Abstract: Optimization is often a critical issue for most system
design problems. Evolutionary Algorithms are population-based,
stochastic search techniques, widely used as efficient global
optimizers. However, finding optimal solution to complex high
dimensional, multimodal problems often require highly
computationally expensive function evaluations and hence are
practically prohibitive. The Dynamic Approximate Fitness based
Hybrid EA (DAFHEA) model presented in our earlier work [14]
reduced computation time by controlled use of meta-models to
partially replace the actual function evaluation by approximate
function evaluation. However, the underlying assumption in
DAFHEA is that the training samples for the meta-model are
generated from a single uniform model. Situations like model
formation involving variable input dimensions and noisy data
certainly can not be covered by this assumption. In this paper we
present an enhanced version of DAFHEA that incorporates a
multiple-model based learning approach for the SVM approximator.
DAFHEA-II (the enhanced version of the DAFHEA framework) also
overcomes the high computational expense involved with additional
clustering requirements of the original DAFHEA framework. The
proposed framework has been tested on several benchmark functions
and the empirical results illustrate the advantages of the proposed
technique.
Abstract: Evolutionary Algorithms are population-based,
stochastic search techniques, widely used as efficient global
optimizers. However, many real life optimization problems often
require finding optimal solution to complex high dimensional,
multimodal problems involving computationally very expensive
fitness function evaluations. Use of evolutionary algorithms in such
problem domains is thus practically prohibitive. An attractive
alternative is to build meta models or use an approximation of the
actual fitness functions to be evaluated. These meta models are order
of magnitude cheaper to evaluate compared to the actual function
evaluation. Many regression and interpolation tools are available to
build such meta models. This paper briefly discusses the
architectures and use of such meta-modeling tools in an evolutionary
optimization context. We further present two evolutionary algorithm
frameworks which involve use of meta models for fitness function
evaluation. The first framework, namely the Dynamic Approximate
Fitness based Hybrid EA (DAFHEA) model [14] reduces
computation time by controlled use of meta-models (in this case
approximate model generated by Support Vector Machine
regression) to partially replace the actual function evaluation by
approximate function evaluation. However, the underlying
assumption in DAFHEA is that the training samples for the metamodel
are generated from a single uniform model. This does not take
into account uncertain scenarios involving noisy fitness functions.
The second model, DAFHEA-II, an enhanced version of the original
DAFHEA framework, incorporates a multiple-model based learning
approach for the support vector machine approximator to handle
noisy functions [15]. Empirical results obtained by evaluating the
frameworks using several benchmark functions demonstrate their
efficiency