Investigating Bayesian Optimization for rail network optimization

Abstract

Optimizing the operation of rail networks using simulations is an on-going task where heuristic methods such as Genetic Algorithms have been applied. However, these simulations are often expensive to compute and consequently, because the optimization methods require many (typically '104) repeat simulations, the computational cost of optimization is dominated by them. This paper examines Bayesian Optimization and benchmarks it against the Genetic Algorithm method. By applying both methods to test-tasks seeking to maximize passenger satisfaction by optimum resource allocation, it is experimentally determined that a Bayesian Optimization implementation finds ‘good’ solutions in an order of magnitude fewer simulations than a Genetic Algorithm. Similar improvement for real-world problems will allow the predictive power of detailed simulation models to be used for a wider range of network optimization tasks. To the best of the authors’ knowledge, this paper documents the first application of Bayesian Optimization within the field of rail network optimization.