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
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