Comparison of Different Surrogate Models for the JADE Algorithm
Konrad Krawczyk
a
and Jarosław Arabas
b
Institute of Computer Science, Warsaw University of Technology, Warsaw, Poland
Keywords:
Evolutionary Algorithms, Surrogate Models, Differential Evolution, Ranking Procedure, JADE, CEC.
Abstract:
We investigate the performance of various regression-based surrogate models integrated with a ranking proce-
dure in the Adaptive Differential Evolution with an Optional External Archive (JADE) method. We perform
regression of the fitness function by the surrogate model to reduce the number of fitness evaluations needed
to achieve the optimization progress. The surrogate model training process should be relatively cheap since
training is performed many times along with the optimization process. Therefore we investigate surrogate
models based on k Nearest Neighbors, Random Forests, and Support Vector Machines. We test the effective-
ness of JADE with and without the surrogate models using the CEC2013 benchmark set for single-criterion
continuous optimization. Experimental data confirm the benefits of using the surrogate models and indicate
the difference in efficiency improvement between the considered models.
1 INTRODUCTION
In this text, we aim to improve the efficiency of the
Adaptive Differential Evolution with an Optional Ex-
ternal Archive (JADE) algorithm (Zhang and Gao,
2013), which is a popular evolutionary algorithm and
has demonstrated remarkable performance in single-
criterion continuous optimization tasks. However, the
computational cost associated with the fitness evalu-
ations required by the JADE algorithm can become
a bottleneck, especially when dealing with computa-
tionally expensive simulations or real-world systems.
This problem can be tackled by using surrogate mod-
els, also known as metamodels, to reduce the com-
puting time by providing an estimation of the fit-
ness function. We introduce a methodology to han-
dle the surrogate model adaptation and investigate
several candidates for the surrogate models to be in-
tegrated with JADE. We evaluate the efficiency of
surrogate-assisted JADE using the CEC2013 bound-
constrained, single-criterion benchmark suite.
Surrogate models can either directly return the es-
timation of the fitness function value of each individ-
ual or they can approximate the result of comparison
of fitness values between two or more individuals. For
example, in the case of Differential Evolution (DE),
the selection process is based on the comparison be-
tween each offspring and its parent. One way of using
a
https://orcid.org/0000-0003-2012-0803
b
https://orcid.org/0000-0002-5699-947X
surrogate models would be to compute the surrogate
fitness values and to perform selection on the basis
of their comparison. Note that the result of compar-
ison affects the selection rather than the fitness val-
ues, therefore we may be less careful about the ap-
proximation accuracy of the fitness function with the
surrogate model, provided that the proper relationship
of the individuals’ fitness is preserved by the surro-
gate values. Hence we can distinguish between the
regression-based and the classification-based surro-
gate models. Example applications of both concepts
for the DE can be found, e.g., in (Zhang and Sander-
son, 2007) and in (X. Lu and Yao, 2011).
When the surrogate model of the fitness function
is used, several decisions need to be made:
Individual vs. universal metamodel: The sur-
rogate function can be defined for each individual
separately, or it can be universal for all population
members. If the variability pattern of the fitness
landscape is relatively similar among individuals,
a single surrogate function may suffice; otherwise,
assigning each individual its own surrogate func-
tion might lead to better approximations and ul-
timately improve the optimization process (Ong
et al., 2004).
Frequency of re-training the surrogate func-
tion: Retraining the surrogate model after each
generation can provide a more accurate represen-
tation of the problem space, but it is quite expen-
sive. Updating the model after a few generations
186
Krawczyk, K. and Arabas, J.
Comparison of Different Surrogate Models for the JADE Algorithm.
DOI: 10.5220/0012166100003595
In Proceedings of the 15th International Joint Conference on Computational Intelligence (IJCCI 2023), pages 186-194
ISBN: 978-989-758-674-3; ISSN: 2184-3236
Copyright © 2023 by SCITEPRESS Science and Technology Publications, Lda. Under CC license (CC BY-NC-ND 4.0)
can reduce the computation cost but it can result
in a poorer quality of the model, so the frequency
of retraining reflects the desired trade-off between
computational time and solution quality.
