Surrogate-assisted Multi-objective Optimization via Genetic Programming Based Symbolic Regression

Abstract

AbstractSurrogate-assisted optimization algorithms are a commonly used technique to solve expensive-evaluation problems, in which a regression model is built to replace an expensive function. In some acquisition functions, the only requirement for a regression model is the predictions. However, some other acquisition functions also require a regression model to estimate the “uncertainty” of the prediction, instead of merely providing predictions. Unfortunately, very few statistical modeling techniques can achieve this, such as Kriging/Gaussian processes, and recently proposed genetic programming-based (GP-based) symbolic regression with Kriging (GP2). Another method is to use a bootstrapping technique in GP-based symbolic regression to estimate prediction and its corresponding uncertainty. This paper proposes to use GP-based symbolic regression and its variants to solve multi-objective optimization problems (MOPs), which are under the framework of a surrogate-assisted multi-objective optimization algorithm (SMOA). Kriging and random forest are also compared with GP-based symbolic regression and GP2. Experiment results demonstrate that the surrogate models using the GP2 strategy can improve SMOA’s performance.