An adaptive model switch-based surrogate-assisted evolutionary algorithm for noisy expensive multi-objective optimization
Nan Zheng, Handing Wang, Bo Yuan
Abstract
Abstract To solve noisy and expensive multi-objective optimization problems, there are only a few function evaluations can be used due to the limitation of time and/or money. Because of the influence of noises, the evaluations are inaccurate. It is challenging for the existing surrogate-assisted evolutionary algorithms. Due to the influence of noises, the performance of the surrogate model constructed by these algorithms is degraded. At the same time, noises would mislead the evolution direction. More importantly, because of the limitations of function evaluations, noise treatment methods consuming many function evaluations cannot be applied. An adaptive model switch-based surrogate-assisted evolutionary algorithm is proposed to solve such problems in this paper. The algorithm establishes radial basis function networks for denoising. An adaptive model switch strategy is adopted to select suited surrogate model from Gaussian regression and radial basis function network. It adaptively selects the sampling strategies based on the maximum improvement in the convergence, diversity, and approximation uncertainty to make full use of the limited number of function evaluations. The experimental results on a set of test problems show that the proposed algorithm is more competitive than the five most advanced surrogate-assisted evolutionary algorithms.