Surrogate-Assisted Evolutionary Algorithm With Model and Infill Criterion Auto-Configuration
提出一种名为AutoSAEA的代理辅助进化算法，通过两级多臂赌博机自动选择代理模型和填充准则，在复杂基准问题和油藏生产优化中表现优于现有方法。
Surrogate-assisted evolutionary algorithms (SAEAs) have proven to be effective in solving computationally expensive optimization problems (EOPs). However, the performance of SAEAs heavily relies on the surrogate model and infill criterion used. To improve the generalization of SAEAs and enable them to solve a wide range of EOPs, this paper proposes an SAEA called AutoSAEA, which features model and infill criterion auto-configuration. Specifically, AutoSAEA formulates model and infill criterion selection as a two-level multi-armed bandit problem (TL-MAB). The first and second levels cooperate in selecting the surrogate model and infill criterion, respectively. A two-level reward (TL-R) measures the value of the surrogate model and infill criterion, while a two-level upper confidence bound (TL-UCB) selects the model and infill criterion in an online manner. Numerous experiments validate the superiority of AutoSAEA over some state-of-the-art SAEAs on complex benchmark problems and a real-world oil reservoir production optimization problem.