A classifier-assisted evolutionary algorithm with knowledge transfer for expensive multitasking problems

Abstract

Surrogate-assisted evolutionary algorithms provide an effective means for complex and computationally expensive optimization problems. However, due to the scarcity of training samples, the prediction accuracy of frequently-used regression surrogate models can hardly be guaranteed as the difficulty of the problem increases, resulting in performance degradation of the whole algorithm. Since real-world problems rarely exist in isolation, it is expected to alleviate the above issue by properly exploiting the knowledge shared across different problems. In this context, this study proposes a novel evolutionary multitasking optimization algorithm assisted by a classifier rather than a regression model for expensive multitasking problems, where the accuracy of the classifier is boosted by knowledge transfer. To be specific, a support vector classifier (SVC) is first developed and integrated into a classic evolutionary algorithm, i.e., covariance matrix adaptation evolution strategy (CMA-ES). With a low computational cost, it helps CMA-ES to prescreen parent solutions from the current population. Following that, a knowledge transfer strategy is designed to enrich the training samples for each task-oriented classifier by sharing high-quality solutions among different tasks, where a PCA-based subspace alignment technique is employed. Extensive experiments indicate that the SVC-assisted CMA-ES gains significant superiority over general CMA-ES in terms of both robustness and scalability, and the knowledge transfer strategy further helps it earn a competitive edge over some state-of-the-art algorithms on expensive multitasking optimization problems.