A Multi-level Surrogate-assisted Algorithm for Expensive Optimization Problems

替代模型 计算机科学 数学优化 算法 数学 机器学习
作者
Liang Hu,Xianwei Wu,Xilong Che
出处
期刊:Information Technology and Control [Kaunas University of Technology]
卷期号:53 (1): 280-301
标识
DOI:10.5755/j01.itc.53.1.35922
摘要

With the development of computer science, more and more complex problems rely on the help of computers for solving. When facing the parameter optimization problem of complex models, traditional intelligent optimization algorithms often require multiple iterations on the target problem. It can bring unacceptable costs and resource costs in dealing with these complex problems. In order to solve the parameter optimization of complex problems, in this paper we propose a multi-level surrogate-assisted optimization algorithm (MLSAO). By constructing surrogate models at different levels, the algorithm effectively explores the parameter space, avoiding local optima and enhancing optimization efficiency. The method combines two optimization algorithms, differential evolution (DE) and Downhill simplex method. DE is focused on global level surrogate model optimization. Downhill simplex is concentrated on local level surrogate model update. Random forest and inverse distance weighting (IDW) are constructed for global and local level surrogate model respectively. These methods leverage their respective advantages at different stages of the algorithm. The MLSAO algorithm is evaluated against other state-of-the-art approaches using benchmark functions of varying dimensions. Comprehensive results from the comparisons showcase the superior performance of the MLSAO algorithm in addressing expensive optimization problems. Moreover, we implement the MLSAO algorithm for tuning precipitation parameters in the Community Earth System Model (CESM). The outcomes reveal its effective enhancement of CESM's simulation accuracy for precipitation in the North Indian Ocean and the North Pacific region. These experiments demonstrate that MLSAO can better address parameter optimization problems under complex conditions.
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