Handling the true fitness function samples:
Surrogate models are built on the basis of the true
fitness function samples. Initially, such a sample
can be created using a limited number of evalua-
tions when the true fitness function is computed.
As the optimization continues, the sample can
be expanded by evaluating only a portion of the
points created by the optimization process. This
dynamic approach helps maintain a balance be-
tween exploration and exploitation and may result
in a more accurate surrogate model over time (He
et al., 2023).
Metamodel adaptation style: The surrogate
model can be retrained either from scratch, or it
can be adaptively, incrementally changed. This
can involve updating the model’s parameters or
structure, which can help in reducing the compu-
tational cost while maintaining a reasonable level
of accuracy (Picheny et al., 2013).
Surrogate model class: There are numerous
types of surrogate models that can be used in opti-
mization, including but not limited to kriging, lin-
ear regression, support vector machines, artificial
neural networks, Gaussian process regression, k-
nearest neighbors, and decision trees. The choice
of the surrogate model depends on the problem
domain, the available data, and the desired trade-
off between model complexity and computational
cost (Zaborski and Ma
´
ndziuk, 2022),(Zhang et al.,
2022).
We define a regression-based surrogate model to
be commonly used by all population individuals
(a global surrogate model). The surrogate model
is adaptively changed in each iteration of JADE.
The surrogate model adaptation process is performed
after the offspring population is completed. We
adopted the approximate ranking procedure proposed
in (S. Kern and Koumoutsakos, 2006) as a procedure
to control the process of computing true fitness val-
ues, when the surrogate model approach is coupled
with the CMA-ES method. The main idea is to con-
trol the surrogate model quality without knowing the
correct ranking of the complete population.
In this study, we compare the performance of
four widely used regression-based surrogate models
(k Nearest Neighbors, Random Forest, XGBoost, and
Support Vector Regression) when integrated with the
JADE algorithm with the aforementioned ranking-
based model adaptation procedure for single-criterion
continuous optimization problems. We aim to iden-
tify the most suitable surrogate model for JADE
by considering their performance and efficiency im-
provement.
To achieve this, we use the CEC2013 bench-
mark set for single-criterion continuous optimization,
which covers a wide range of test functions with var-
ious optimization challenges. By analyzing the per-
formance of JADE with a surrogate model employed
in the ranking procedure, we aim to provide insights
into the effectiveness of different surrogate models
and their potential to enhance the JADE algorithm’s
performance.
2 RELATED WORK
2.1 JADE Algorithm
The Adaptive Differential Evolution with an Optional
External Archive (JADE) is an extended version of
the Differential Evolution algorithm, as presented
in (Zhang and Sanderson, 2009). A key aspect of
JADE is its self-regulating control of the mutation
and crossover parameters, F and CR, which are essen-
tial for achieving a balance between exploration and
exploitation during the optimization process. JADE
utilizes a learning strategy that updates F and CR
based on successful mutations, allowing the algorithm
to adjust to the problem’s characteristics throughout
the optimization process. This adaptive approach re-
moves the need for manual parameter tuning, making
JADE more robust and effective for solving a wide
range of optimization problems.
Another remarkable feature of JADE is the op-
tional utilization of an external archive, which stores
the solutions that are replaced during the evolution-
ary process. The external archive enhances the al-
gorithm’s ability to preserve population diversity and
prevent premature convergence. By integrating the
archived solutions into the mutation process, JADE
can efficiently explore the search space and identify
promising regions, resulting in improved optimization
performance.
In JADE, the DE/current-to-pbest/k mutation
scheme is used. It selects the p% best individuals
from the current population, where p% is a user-
defined parameter, and combines them with the cur-
rent individual and a randomly selected individual
from either the current population or the external
archive. This mutation operation can be expressed as
follows:
m
i
= x
i
+ F · (x
j
x
i
) + F · (x
i
1
x
i
2
) (1)
Comparison of Different Surrogate Models for the JADE Algorithm
187
where m
i
is the mutant, x
i
is the target vector, x
j
is
a vector chosen from the fraction of p% best fit vec-
tors from the current population, and x
i
1
and x
i
2
are
randomly selected individuals from either the current
population or the external archive. A more compre-
hensive pseudocode of JADE is provided in section 3,
along with the adaptations made to include the surro-
gate model adaptation.
