Holger Ulmer, Felix Streichert, and Andreas Zell

Evolution Strategies assisted by Gaussian processes with improved Pre-Selection Criterion

Proceedings of the 2003 Congress on Evolutionary Computation (CEC-2003)

Abstract

In many engineering optimization problems, the number of fitness function evaluations is limited by time and cost. These problems pose a special challenge to the field of evolutionary computation, since existing evolutionary methods require a very large number of problem function evaluations. One popular way to address this challenge is the application of approximation models as a surrogate of the real fitness function. We propose a model assisted Evolution Strategy, which uses a Gaussian Process approximation model to pre-select the most promising solutions. To refine the pre-selection process we determine the likelihood of each individual to improve the overall best found solution. Due to this, the new algorithm has a much better convergence behavior and achieves better results than standard evolutionary optimization approaches with less fitness evaluations. Numerical results from extensive simulations on several high dimensional test functions including multimodal functions are presented.

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BibTeX 

@InProceedings{ulmer03evolution,
  author = {H. Ulmer and F. Streichert and A. Zell},
  title = {Evolution Strategies assisted by Gaussian processes with improved
Pre-Selection Criterion},
  booktitle = {Proceedings of the 2003 Congress on Evolutionary Computation
CEC2003, Canberra, Australia},
  volume = {},
  month = {},
  publisher = {IEEE Press},
  address = {},
  editor = {},
  isbn = {0-7803-7804-0},
  pages = {692-699},
  year = {2003},
  url = {},
  notes	 = {}
}