Offline evolutionary optimization with problem-driven model pool design and weighted model selection indicator

Abstract

Offline data-driven evolutionary algorithms aim to provide a promising solution based on the collected historical data, without online real fitness evaluations. However, the suitability of surrogate models varies significantly across different problem types, and current research often overlooks the relationship between problem characteristics and model performance. To address this gap, we propose a novel offline data-driven evolutionary algorithm, termed MSEA, which integrates a problem-driven model pool design and a weighted indicator-based model selection mechanism. The model pool is carefully designed, incorporating four distinct surrogate models tailored for various optimization landscapes to align with diverse problem characteristics. A weighted selection indicator, derived from both model evaluation and solution quality assessment, is employed to dynamically select the most suitable model for the optimization problem. Extensive experimental results demonstrate that MSEA effectively identifies and utilizes the optimal model from the pool for specific offline optimization tasks. Compared to five state-of-the-art offline data-driven methods, MSEA achieved optimal results for 26 out of 32 functions across dimensions ranging from 10 to 100 and also exhibited faster running times. Furthermore, in high-dimensional spaces, MSEA achieved the best optimization results in dimensions ranging from 200 to 500. Our code is available at https://github.com/zhenhuixiang/MSEA.