A pairwise ranking estimation model for surrogate-assisted evolutionary algorithms

Abstract

Surrogate-assisted evolutionary algorithms (SAEAs) have attracted considerable attention for reducing the computation time required by an EA on computationally expensive optimization problems. In such algorithms, a surrogate model estimates the solution evaluation with a low computing cost and is used to obtain promising solutions to which the accurate evaluation with an expensive computation cost is then applied. This study proposes a novel pairwise ranking surrogate model called the Extreme Learning-machine-based DirectRanker (ELDR). ELDR integrates two machine learning models: extreme learning machine (ELM) and DirectRanker (DR). ELM is a single-layer neural network capable of fast learning, whereas DR uses pairwise learning to rank using a neural network developed mainly for information retrieval. To investigate the effectiveness of the proposed surrogate model, this study first examined the estimation accuracy of ELDR. Subsequently, ELDR was incorporated into a state-of-the-art SAEA and compared with existing SAEAs on well-known real-valued optimization benchmark problems. The experimental results revealed that ELDR has a high estimation accuracy even on high-dimensional problems with a small amount of training data. In addition, the SAEA using ELDR exhibited a high search performance compared with other existing SAEAs, especially on high-dimensional problems.