ensemble learns the time-varying objective function in the previous environments. After that, a multi-task evolutionary algorithm is employed to simultaneously optimize the problems in the past environmen…
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…
