Scalable GP with hyperparameters sharing based on transfer learning for solving expensive optimization problems
Surrogates are essential in surrogate-assisted evolutionary algorithms (SAEAs) for solving expensive optimization problems. Gaussian processes (GPs) are often used as surrogates for their accuracy in prediction and ability to quantify prediction uncertainty. However, calculating the inverse and dete...
Ausführliche Beschreibung
Autor*in: |
Hu, Caie [verfasserIn] Zeng, Sanyou [verfasserIn] Li, Changhe [verfasserIn] |
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Format: |
E-Artikel |
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Sprache: |
Englisch |
Erschienen: |
2023 |
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Schlagwörter: |
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Übergeordnetes Werk: |
Enthalten in: Applied soft computing - Amsterdam [u.a.] : Elsevier Science, 2001, 148 |
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Übergeordnetes Werk: |
volume:148 |
DOI / URN: |
10.1016/j.asoc.2023.110866 |
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Katalog-ID: |
ELV065665791 |
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245 | 1 | 0 | |a Scalable GP with hyperparameters sharing based on transfer learning for solving expensive optimization problems |
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520 | |a Surrogates are essential in surrogate-assisted evolutionary algorithms (SAEAs) for solving expensive optimization problems. Gaussian processes (GPs) are often used as surrogates for their accuracy in prediction and ability to quantify prediction uncertainty. However, calculating the inverse and determinant of the covariance matrix in GPs is computationally expensive because of its cubic complexity. To tackle the issue, this paper proposes a scalable GP with hyperparameters sharing based on transfer learning. A linear predictor adaptively transfers the hyperparameters knowledge from the source full GPs (FGPs) to the target GP. The transfer is performed probabilistically based on the similarity between the distributions of the training data of FGPs and target GP. In this way, the number of building FGPs is significantly reduced. As a result, the optimization cost of the algorithms is also reduced. The scalable GP can be used in SAEAs to solve expensive optimization problems. The effectiveness of the proposed method is confirmed through testing on expensive benchmark problems and a real-world antenna design problem. | ||
650 | 4 | |a Evolutionary computation | |
650 | 4 | |a Expensive optimization | |
650 | 4 | |a Gaussian process | |
650 | 4 | |a Transfer learning | |
700 | 1 | |a Zeng, Sanyou |e verfasserin |4 aut | |
700 | 1 | |a Li, Changhe |e verfasserin |4 aut | |
773 | 0 | 8 | |i Enthalten in |t Applied soft computing |d Amsterdam [u.a.] : Elsevier Science, 2001 |g 148 |h Online-Ressource |w (DE-627)334375754 |w (DE-600)2057709-6 |w (DE-576)256145733 |x 1568-4946 |7 nnns |
773 | 1 | 8 | |g volume:148 |
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allfields |
10.1016/j.asoc.2023.110866 doi (DE-627)ELV065665791 (ELSEVIER)S1568-4946(23)00884-0 DE-627 ger DE-627 rda eng 004 VZ 54.00 bkl Hu, Caie verfasserin aut Scalable GP with hyperparameters sharing based on transfer learning for solving expensive optimization problems 2023 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Surrogates are essential in surrogate-assisted evolutionary algorithms (SAEAs) for solving expensive optimization problems. Gaussian processes (GPs) are often used as surrogates for their accuracy in prediction and ability to quantify prediction uncertainty. However, calculating the inverse and determinant of the covariance matrix in GPs is computationally expensive because of its cubic complexity. To tackle the issue, this paper proposes a scalable GP with hyperparameters sharing based on transfer learning. A linear predictor adaptively transfers the hyperparameters knowledge from the source full GPs (FGPs) to the target GP. The transfer is performed probabilistically based on the similarity between the distributions of the training data of FGPs and target GP. In this way, the number of building FGPs is significantly reduced. As a result, the optimization cost of the algorithms is also reduced. The scalable GP can be used in SAEAs to solve expensive optimization problems. The effectiveness of the proposed method is confirmed through testing on expensive benchmark problems and a real-world antenna design problem. Evolutionary computation Expensive optimization Gaussian process Transfer learning Zeng, Sanyou verfasserin aut Li, Changhe verfasserin aut Enthalten in Applied soft computing Amsterdam [u.a.] : Elsevier Science, 2001 148 Online-Ressource (DE-627)334375754 (DE-600)2057709-6 (DE-576)256145733 1568-4946 nnns volume:148 GBV_USEFLAG_U GBV_ELV SYSFLAG_U GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2088 GBV_ILN_2106 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 54.00 Informatik: Allgemeines VZ AR 148 |
spelling |
