Abstract
In blackbox function optimization, the results of fitness function evaluations can be used to train a regression model. This meta-model can be used to replace function evaluations and thus reduce the number of fitness function evaluations in evolution strategies (ES). In this paper, we show that a reduction of the number of fitness function evaluations of a (1+1)-ES is possible with a combination of a nearest neighbor regression model, a local archive of fitness function evaluations, and a comparatively simple meta-model management. We analyze the reduction of fitness function evaluations on set of benchmark functions.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Similar content being viewed by others
References
Armstrong, M.: Basic Linear Geostatistics. Springer, Heidelberg (1998)
Bouzarkouna, Z., Auger, A., Ding, D.Y.: Local-meta-model CMA-ES for partially separable functions. In: Genetic and Evolutionary Computation Conference (GECCO), pp. 869–876 (2011)
Cruz-Vega, I., Garcia-Limon, M., Escalante, H.J.: Adaptive-surrogate based on a neuro-fuzzy network and granular computing. In: Genetic and Evolutionary Computation Conference (GECCO), pp. 761–768 (2014)
Delgado, M.F., Cernadas, E., Barro, S., Amorim, D.G.: Do we need hundreds of classifiers to solve real world classification problems? J. Mach. Learn. Res. 15(1), 3133–3181 (2014)
Elsayed, S.M., Ray, T., Sarker, R.A.: A surrogate-assisted differential evolution algorithm with dynamic parameters selection for solving expensive optimization problems. In: Proceedings of IEEE Congress on Evolutionary Computation (CEC), pp. 1062–1068 (2014)
Jin, Y., Olhofer, M., Sendhoff, B.: On evolutionary optimization with approximate fitness functions. In: Genetic and Evolutionary Computation Conference (GECCO), pp. 786–793 (2000)
Kramer, O., Schlachter, U., Spreckels, V.: An adaptive penalty function with meta-modeling for constrained problems. In: Proceedings of IEEE Congress on Evolutionary Computation (CEC), pp. 1350–1354 (2013)
Kruisselbrink, J.W., Emmerich, M.T.M., Deutz, A.H., Bäck, T.: A robust optimization approach using kriging metamodels for robustness approximation in the CMA-ES. In: Proceedings of IEEE Congress on Evolutionary Computation (CEC), pp. 1–8 (2010)
Liao, Q., Zhou, A., Zhang, G.: A locally weighted metamodel for pre-selection in evolutionary optimization. In: Proceedings of IEEE Congress on Evolutionary Computation (CEC), pp. 2483–2490 (2014)
Loshchilov, I., Schoenauer, M., Sebag, M.: A mono surrogate for multiobjective optimization. In: Genetic and Evolutionary Computation Conference (GECCO), pp. 471–478 (2010)
Loshchilov, I., Schoenauer, M., Sebag, M.: Self-adaptive surrogate-assisted covariance matrix adaptation evolution strategy. In: Genetic and Evolutionary Computation Conference (GECCO), pp. 321–328 (2012)
Loshchilov, I., Schoenauer, M., Sebag, M.: Intensive surrogate model exploitation in self-adaptive surrogate-assisted cma-es (saacm-es). In: Genetic and Evolutionary Computation Conference (GECCO), pp. 439–446 (2013)
MartÃnez, S.Z., Coello, C.A.C.: A multi-objective meta-model assisted memetic algorithm with non gradient-based local search. In: Genetic and Evolutionary Computation Conference (GECCO), pp. 537–538 (2010)
Preuss, M., Rudolph, G., Wessing, S.: Tuning optimization algorithms for real-world problems by means of surrogate modeling. In: Genetic and Evolutionary Computation Conference (GECCO), pp. 401–408 (2010)
Rechenberg, I.: Evolutionsstrategie - Optimierung technischer Systeme nach Prinzipien der biologischen Evolution. Frommann-Holzboog, Stuttgart (1973)
Rosales-Pérez, A., Coello, C.A.C., Gonzalez, J.A., GarcÃa, C.A.R., Escalante, H.J.: A hybrid surrogate-based approach for evolutionary multi-objective optimization. In: Proceedings of IEEE Congress on Evolutionary Computation (CEC), pp. 2548–2555 (2013)
Verbeeck, D., Maes, F., Grave, K.D., Blockeel, H.: Multi-objective optimization with surrogate trees. In: Genetic and Evolutionary Computation Conference (GECCO), pp. 679–686 (2013)
Willmes, L., Bäck, T., Jin, Y., Sendhoff, B.: Comparing neural networks and kriging for fitness approximation in evolutionary optimization. In: Proceedings of IEEE Congress on Evolutionary Computation (CEC), pp. 663–670 (2003)
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
A Benchmark Functions
A Benchmark Functions
In this work, we employ the following benchmark problems:
-
Sphere \(f(\mathbf {x}) = \sum _{i=1}^d (x_i)^2\)
-
Rosenbrock \(f(\mathbf {x})= \sum _{i=1}^{d-1}\left( 100(x_i^2-x_{i+1})^2+(x_i-1)^2\right) \)
Rights and permissions
Copyright information
© 2016 Springer International Publishing Switzerland
About this paper
Cite this paper
Kramer, O. (2016). Local Fitness Meta-Models with Nearest Neighbor Regression. In: Squillero, G., Burelli, P. (eds) Applications of Evolutionary Computation. EvoApplications 2016. Lecture Notes in Computer Science(), vol 9598. Springer, Cham. https://doi.org/10.1007/978-3-319-31153-1_1
Download citation
DOI: https://doi.org/10.1007/978-3-319-31153-1_1
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-31152-4
Online ISBN: 978-3-319-31153-1
eBook Packages: Computer ScienceComputer Science (R0)