Investigating surrogate-based hybrid acquisition processes. Application to Covid-19 contact mitigation
Résumé
Surrogate models are built to produce computationally efficient versions of time-complex simulation-based objective functions so as to address expensive optimization. In surrogate-assisted evolutionary computations, the surrogate model evaluates and/or filters candidate solutions produced by evolutionary operators. In surrogate-driven optimization, the surrogate is used to define the objective function of an auxiliary optimization problem whose resolution generates new candidates. In this paper, hybridization of these two types of acquisition processes is investigated with a focus on robustness with respect to the computational budget and parallel scalability. A new hybrid method based on the successive use of acquisition processes during the search outperforms competing approaches regarding these two aspects on the Covid-19 contact mitigation problem. To further improve the generalization to larger ranges of search landscapes, another new hybrid method based on the dispersion metric is proposed. The integration of landscape analysis tools in surrogate-based optimization seems promising according to the numerical results reported on the CEC2015 test suite.
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