Data-Driven Evolutionary Algorithm With Perturbation-Based Ensemble Surrogates

Abstract

Data-driven evolutionary algorithms (DDEAs) aim to utilize data and surrogates to drive optimization, which is useful and efficient when the objective function of the optimization problem is expensive or difficult to access. However, the performance of DDEAs relies on their surrogate quality and often deteriorates if the amount of available data decreases. To solve these problems, this article proposes a new DDEA framework with perturbation-based ensemble surrogates (DDEA-PES), which contain two efficient mechanisms. The first is a diverse surrogate generation method that can generate diverse surrogates through performing data perturbations on the available data. The second is a selective ensemble method that selects some of the prebuilt surrogates to form a final ensemble surrogate model. By combining these two mechanisms, the proposed DDEA-PES framework has three advantages, including larger data quantity, better data utilization, and higher surrogate accuracy. To validate the effectiveness of the proposed framework, this article provides both theoretical and experimental analyses. For the experimental comparisons, a specific DDEA-PES algorithm is developed as an instance by adopting a genetic algorithm as the optimizer and radial basis function neural networks as the base models. The experimental results on widely used benchmarks and an aerodynamic airfoil design real-world optimization problem show that the proposed DDEA-PES algorithm outperforms some state-of-the-art DDEAs. Moreover, when compared with traditional nondata-driven methods, the proposed DDEA-PES algorithm only requires about 2% computational budgets to produce competitive results. © 2013 IEEE.