10.1016/j.asoc.2023.110866 doi (DE-627)ELV065665791 (ELSEVIER)S1568-4946(23)00884-0 DE-627 ger DE-627 rda eng 004 VZ 54.00 bkl Hu, Caie verfasserin aut Scalable GP with hyperparameters sharing based on transfer learning for solving expensive optimization problems 2023 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Surrogates are essential in surrogate-assisted evolutionary algorithms (SAEAs) for solving expensive optimization problems. Gaussian processes (GPs) are often used as surrogates for their accuracy in prediction and ability to quantify prediction uncertainty. However, calculating the inverse and determinant of the covariance matrix in GPs is computationally expensive because of its cubic complexity. To tackle the issue, this paper proposes a scalable GP with hyperparameters sharing based on transfer learning. A linear predictor adaptively transfers the hyperparameters knowledge from the source full GPs (FGPs) to the target GP. The transfer is performed probabilistically based on the similarity between the distributions of the training data of FGPs and target GP. In this way, the number of building FGPs is significantly reduced. As a result, the optimization cost of the algorithms is also reduced. The scalable GP can be used in SAEAs to solve expensive optimization problems. The effectiveness of the proposed method is confirmed through testing on expensive benchmark problems and a real-world antenna design problem. Evolutionary computation Expensive optimization Gaussian process Transfer learning Zeng, Sanyou verfasserin aut Li, Changhe verfasserin aut Enthalten in Applied soft computing Amsterdam [u.a.] : Elsevier Science, 2001 148 Online-Ressource (DE-627)334375754 (DE-600)2057709-6 (DE-576)256145733 1568-4946 nnns volume:148 GBV_USEFLAG_U GBV_ELV SYSFLAG_U GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2088 GBV_ILN_2106 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 54.00 Informatik: Allgemeines VZ AR 148 |
allfields_unstemmed |
10.1016/j.asoc.2023.110866 doi (DE-627)ELV065665791 (ELSEVIER)S1568-4946(23)00884-0 DE-627 ger DE-627 rda eng 004 VZ 54.00 bkl Hu, Caie verfasserin aut Scalable GP with hyperparameters sharing based on transfer learning for solving expensive optimization problems 2023 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Surrogates are essential in surrogate-assisted evolutionary algorithms (SAEAs) for solving expensive optimization problems. Gaussian processes (GPs) are often used as surrogates for their accuracy in prediction and ability to quantify prediction uncertainty. However, calculating the inverse and determinant of the covariance matrix in GPs is computationally expensive because of its cubic complexity. To tackle the issue, this paper proposes a scalable GP with hyperparameters sharing based on transfer learning. A linear predictor adaptively transfers the hyperparameters knowledge from the source full GPs (FGPs) to the target GP. The transfer is performed probabilistically based on the similarity between the distributions of the training data of FGPs and target GP. In this way, the number of building FGPs is significantly reduced. As a result, the optimization cost of the algorithms is also reduced. The scalable GP can be used in SAEAs to solve expensive optimization problems. The effectiveness of the proposed method is confirmed through testing on expensive benchmark problems and a real-world antenna design problem. Evolutionary computation Expensive optimization Gaussian process Transfer learning Zeng, Sanyou verfasserin aut Li, Changhe verfasserin aut Enthalten in Applied soft computing Amsterdam [u.a.] : Elsevier Science, 2001 148 Online-Ressource (DE-627)334375754 (DE-600)2057709-6 (DE-576)256145733 1568-4946 nnns volume:148 GBV_USEFLAG_U GBV_ELV SYSFLAG_U GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2088 GBV_ILN_2106 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 54.00 Informatik: Allgemeines VZ AR 148 |
allfieldsGer |
10.1016/j.asoc.2023.110866 doi (DE-627)ELV065665791 (ELSEVIER)S1568-4946(23)00884-0 DE-627 ger DE-627 rda eng 004 VZ 54.00 bkl Hu, Caie verfasserin aut Scalable GP with hyperparameters sharing based on transfer learning for solving expensive optimization problems 2023 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Surrogates are essential in surrogate-assisted evolutionary algorithms (SAEAs) for solving expensive optimization problems. Gaussian processes (GPs) are often used as surrogates for their accuracy in prediction and ability to quantify prediction uncertainty. However, calculating the inverse and determinant of the covariance matrix in GPs is computationally expensive because of its cubic complexity. To tackle the issue, this paper proposes a scalable GP with hyperparameters sharing based on transfer learning. A linear predictor adaptively transfers the hyperparameters knowledge from the source full GPs (FGPs) to the target GP. The transfer is performed probabilistically based on the similarity between the distributions of the training data of FGPs and target GP. In this way, the number of building FGPs is significantly reduced. As a result, the optimization cost of the algorithms is also reduced. The scalable GP can be used in SAEAs to solve expensive optimization problems. The effectiveness of the proposed method is confirmed through testing on expensive benchmark problems and a real-world antenna design problem. Evolutionary computation Expensive optimization Gaussian process Transfer learning Zeng, Sanyou verfasserin aut Li, Changhe verfasserin aut Enthalten in Applied soft computing Amsterdam [u.a.] : Elsevier Science, 2001 148 Online-Ressource (DE-627)334375754 (DE-600)2057709-6 (DE-576)256145733 1568-4946 nnns volume:148 GBV_USEFLAG_U GBV_ELV SYSFLAG_U GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2088 GBV_ILN_2106 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 54.00 Informatik: Allgemeines VZ AR 148 |
