An Efficient Differential Evolution Algorithm with Approximate Fitness Functions Using Neural Networks

We develop an efficient differential evolution (DE) with neural networks-based approximating technique for computationally expensive problems, called DE-ANN hereinafter. We employ multilayer feedforward ANN to approximate the original problems for reducing the numbers of costly problems in DE. We also implement a fast training algorithm whose data samples use the population of DE. In the evolution process of DE, we combine the individual-based and generation-based methods for approximate model control. We compared the proposed algorithm with the conventional DE on three benchmark test functions. The experimental results showed that DE-ANN had capacity to be employed to deal with the computationally demanding real-world problems.

[1]  Kok Wai Wong,et al.  Surrogate-Assisted Evolutionary Optimization Frameworks for High-Fidelity Engineering Design Problems , 2005 .

[2]  Martin A. Riedmiller,et al.  A direct adaptive method for faster backpropagation learning: the RPROP algorithm , 1993, IEEE International Conference on Neural Networks.

[3]  Hitoshi Iba,et al.  Interactive evolutionary computation , 2009, New Generation Computing.

[4]  Riccardo Poli,et al.  Genetic and Evolutionary Computation – GECCO 2004 , 2004, Lecture Notes in Computer Science.

[5]  Christian Igel,et al.  Improving the Rprop Learning Algorithm , 2000 .

[6]  Raphael T. Haftka,et al.  Response surface approximation of Pareto optimal front in multi-objective optimization , 2007 .

[7]  Juan J. Alonso,et al.  Mutiobjective Optimization Using Approximation Model-Based Genetic Algorithms , 2004 .

[8]  Bernhard Sendhoff,et al.  Neural Networks for Fitness Approximation in Evolutionary Optimization , 2005 .

[9]  Rainer Storn,et al.  System design by constraint adaptation and differential evolution , 1999, IEEE Trans. Evol. Comput..

[10]  Yaochu Jin,et al.  Knowledge incorporation in evolutionary computation , 2005 .

[11]  Yaochu Jin,et al.  A comprehensive survey of fitness approximation in evolutionary computation , 2005, Soft Comput..

[12]  Hideyuki Takagi,et al.  Interactive evolutionary computation: fusion of the capabilities of EC optimization and human evaluation , 2001, Proc. IEEE.

[13]  Chi Hong-qin A Survey of Multi-objective Differential Evolution Algorithms , 2009 .

[14]  M.H. Hassoun,et al.  Fundamentals of Artificial Neural Networks , 1996, Proceedings of the IEEE.

[15]  Xavier Llorà,et al.  Combating user fatigue in iGAs: partial ordering, support vector machines, and synthetic fitness , 2005, GECCO '05.

[16]  Martin Pelikan,et al.  Fitness Inheritance in the Bayesian Optimization Algorithm , 2004, GECCO.

[17]  Bernhard Sendhoff,et al.  Reducing Fitness Evaluations Using Clustering Techniques and Neural Network Ensembles , 2004, GECCO.

[18]  Kalyanmoy Deb,et al.  Computationally effective search and optimization procedure using coarse to fine approximations , 2003, The 2003 Congress on Evolutionary Computation, 2003. CEC '03..

[19]  Uday K. Chakraborty,et al.  Advances in Differential Evolution , 2010 .

[20]  Nateri K. Madavan,et al.  Aerodynamic Shape Optimization Using Hybridized Differential Evolution , 2003 .

[21]  Bernhard Sendhoff,et al.  A framework for evolutionary optimization with approximate fitness functions , 2002, IEEE Trans. Evol. Comput..

[22]  Khaled Rasheed,et al.  A Survey of Fitness Approximation Methods Applied in Evolutionary Algorithms , 2010 .

[23]  Bu-Sung Lee,et al.  Memetic algorithm using multi-surrogates for computationally expensive optimization problems , 2007, Soft Comput..

[24]  Rainer Storn,et al.  Differential Evolution – A Simple and Efficient Heuristic for global Optimization over Continuous Spaces , 1997, J. Glob. Optim..

[25]  Christine A. Shoemaker,et al.  Local function approximation in evolutionary algorithms for the optimization of costly functions , 2004, IEEE Transactions on Evolutionary Computation.