A bagging-based surrogate-assisted evolutionary algorithm for expensive multi-objective optimization

Adaptive Weighted Strategy Based Integrated Surrogate Models for Multiobjective Evolutionary Algorithm

Although the integrated model has good convergence ability, it is difficult to solve the multimodal problem and noisy problem due to the lack of uncertainty evaluation. Radial basis function model performs best for different degrees of nonlinear problems with small-scale and noisy training datasets but is insensitive to the increase of decision-space dimension, while Gaussian process regression model can provide prediction fitness and uncertainty evaluation. Therefore, an adaptive weighted strategy based integrated surrogate models is proposed to solve noisy multiobjective evolutionary problems. Based on the indicator-based multiobjective evolutionary framework, our proposed algorithm introduces the weighted combination of radial basis function and Gaussian process regression, and U-learning sampling scheme is adopted to improve the performance of population in convergence and diversity and judge the improvement of convergence and diversity. Finally, the effectiveness of the proposed algorithm is verified by 12 benchmark test problems, which are applied to the hybrid optimization problem on the construction of samples and the determination of parameters. The experimental results show that our proposed method is feasible and effective.