Expensive Optimization, Uncertain Environment: An EA Solution

Research output: Book chapter/Published conference paperConference paper

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Abstract

Real life optimization problems often require finding optimal solution to complex high dimensional, multimodal problems involving computationally very expensive fitness function evaluations. Use of any population based iterative technique such as evolutionary algorithm in such problem domains is thus practically prohibitive. A feasible alternative is to build surrogates or use an approximation of the actual fitness functions to be evaluated. Naturally these surrogate or meta models are order of magnitude cheaper to evaluate compared to the actual function evaluation. This paper presents two evolutionary algorithm frameworks which involve surrogate based fitness function evaluation. The first framework, namely the DynamicApproximate Fitness based Hybrid EA (DAFHEA) model [1]reduces computation time by controlled use of meta-models (in this case approximate model generated by Support VectorMachine regression) to partially replace the actual function evaluation by approximate function evaluation. However, the underlying assumption in DAFHEA is that the training samples for the meta-model are generated from a single uniform model.This does not take into account problem domains involving uncertain environment. The second model, DAFHEA-II, an enhanced version of the original DAFHEA framework,incorporates a multiple-model based learning approach for the support vector machine approximator to handle uncertain environment [2]. Empirical evaluation results have been presentedbased on application of the frameworks to commonly used benchmark functions.
Original languageEnglish
Title of host publicationGECCO 2007
EditorsDirk Thierens
Place of PublicationUSA
PublisherACM Press
Pages2407-2414
Number of pages8
ISBN (Electronic)9781595936981
Publication statusPublished - 2007
EventGenetic and Evolutionary Computation Conference (GECCO) - London, UK, United Kingdom
Duration: 07 Jul 200711 Jul 2007

Conference

ConferenceGenetic and Evolutionary Computation Conference (GECCO)
CountryUnited Kingdom
Period07/07/0711/07/07

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  • Cite this

    Bhattacharya, M. (2007). Expensive Optimization, Uncertain Environment: An EA Solution. In D. Thierens (Ed.), GECCO 2007 (pp. 2407-2414). ACM Press.