2.2 Approximate Ranking Procedure
In (S. Kern and Koumoutsakos, 2006) the method
called approximate ranking procedure as assistance
to the surrogate model approach implemented in the
CMA-ES is proposed. Its main task is to help control
model quality without knowing the correct ranking of
the complete population. In that procedure, in the be-
ginning, a surrogate model is prepared based on the
training set S. With the use of the prepared surro-
gate model, a sorting order for µ best individuals is
prepared. Next, a fraction of offspring individuals is
evaluated with the original fitness function and added
to S, the surrogate model is updated, and the sorting
order is established anew. If this results in a change of
the sorting order, the process of evaluating a fraction
of offspring, model update, and ranking is repeated
until the ranking stabilizes.
2.3 Considered Surrogate Models
K Nearest Neighbours. kNN is a non-parametric,
instance-based model (Dudani, 1976) which uses an
archive of points S. When given an input point x, the
model defines its output
ˆ
f (x) as:
ˆ
f (x) =
k
i=1
w
i
· f (x
i
)
k
i=1
w
i
(2)
where f (x
i
) is the approximated function value for the
i-th closest neighbor of the point x from the set S, w
i
is its weight, and the summation runs over the k near-
est neighbors. The weights are assigned to the neigh-
bors based on the inverse of their distance to the query
point:
w
i
=
1
||x
i
x||
(3)
where || · || is the assumed norm (in our case, Eu-
clidean).
kNN is a non-parametric method, which means it
does not make any assumptions about the approxi-
mated function formula. This flexibility allows it to
capture complex relationships between the input and
output variables, making it suitable for a wide range
of optimization problems (James et al., 2021). The
choice of k influences the model’s performance, with
smaller values providing a more flexible fit and larger
values offering a smoother approximation.
Random Forest Regression. RFR is an ensemble
learning method that combines multiple regression
trees to produce a more accurate and robust predic-
tion (Breiman, 2001).
Each regression tree is constructed independently
using a bootstrapped sample of the training set S. Dur-
ing the construction of each tree, a random subset
of features is selected at each node, which helps to
decorrelate the individual trees and improve the over-
all performance of the ensemble. The final prediction
for an input point x is obtained by averaging the out-
puts of all the individual trees in the forest:
ˆ
f (x) =
1
T
T
i=1
ˆ
f
i
(x) (4)
where
ˆ
f
i
(x) is the output of the i-th decision tree, and
T is the total number of trees in the forest.
The number of trees (T ) and the size of the ran-
dom feature subset at each node are important hyper-
parameters that influence the performance of the RFR
model.
XGBoost. XGBoost builds on the principles of gra-
dient boosting, a method that sequentially combines
regression trees into a weighted average that can ac-
curately model complex relationships between input
and output variables (Chen and Guestrin, 2016). The
key idea behind XGBoost is to iteratively learn a re-
gression tree that can best correct the errors made by
the previously combined trees. The final prediction
for an input point x is defined as:
ˆ
f (x) =
T
i=1
w
i
ˆ
f
i
(x) (5)
where T is the number of trees,
ˆ
f
i
(x) is the predic-
tion of the i-th tree for the input point x, and w
i
is the
corresponding weight. Important hyperparameters in
XGBoost include the maximum tree depth, learning
rate (shrinkage), the number of trees, and regulariza-
tion parameters (L1 and L2).
Support Vector Regression. SVR (Drucker et al.,
1997) is a regression version of the Support Vector
Machine (Cortes and Vapnik, 1995). SVR yields its
prediction as a weighted sum of a form:
ˆ
f (x) =
x
i
S
w
i
k(x, x
i
) + b (6)
ECTA 2023 - 15th International Conference on Evolutionary Computation Theory and Applications
188
where w
i
are the weights, b is the bias term, and
k(x, x
i
) is the kernel function which takes as argu-
ments a point x
i
from the dataset S and the input point
x. The archive points whose corresponding weights
are nonzero are called the support vectors.