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10.1016/j.asoc.2023.110866 doi (DE-627)ELV065665791 (ELSEVIER)S1568-4946(23)00884-0 DE-627 ger DE-627 rda eng 004 VZ 54.00 bkl Hu, Caie verfasserin aut Scalable GP with hyperparameters sharing based on transfer learning for solving expensive optimization problems 2023 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Surrogates are essential in surrogate-assisted evolutionary algorithms (SAEAs) for solving expensive optimization problems. Gaussian processes (GPs) are often used as surrogates for their accuracy in prediction and ability to quantify prediction uncertainty. However, calculating the inverse and determinant of the covariance matrix in GPs is computationally expensive because of its cubic complexity. To tackle the issue, this paper proposes a scalable GP with hyperparameters sharing based on transfer learning. A linear predictor adaptively transfers the hyperparameters knowledge from the source full GPs (FGPs) to the target GP. The transfer is performed probabilistically based on the similarity between the distributions of the training data of FGPs and target GP. In this way, the number of building FGPs is significantly reduced. As a result, the optimization cost of the algorithms is also reduced. The scalable GP can be used in SAEAs to solve expensive optimization problems. The effectiveness of the proposed method is confirmed through testing on expensive benchmark problems and a real-world antenna design problem. Evolutionary computation Expensive optimization Gaussian process Transfer learning Zeng, Sanyou verfasserin aut Li, Changhe verfasserin aut Enthalten in Applied soft computing Amsterdam [u.a.] : Elsevier Science, 2001 148 Online-Ressource (DE-627)334375754 (DE-600)2057709-6 (DE-576)256145733 1568-4946 nnns volume:148 GBV_USEFLAG_U GBV_ELV SYSFLAG_U GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2088 GBV_ILN_2106 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 54.00 Informatik: Allgemeines VZ AR 148 |
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Hu, Caie Zeng, Sanyou Li, Changhe |
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Elektronische Aufsätze |
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Hu, Caie |
doi_str_mv |
10.1016/j.asoc.2023.110866 |
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004 |
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title_sort |
scalable gp with hyperparameters sharing based on transfer learning for solving expensive optimization problems |
title_auth |
Scalable GP with hyperparameters sharing based on transfer learning for solving expensive optimization problems |
abstract |
Surrogates are essential in surrogate-assisted evolutionary algorithms (SAEAs) for solving expensive optimization problems. Gaussian processes (GPs) are often used as surrogates for their accuracy in prediction and ability to quantify prediction uncertainty. However, calculating the inverse and determinant of the covariance matrix in GPs is computationally expensive because of its cubic complexity. To tackle the issue, this paper proposes a scalable GP with hyperparameters sharing based on transfer learning. A linear predictor adaptively transfers the hyperparameters knowledge from the source full GPs (FGPs) to the target GP. The transfer is performed probabilistically based on the similarity between the distributions of the training data of FGPs and target GP. In this way, the number of building FGPs is significantly reduced. As a result, the optimization cost of the algorithms is also reduced. The scalable GP can be used in SAEAs to solve expensive optimization problems. The effectiveness of the proposed method is confirmed through testing on expensive benchmark problems and a real-world antenna design problem. |
abstractGer |
Surrogates are essential in surrogate-assisted evolutionary algorithms (SAEAs) for solving expensive optimization problems. Gaussian processes (GPs) are often used as surrogates for their accuracy in prediction and ability to quantify prediction uncertainty. However, calculating the inverse and determinant of the covariance matrix in GPs is computationally expensive because of its cubic complexity. To tackle the issue, this paper proposes a scalable GP with hyperparameters sharing based on transfer learning. A linear predictor adaptively transfers the hyperparameters knowledge from the source full GPs (FGPs) to the target GP. The transfer is performed probabilistically based on the similarity between the distributions of the training data of FGPs and target GP. In this way, the number of building FGPs is significantly reduced. As a result, the optimization cost of the algorithms is also reduced. The scalable GP can be used in SAEAs to solve expensive optimization problems. The effectiveness of the proposed method is confirmed through testing on expensive benchmark problems and a real-world antenna design problem. |
abstract_unstemmed |
Surrogates are essential in surrogate-assisted evolutionary algorithms (SAEAs) for solving expensive optimization problems. Gaussian processes (GPs) are often used as surrogates for their accuracy in prediction and ability to quantify prediction uncertainty. However, calculating the inverse and determinant of the covariance matrix in GPs is computationally expensive because of its cubic complexity. To tackle the issue, this paper proposes a scalable GP with hyperparameters sharing based on transfer learning. A linear predictor adaptively transfers the hyperparameters knowledge from the source full GPs (FGPs) to the target GP. The transfer is performed probabilistically based on the similarity between the distributions of the training data of FGPs and target GP. In this way, the number of building FGPs is significantly reduced. As a result, the optimization cost of the algorithms is also reduced. The scalable GP can be used in SAEAs to solve expensive optimization problems. The effectiveness of the proposed method is confirmed through testing on expensive benchmark problems and a real-world antenna design problem. |
collection_details |
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title_short |
Scalable GP with hyperparameters sharing based on transfer learning for solving expensive optimization problems |
remote_bool |
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author2 |
Zeng, Sanyou Li, Changhe |
author2Str |
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doi_str |
10.1016/j.asoc.2023.110866 |
up_date |
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