Radial Basis Function Assisted Optimization Method with Batch Infill Sampling Criterion for Expensive Optimization

Genghui Li, Qingfu Zhang, Jianyong Sun, Zhonghua Han

Research output: Chapters, Conference Papers, Creative and Literary WorksRGC 32 - Refereed conference paper (with host publication)peer-review

23 Citations (Scopus)

Abstract

The surrogate-assisted optimization algorithms (SAOAs) are very promising for solving computationally expensive optimization problems (EOPs). Generally, the performance of a SAOA is determined by the quality of its surrogate model and the infill sampling criterion. In this paper, we propose a radial basis function (RBF) assisted optimization algorithm with batch infill sampling criterion for solving EOPs (short for RBFBS). In RBFBS, the quality of RBF model is adjusted by choosing a good shape parameter via solving a sub-expensive hyperparameter optimization problem. Moreover, a batch infill sampling criterion that includes a bi-objective-based sampling approach and a single-objective-based sampling approach is proposed to get a batch of samples for expensive evaluation. The experimental results on various benchmark problems show that RBFBS is very promising for expensive optimization.
Original languageEnglish
Title of host publication2019 IEEE Congress on Evolutionary Computation (CEC)
PublisherIEEE
Pages1664-1671
ISBN (Electronic)978-1-7281-2153-6
ISBN (Print)978-1-7281-2154-3
DOIs
Publication statusPublished - Jun 2019
Event2019 IEEE Congress on Evolutionary Computation, CEC 2019 - Wellington, New Zealand
Duration: 10 Jun 201913 Jun 2019
http://cec2019.org/index.html
http://cec2019.org/assets/downloads/IEEE_CEC_2019_Program.pdf

Publication series

NameCongress on Evolutionary Computation
PublisherIEEE

Conference

Conference2019 IEEE Congress on Evolutionary Computation, CEC 2019
Country/TerritoryNew Zealand
CityWellington
Period10/06/1913/06/19
Internet address

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