Neural networks as surrogate models for measurements in optimization algorithms

  • Authors:
  • Martin Holeňa;David Linke;Uwe Rodemerck;Lukáš Bajer

  • Affiliations:
  • Leibniz Institute for Catalysis, Rostock, Germany and Institute of Computer Science, Academy of Sciences of the Czech Republic, Prague, Czech Republic;Leibniz Institute for Catalysis, Rostock, Germany;Leibniz Institute for Catalysis, Rostock, Germany;Institute of Computer Science, Academy of Sciences of the Czech Republic, Prague, Czech Republic

  • Venue:
  • ASMTA'10 Proceedings of the 17th international conference on Analytical and stochastic modeling techniques and applications
  • Year:
  • 2010

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Abstract

The paper deals with surrogate modelling, a modern approach to the optimization of objective functions evaluated via measurements. The approach leads to a substantial decrease of time and costs of evaluation of the objective function, a property that is particularly attractive in evolutionary optimization. The paper recalls common strategies for using surrogate models in evolutionary optimization, and proposes two extensions to those strategies - extension to boosted surrogate models and extension to using a set of models. These are currently being implemented, in connection with surrogate modelling based on feed-forward neural networks, in a software tool for problem-tailored evolutionary optimization of catalytic materials. The paper presents results of experimentally testing already implemented parts and comparing boosted surrogate models with models without boosting, which clearly confirms the usefulness of both proposed extensions.