A critical aspect of SVR is the proper choice of
the kernel function which determines the transforma-
tion of the input data and the shape of the approxima-
tion hyperplane. Commonly used kernels include the
linear, polynomial, radial basis, and sigmoid. Other
important hyperparameters in SVR include the regu-
larization parameter C, which controls the trade-off
between model complexity and the degree of allowed
error, and the ε parameter, which defines the accept-
able error margin around the optimal hyperplane.
3 JADE WITH A SURROGATE
MODEL
The use of the fraction of p% best points in the
JADE mutation scheme is analogous to the selection
scheme used by CMA-ES. This motivated us to cou-
ple JADE with a ranking procedure originally formu-
P {x
1
,x
2
,...,x
µ
}
S (x
k
, f (x
k
)), k = 1,...,µ
µ
CR
= 0.5, µ
F
= 0.5
while !stop do
S
CR
=
/
0, S
F
=
/
0
P
pbest
f ind pbest(q(P))
for i := 1 to µ do
CR
i
= randn
i
(µ
CR
,0.1)
F
i
= randc
i
(µ
F
,0.1)
x
i
1
,x
i
2
sample(P)
x
pbest
sample(P
pbest
)
m
i
x
i
+ F
i
· (x
pbest
x
i
+ x
i
1
x
i
2
)
o
i
crossover(x
i
,m
i
)
end
ˆ
f ,q(O),S ranking procedure(O,S)
q(P)
ˆ
f (P)
for i := 1 to µ do
if q(o
i
) < q(x
i
) then
x
i
o
i
S
CR
S
CR
{CR
i
}
S
F
S
F
{F
i
}
end
end
µ
CR
= (1 c) · µ
CR
+ c · mean
A
(S
CR
)
µ
F
= (1 c) · µ
F
+ c · mean
L
(S
F
)
end
Algorithm 1: JADE with the surrogate model-based
ranking procedure.
lated for CMA-ES in (S. Kern and Koumoutsakos,
2006). Pseudocodes of the resulting JADE version
and of the approximate ranking procedure are pre-
sented as Algorithm 1 and Algorithm 2, respectively.
In the modified JADE, we distinguish between the
true fitness function and the surrogate function, de-
noted with f and
ˆ
f , respectively. The fitness value
of a particular individual x
i
, maintained in a popula-
tion, is denoted by q(x
i
) and is assigned, depending on
the context, either by the true fitness or the surrogate
function. Every point evaluated by the true fitness
function is stored in the archive S which is organized
as a FIFO queue. This archive is used to train the
surrogate models and should be distinguished from
the optional archive of points, which is maintained by
JADE and is used to increase the number of difference
vectors.
The algorithm starts by generating the initial pop-
ulation P and evaluating all the individuals in the pop-
ulation using the original fitness function f . As the
optimization loop begins, the population of p% best
individuals is identified on the basis of either the orig-
inal fitness function (when available) or the surrogate
model. The offspring individuals are generated using
the mutation and crossover, and they are evaluated us-
ing the ranking procedure that updates the surrogate
model. After that, the parents’ fitness values obtained
using the previous surrogate model are re-calculated
using the updated surrogate model. The selection of
ˆ
f build
surrogate model(S)
q(P)
ˆ
f (P)
r
0
(P) sort according to q(P)
S S {(x
i
, f (x
i
))}, i = 1, ..., n
init
for i := 1 to (µ n
init
)/n
b
do
ˆ
f build surrogate model(S)
q(P)
ˆ
f (P)
r
i
(P) sort according to q(P)
if r
i1
(P)[1 : pbest] = r
i
(P)[1 : pbest]
then
break
end
else
S S {(x
i
, f (x
i
))}, x = 1, ..., n
b
end
end
if i > 2 then
n
init
min(n
init
+ n
b
, µ - n
b
)
end
else if i < 2 then
n
init
max(n
b
, n
init
- n
b
)
end
Algorithm 2: Ranking procedure (P,S).
Comparison of Different Surrogate Models for the JADE Algorithm
189
the new parent population is based on the fitness val-
ues obtained with the use of the same surrogate model
for both old parents and new offspring. Thus the new
parent population is completed.
