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...

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Autores: Lin, Q.; Wu, X.; Ma, L.; Li, J.; Gong, M.; Coello, C.A.
Tipo de documento: Artigo
Estado:Published version
Data de publicação:2022
País:España
Recursos:Basque Center for Applied Mathematics (BCAM)
Repositório:BIRD. BCAM's Institutional Repository Data
OAI Identifier:oai:bird.bcamath.org:20.500.11824/1563
Acesso em linha:http://hdl.handle.net/20.500.11824/1563
Nível de acesso:Acesso aberto
Palavra-chave:Ensemble surrogate
evolutionary algorithms
model management
multiobjective optimization
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author Lin, Q.
author2 Wu, X.
Ma, L.
Li, J.
Gong, M.
Coello, C.A.
author2_role author
author
author
author
author
author_browse Coello, C.A.
Gong, M.
Li, J.
Lin, Q.
Ma, L.
Wu, X.
author_facet Lin, Q.
Wu, X.
Ma, L.
Li, J.
Gong, M.
Coello, C.A.
author_role author
collection BIRD. BCAM's Institutional Repository Data
description 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.
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institution Basque Center for Applied Mathematics (BCAM)
instname_str Basque Center for Applied Mathematics (BCAM)
network_acronym_str ES
network_name_str España
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publishDate 2022
publishDateSort 2022
reponame_str BIRD. BCAM's Institutional Repository Data
spelling An Ensemble Surrogate-Based Framework for Expensive Multiobjective Evolutionary Optimization Lin, Q. Wu, X. Ma, L. Li, J. Gong, M. Coello, C.A. Ensemble surrogate evolutionary algorithms model management multiobjective 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. http://hdl.handle.net/20.500.11824/1563
spellingShingle An Ensemble Surrogate-Based Framework for Expensive Multiobjective Evolutionary Optimization
Lin, Q.
Ensemble surrogate
evolutionary algorithms
model management
multiobjective optimization
status_str publishedVersion
title An Ensemble Surrogate-Based Framework for Expensive Multiobjective Evolutionary Optimization
title_full An Ensemble Surrogate-Based Framework for Expensive Multiobjective Evolutionary Optimization
title_fullStr An Ensemble Surrogate-Based Framework for Expensive Multiobjective Evolutionary Optimization
title_full_unstemmed An Ensemble Surrogate-Based Framework for Expensive Multiobjective Evolutionary Optimization
title_short An Ensemble Surrogate-Based Framework for Expensive Multiobjective Evolutionary Optimization
title_sort An Ensemble Surrogate-Based Framework for Expensive Multiobjective Evolutionary Optimization
topic Ensemble surrogate
evolutionary algorithms
model management
multiobjective optimization
topic_facet Ensemble surrogate
evolutionary algorithms
model management
multiobjective optimization
url http://hdl.handle.net/20.500.11824/1563