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Transfer Learning Based Co-Surrogate Assisted Evolutionary Bi-Objective Optimization for Objectives with Non-Uniform

Xilu Wang1, Yaochu Jin2,3, Sebastian Schmitt4

  • 1Department of Computer Science, University of Surrey, Guildford, GU2 7XH, United Kingdom xilu.wang@surrey.ac.uk.

Evolutionary Computation
|November 5, 2021
PubMed
Summary

This study introduces a novel transfer learning approach for multiobjective evolutionary algorithms (MOEAs) to handle objectives with varying evaluation times. The proposed method efficiently solves complex optimization problems by leveraging knowledge transfer between fast and slow objectives.

Keywords:
Bayesian optimizationGaussian processMultiobjective optimizationco-surrogatenon-uniform evaluation timessurrogate-assisted evolutionary algorithmtransfer learning

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Area of Science:

  • Computational intelligence
  • Optimization algorithms
  • Machine learning applications

Background:

  • Multiobjective evolutionary algorithms (MOEAs) often assume uniform objective evaluation times, which is unrealistic for many real-world problems.
  • Divergent computational costs across objectives hinder the efficiency of standard MOEAs in complex simulations or experiments.

Purpose of the Study:

  • To develop an efficient MOEA capable of handling objectives with non-uniform evaluation times.
  • To address the challenge of differing time complexities in objective function evaluations within evolutionary computation.

Main Methods:

  • A transfer learning scheme is proposed, integrating surrogate-assisted evolutionary algorithms (SAEAs).
  • A co-surrogate models the relationship between fast and slow objectives.
  • A transferable instance selection method facilitates knowledge acquisition from faster objective searches.

Main Results:

  • Experimental results on DTLZ and UF test suites validate the algorithm's performance.
  • The proposed algorithm demonstrates competitiveness in solving bi-objective optimization problems with non-uniform objective evaluation times.

Conclusions:

  • The developed transfer learning approach effectively manages MOEAs with objectives of varying computational costs.
  • This method offers a viable solution for real-world optimization scenarios characterized by disparate objective evaluation times.