Surrogate model for continuous and discrete genetic optimization based on RBF networks

  • Authors:
  • Lukáš Bajer;Martin Holeňa

  • Affiliations:
  • Faculty of Mathematics and Physics, Charles University, Prague 1, Czech Republic;Institute of Computer Science, Czech Academy of Sciences, Prague 8, Czech Republic

  • Venue:
  • IDEAL'10 Proceedings of the 11th international conference on Intelligent data engineering and automated learning
  • Year:
  • 2010

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Abstract

Surrogate modelling has become a successful method improving the optimization of costly objective functions. It brings less accurate, but much faster means of evaluating candidate solutions. This paper describes a model based on radial basis function networks which takes into account both continuous and discrete variables. It shows the applicability of our surrogate model to the optimization of empirical objective functions for which mixing of discrete and continuous dimensions is typical. Results of testing with a genetic algorithm confirm considerably faster convergence in terms of the number of the original empirical fitness evaluations.