4 EXPERIMENTAL STUDY
4.1 Experiment Conditions
CEC2013 Benchmark Suite. We tested the JADE
supported by the aforementioned regression-based
surrogate models using the CEC2013 benchmark
suite (Liang et al., 2013) which defines 28 challeng-
ing optimization functions that have a wide spectrum
of landscapes and difficulties. Thus it is particularly
well-suited for assessing the effectiveness of surro-
gate models.
The CEC2013 benchmark suite fitness functions
are challenging for regression models, particularly in
terms of local estimation many of them are highly
nonlinear and non-convex, making it difficult for re-
gression models to accurately capture the underlying
relationships between input and output variables, par-
ticularly in local regions. Some of them present noisy
landscapes, and some are locally asymmetrical about
their local minima. In this study, we focus on prob-
lems with D = 10 dimensions.
Parameter Settings. To ensure statistically mean-
ingful results, we executed 51 independent runs for
each combination of JADE with a surrogate model
and for each optimization problem from the bench-
mark suite. In each run, we recorded the best achieved
true fitness value and treated it as a result of that
run. In each independent run, the algorithm was
given a budget of 100,000 fitness evaluations, as it
was suggested in the CEC2013 benchmark suite. The
JADE population contained µ = 20 individuals, and
the search range was defined as [100, 100]
10
. The
optimization process was terminated either after us-
ing the admissible budget or after reaching a point
whose fitness differed no more than 10
8
from the
global optimum which has been defined in the bench-
mark suite. Bound constraints imposed by the bench-
mark suite were handled with the reflection method,
according to the guidelines from (Biedrzycki et al.,
2018).
For the kNN regression model, the value of k was
set to D + 2 after a preliminary tuning. In the case of
SVR, RFR, and XGBoost, we used the default param-
eters’ settings provided in the libraries that implement
these methods (Chen and Guestrin, 2016), (Pedregosa
et al., 2011).
4.2 Results
Efficiency of Surrogate Models and the Archive
Size. The first series of experiments was aimed at
selecting the appropriate archive size for each surro-
gate model. We analyzed statistics of the results ob-
tained by surrogate model-assisted JADE for archive
size ranging from 2 · µ up to 50 · µ, where µ stands for
the population size. The results of the experiments
are provided in Fig. 2, 3 in the form of boxplots. The
median value is indicated by a horizontal line within
the box. The width of the box corresponds with the
interquartile range, and the whiskers correspond to
the distance between extreme values and the first/third
quartiles. Outliers are represented with bullets.
Labels on axis X represent various surrogate
model settings: <model> <n> means that it is a
combination of JADE with a specific surrogate model
and the size of the archive of points (expressed as the
population size multiplier <n>).
In the case of kNN, RFR, and XGBoost, the
performance of the surrogate-assisted JADE usually
grows with the size of the archive used for creating
the surrogate model, but for some optimization prob-
lems, e.g. F15, F16, F23, it appears that an optimum
value of the archive size can be observed. Moreover,
the relationship between the archive size and the opti-
mization efficiency is similar between the three afore-
mentioned model types.
In the SVR case, quite often the quality of results
is worse than the results of JADE alone. Moreover,
the results get worse along with the model size. Clar-
ification of this effect needs much deeper investiga-
tion, we hypothesize that perhaps the kernel formula
and/or the kernel parameter are responsible for this
behavior.
Comparison Between Surrogate Model Efficiency.
For each surrogate model, we selected the best-
performing archive size using the Wilcoxon test in
pairs by comparing the results yielded by JADE with
and without the surrogate model across 28 different
CEC2013 functions. Then we aggregated the results
by counting the number of wins, draws, and losses of
a surrogate model-assisted JADE with JADE without
the model. The winning population size for the sur-
rogate model was equivalent to the value for each the
difference between the number of wins and the num-
ber of losses was greatest. The archive size of 20 gave
the best performance within each surrogate model.
