基于预搜索和模型选择的离线数据驱动进化算法
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TP391

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国家自然科学基金项目(62063019).


Offline data-driven evolutionary algorithm based on pre-search and model selection
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    摘要:

    离线数据驱动进化算法(DDEAs)能够从历史数据中建立代理模型指导种群优化, 它克服了传统进化算法难以应用在计算密集型、机理复杂难以建立数学模型等昂贵优化问题的局限性, 引起了广大学者的关注. 然而, 离线DDEAs面临两个困难, 首先构建高质量的代理模型需要使用复杂的模型管理策略, 这虽然提高了算法的性能, 但也增加了算法的运行时间; 其次, 径向基函数网络作为一个被广泛应用在离线DDEAs中的模型, 少有研究会根据不同的问题来选择合适的超参数. 为此, 首先提出一种预选择策略, 该策略可以通过复杂度低的粗糙模型将种群快速地迭代到最优解附近; 其次, 提出一种基于肯德尔相关系数的模型排序置信度指标, 并利用该指标设计一种选择策略, 该策略能从几种径向基函数网络的超参数中选择出最适合当前问题的超参数. 基于以上两点并结合堆叠泛化的集成方法, 提出基于预搜索和模型选择的离线数据驱动进化算法 (DDEA-PMS). 与6个最新的离线DDEAs在5个基准问题上的实验结果表明, 所提出的DDEA-PMS能以较少的时间开销产生具有明显优势的结果.

    Abstract:

    Offline data-driven evolutionary algorithms (DDEAs) can utilize historical data to build surrogate models that guide population optimization. It overcomes the limitations of traditional evolutionary algorithms, when faced with expensive and computationally intensive problems or problems with complex mechanisms that are difficult to model mathematically. Therefore, it has attracted the attention of many scholars. However, DDEAs face two challenges: first, constructing high-quality surrogate models requires sophisticated model management strategies. While these strategies enhance algorithmic performance, they increase computational time. Second, while radial basis function networks (RBFNs) are widely used in DDEAs, selecting appropriate hyperparameters for different problems remains challenging. To address these issues, this paper first proposes a preselection strategy that uses low-complexity coarse models to quickly iterate the population towards the vicinity of the optimal solution. Then, a model ranking confidence indicator based on the Kendall's rank correlation coefficient is introduced, along with a selection strategy designed to identify the most suitable hyperparameters for the current problem from several RBFN hyperparameter configurations. Based on these two components and combined with the ensemble method of stacked generalization, an offline data-driven evolutionary algorithm based on presearch and model selection (DDEA-PMS) is proposed. Experimental results on 5 benchmark problems, compared with six state-of-the-art DDEAs, demonstrate that the proposed DDEA-PMS can achieve significantly better results with extremely low computational overhead.

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李二超,原万吉.基于预搜索和模型选择的离线数据驱动进化算法[J].控制与决策,2025,40(10):3029-3041

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  • 收稿日期:2024-11-27
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  • 在线发布日期: 2025-09-09
  • 出版日期: 2025-10-20
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