An evolutionary algorithm with spatially distributed surrogates for multiobjective optimization

  • Authors:
  • Amitay Isaacs;Tapabrata Ray;Warren Smith

  • Affiliations:
  • University of New South Wales, Australian Defence Force Academy, ACT, Australia;University of New South Wales, Australian Defence Force Academy, ACT, Australia;University of New South Wales, Australian Defence Force Academy, ACT, Australia

  • Venue:
  • ACAL'07 Proceedings of the 3rd Australian conference on Progress in artificial life
  • Year:
  • 2007

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Abstract

In this paper, an evolutionary algorithm with spatially distributed surrogates (EASDS) for multiobjective optimization is presented. The algorithm performs actual analysis for the initial population and periodically every few generations. An external archive of the unique solutions evaluated using the actual analysis is maintained to train the surrogate models. The data points in the archive are split into multiple partitions using k-Means clustering. A Radial Basis Function (RBF) network surrogate model is built for each partition using a fraction of the points in that partition. The rest of the points in the partition are used as a validation data to decide the prediction accuracy of the surrogate model. Prediction of a new candidate solution is done by the surrogate model with the least prediction error in the neighborhood of that point. Five multiobjective test problems are presented in this study and a comparison with Nondominated Sorting Genetic Algorithm II (NSGA-II) is included to highlight the benefits offered by our approach. EASDS algorithm consistently reported better nondominated solutions for all the test cases for the same number of actual evaluations as compared to a single global surrogate model and NSGA-II.