Then we applied the same methodology to the
comparison between the results yielded by the sur-
rogate models with the optimal archive size. Ta-
ble 1 summarizes the results. Each row in the table
ECTA 2023 - 15th International Conference on Evolutionary Computation Theory and Applications
190
Table 1: Results of the Wilcoxon test for each surrogate
model and the standard JADE version for functions from
CEC2013 benchmark.
function kNN RFR XGBoost SVR
F1 * * - *
F2 + * * -
F3 - * * -
F4 + * * -
F5 * * - -
F6 * - - -
F7 + + + -
F8 * * * *
F9 + + + *
F10 * - - -
F11 * * - -
F12 + + + -
F13 + * + -
F14 - - - -
F15 + + + -
F16 - - * -
F17 * - * -
F18 + + * -
F19 * * * -
F20 + + + -
F21 + - - -
F22 - - - -
F23 + + + -
F24 + * + -
F25 + * + -
F26 * + * -
F27 + + + -
F28 * - - -
14/10/4 9/11/8 10/9/9 0/3/25
corresponds to a specific function, and the columns
represent each surrogate model with its best archive
size. We indicate the results with symbols “+”, “–
”, and “*”, when the surrogate-model assisted JADE
was performing better than JADE alone, worse than
JADE alone, or there was no statistically signifi-
cant difference between the compared JADE versions.
The last row of the table summarizes the number of
wins/draws/losses of the surrogate model supported
JADE versus JADE alone.
Among the considered surrogate models, a clear
winner is kNN. JADE coupled with kNN yields re-
sults that are superior to JADE without a surrogate
model in the case of 14 optimization problems from
the benchmark suite, in 10 cases the results were com-
parable, and only in 4 cases, pure JADE was the win-
ner. Notably, it never happened that some other model
improved and kNN deteriorated the quality of JADE.
SVR consistently underperforms compared to other
methods, probably due to an improper choice of ker-
nel or its parameters.
Analysis of Convergence Curves. The Wilcoxon
test-based comparison relates to the best results af-
ter spending the admissible budget of fitness evalu-
ations. Here we provide the convergence curves to
compare the intermediate results obtained for several
selected CEC2013 problems. The convergence curves
(Fig. 1) illustrate the evolution of the best-performing
point fitness in each of 51 independent runs, averaged
over the independent runs. The results for surrogate
model-assisted JADE are obtained for the best archive
size.
In certain instances, JADE coupled with a surro-
gate model, clearly converges faster and yields bet-
ter results compared to the standard JADE. This un-
derlines the effectiveness of the JADE with a sur-
rogate model in swiftly navigating the search space
and reaching near-optimal solutions in a shorter time
frame. A good example is problem 27, where most
models show behavior like that, except the SVR
model. However, there are also scenarios where the
surrogate model assisted JADE initially converges
faster but plateaus at a certain level. This could be
indicative of getting stuck in local optima, which is a
well-known issue in evolutionary algorithms. These
observations provide insights into potential areas of
refinement for our method, such as incorporating
mechanisms to escape from local optima and to reach
global ones. For problem 5 we can see this effect for
SVR and XGBoost models. In addition, there are also
situations where the standard JADE converges faster
initially but is eventually overtaken by its surrogate
model-assisted versions, which finally achieve better
results. This suggests that while the standard JADE
may be quicker to find promising regions in the search
space for some of the functions, surrogate model as-
sistance could improve the results in the longer run.
For kNN and RFR, problem 20 is a good example of
such behavior.
5 CONCLUSION
We show the potential of using surrogate models
to improve the efficiency of the JADE algorithm.
Among tested methods, kNN with an archive size
equal to 20 achieved the best performance on the
CEC2013 benchmark suite. Note that kNN is a rela-
tively cheap model because it needs no training phase
to build the internal model structure.
Our findings highlight the important role of surro-
gate model selection. While certain benchmark func-
tions delivered comparable results regardless of the
surrogate model used, we have shown that most func-
tions reacted differently to varying models, leading to
significant differences in the results. This points to the
necessity of understanding the specific characteristics
and requirements of each function when choosing the
most suitable model.
Despite the promising outcomes, we recognize
that there is always potential for improving our
method. Future research will thus concentrate on en-
hancing the performance of analyzed models on the
test functions where they currently lag.
Comparison of Different Surrogate Models for the JADE Algorithm
191
Figure 1: Convergence curves of problems 5, 20, and 27.
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Figure 2: Boxplot results for functions 1 - 14 from CEC2013 Benchmark.
Comparison of Different Surrogate Models for the JADE Algorithm
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Figure 3: Boxplot results for functions 15 - 28 from CEC2013 Benchmark.
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