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Related papers: Expensive Optimisation: A Metaheuristics Perspecti…

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Metaheuristic search algorithms look for solutions that either maximise or minimise a set of objectives, such as cost or performance. However most real-world optimisation problems consist of nonlinear problems with complex constraints and…

Neural and Evolutionary Computing · Computer Science 2022-06-29 Manjinder Singh , Alexander E. I. Brownlee , David Cairns

Population-based evolutionary algorithms are often considered when approaching computationally expensive black-box optimization problems. They employ a selection mechanism to choose the best solutions from a given population after comparing…

Neural and Evolutionary Computing · Computer Science 2024-01-30 Judith Echevarrieta , Etor Arza , Aritz Pérez

Large Language Models (LLMs) have achieved significant progress across various fields and have exhibited strong potential in evolutionary computation, such as generating new solutions and automating algorithm design. Surrogate-assisted…

Neural and Evolutionary Computing · Computer Science 2024-06-18 Hao Hao , Xiaoqun Zhang , Aimin Zhou

It is not uncommon that meta-heuristic algorithms contain some intrinsic parameters, the optimal configuration of which is crucial for achieving their peak performance. However, evaluating the effectiveness of a configuration is expensive,…

Neural and Evolutionary Computing · Computer Science 2019-02-01 Ke Li , Zilin Xiang , Kay Chen Tan

This paper considers the efficient minimization of the infinite time average of a stationary ergodic process in the space of a handful of design parameters which affect it. Problems of this class, derived from physical or numerical…

Optimization and Control · Mathematics 2019-10-29 Pooriya Beyhaghi , Ryan Alimo , Thomas Bewley

Surrogate-assisted evolutionary algorithms have been widely developed to solve complex and computationally expensive multi-objective optimization problems in recent years. However, when dealing with high-dimensional optimization problems,…

Neural and Evolutionary Computing · Computer Science 2024-03-19 Guodong Chen , Jiu Jimmy Jiao , Xiaoming Xue , Zhongzheng Wang

Surrogate-assisted Evolutionary Algorithm (SAEA) is an essential method for solving expensive expensive problems. Utilizing surrogate models to substitute the optimization function can significantly reduce reliance on the function…

Neural and Evolutionary Computing · Computer Science 2024-05-28 Hao Hao , Xiaoqun Zhang , Bingdong Li , Aimin Zhou

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…

Neural and Evolutionary Computing · Computer Science 2020-12-14 Subhodip Biswas , Adam D Cobb , Andreea Sistrunk , Naren Ramakrishnan , Brian Jalaian

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…

Neural and Evolutionary Computing · Computer Science 2021-04-20 Santiago Cuervo , Miguel Melgarejo , Angie Blanco-Cañon , Laura Reyes-Fajardo , Sergio Rojas-Galeano

Surrogate algorithms such as Bayesian optimisation are especially designed for black-box optimisation problems with expensive objectives, such as hyperparameter tuning or simulation-based optimisation. In the literature, these algorithms…

Machine Learning · Computer Science 2024-03-14 Laurens Bliek , Arthur Guijt , Rickard Karlsson , Sicco Verwer , Mathijs de Weerdt

Expensive optimization problems (EOPs) are black-box tasks with costly objective evaluations and no gradient access, making the evaluation budget the key bottleneck. Surrogate-assisted evolutionary algorithms (SAEAs) reduce evaluations via…

Neural and Evolutionary Computing · Computer Science 2026-05-06 Ye Lu , Bingdong Li , Aimin Zhou , Hao Hao

Dynamic environments pose great challenges for expensive optimization problems, as the objective functions of these problems change over time and thus require remarkable computational resources to track the optimal solutions. Although…

Neural and Evolutionary Computing · Computer Science 2024-08-14 Huan Zhang , Jinliang Ding , Liang Feng , Kay Chen Tan , Ke Li

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…

Neural and Evolutionary Computing · Computer Science 2019-10-28 Hao Tong , Changwu Huang , Jialin Liu , Xin Yao

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…

Neural and Evolutionary Computing · Computer Science 2021-04-19 Arkadiy Dushatskiy , Tanja Alderliesten , Peter A. N. Bosman

This work is in the context of blackbox optimization where the functions defining the problem are expensive to evaluate and where no derivatives are available. A tried and tested technique is to build surrogates of the objective and the…

Optimization and Control · Mathematics 2022-08-18 Charles Audet , Sébastien Le Digabel , Renaud Saltet

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…

Neural and Evolutionary Computing · Computer Science 2021-08-31 Xilu Wang , Yaochu Jin , Sebastian Schmitt , Markus Olhofer

We present a tutorial on Bayesian optimization, a method of finding the maximum of expensive cost functions. Bayesian optimization employs the Bayesian technique of setting a prior over the objective function and combining it with evidence…

Machine Learning · Computer Science 2010-12-14 Eric Brochu , Vlad M. Cora , Nando de Freitas

The term `surrogate modeling' in computational science and engineering refers to the development of computationally efficient approximations for expensive simulations, such as those arising from numerical solution of partial differential…

Numerical Analysis · Mathematics 2022-08-12 Maarten V. de Hoop , Daniel Zhengyu Huang , Elizabeth Qian , Andrew M. Stuart

Evolutionary algorithms (EAs) are population-based metaheuristics, originally inspired by aspects of natural evolution. Modern varieties incorporate a broad mixture of search mechanisms, and tend to blend inspiration from nature with…

Neural and Evolutionary Computing · Computer Science 2018-05-29 David W. Corne , Michael A. Lones

Many expensive black-box optimisation problems are sensitive to their inputs. In these problems it makes more sense to locate a region of good designs, than a single-possibly fragile-optimal design. Expensive black-box functions can be…

Machine Learning · Computer Science 2021-12-16 Nicholas D. Sanders , Richard M. Everson , Jonathan E. Fieldsend , Alma A. M. Rahat