Neural networks as surrogate models for measurements in optimization algorithms

Abstract

The paper deals with surrogate modelling, a modern approach to the optimization of objective functions evaluated via measurements. The approach leads to a substantial decrease of time and costs of evaluation of the objective function, a property that is particularly attractive in evolutionary optimization. The paper recalls common strategies for using surrogate models in evolutionary optimization, and proposes two extensions to those strategies - extension to boosted surrogate models and extension to using a set of models. These are currently being implemented, in connection with surrogate modelling based on feed-forward neural networks, in a software tool for problem-tailored evolutionary optimization of catalytic materials. The paper presents results of experimentally testing already implemented parts and comparing boosted surrogate models with models without boosting, which clearly confirms the usefulness of both proposed extensions. © 2010 Springer-Verlag.