A novel surrogate-assisted evolutionary algorithm applied to partition-based ensemble learning

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Abstract

We propose a novel surrogate-assisted Evolutionary Algorithm for solving expensive combinatorial optimization problems. We integrate a surrogate model, which is used for fitness value estimation, into a state-of-the-art P3-like variant of the Gene-Pool Optimal Mixing Algorithm (GOMEA) and adapt the resulting algorithm for solving non-binary combinatorial problems. We test the proposed algorithm on an ensemble learning problem. Ensembling several models is a common Machine Learning technique to achieve better performance. We consider ensembles of several models trained on disjoint subsets of a dataset. Finding the best dataset partitioning is naturally a combinatorial non-binary optimization problem. Fitness function evaluations can be extremely expensive if complex models, such as Deep Neural Networks, are used as learners in an ensemble. Therefore, the number of fitness function evaluations is typically limited, necessitating expensive optimization techniques. In our experiments we use five classification datasets from the OpenML-CC18 benchmark and Support-vector Machines as learners in an ensemble. The proposed algorithm demonstrates better performance than alternative approaches, including Bayesian optimization algorithms. It manages to find better solutions using just several thousand fitness function evaluations for an ensemble learning problem with up to 500 variables.

Original languageEnglish
Title of host publicationGECCO 2021 - Proceedings of the 2021 Genetic and Evolutionary Computation Conference
PublisherAssociation for Computing Machinery (ACM)
Pages583-591
Number of pages9
ISBN (Electronic)9781450383509
DOIs
Publication statusPublished - 2021
Event2021 Genetic and Evolutionary Computation Conference, GECCO 2021 - Virtual, Online, France
Duration: 10 Jul 202114 Jul 2021

Publication series

NameGECCO 2021 - Proceedings of the 2021 Genetic and Evolutionary Computation Conference

Conference

Conference2021 Genetic and Evolutionary Computation Conference, GECCO 2021
Country/TerritoryFrance
CityVirtual, Online
Period10/07/2114/07/21

Keywords

  • Ensemble learning
  • Expensive combinatorial optimization
  • Surrogate-assisted evolutionary algorithms

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