Characterising harmful data sources when constructing multi-fidelity surrogate models

Surrogate modelling techniques have seen growing attention in recent years when applied to both modelling and optimisation of industrial design problems. These techniques are highly relevant when assessing the performance of a particular design carries a high cost, as the overall cost can be mitigated via the construction of a model to be queried in lieu of the available high-cost source. The construction of these models can sometimes employ other sources of information which are both cheaper and less accurate. The existence of these sources however poses the question of which sources should be used when constructing a model. Recent studies have attempted to characterise harmful data sources to guide practitioners in choosing when to ignore a certain source. These studies have done so in a synthetic setting, characterising sources using a large amount of data that is not available in practice. Some of these studies have also been shown to potentially suffer from bias in the benchmarks used in the analysis. In this study, we present a characterisation of harmful low-fidelity sources using only the limited data available to train a surrogate model. We employ recently developed benchmark filtering techniques to conduct a bias-free assessment, providing objectively varied benchmark suites of different sizes for future research. Analysing one of these benchmark suites with the technique known as Instance Space Analysis, we provide an intuitive visualisation of when a low-fidelity source should be used and use this analysis to provide guidelines that can be used in an applied industrial setting.

Algorithm Instance Footprint: Separating Easily Solvable and Challenging Problem Instances

In black-box optimization, it is essential to understand why an algorithm instance works on a set of problem instances while failing on others and provide explanations of its behavior. We propose a methodology for formulating an algorithm instance footprint that consists of a set of problem instances that are easy to be solved and a set of problem instances that are difficult to be solved, for an algorithm instance. This behavior of the algorithm instance is further linked to the landscape properties of the problem instances to provide explanations of which properties make some problem instances easy or challenging. The proposed methodology uses meta-representations that embed the landscape properties of the problem instances and the performance of the algorithm into the same vector space. These meta-representations are obtained by training a supervised machine learning regression model for algorithm performance prediction and applying model explainability techniques to assess the importance of the landscape features to the performance predictions. Next, deterministic clustering of the meta-representations demonstrates that using them captures algorithm performance across the space and detects regions of poor and good algorithm performance, together with an explanation of which landscape properties are leading to it.

An Instance Space Analysis of Constrained Multi-Objective Optimization Problems

Multi-objective optimization problems with constraints (CMOPs) are generally considered more challenging than those without constraints. This in part can be attributed to the creation of infeasible regions generated by the constraint functions, and/or the interaction between constraints and objectives. In this paper, we explore the relationship between constrained multi-objective evolutionary algorithms (CMOEAs) performance and CMOP instances characteristics using Instance Space Analysis (ISA). To do this, we extend recent work focused on the use of Landscape Analysis features to characterise CMOP. Specifically, we scrutinise the multi-objective landscape and introduce new features to describe the multi-objective-violation landscape, formed by the interaction between constraint violation and multi-objective fitness. Detailed evaluation of problem-algorithm footprints spanning six CMOP benchmark suites and fifteen CMOEAs, illustrates that ISA can effectively capture the strength and weakness of the CMOEAs. We conclude that two key characteristics, the isolation of non-dominate set and the correlation between constraints and objectives evolvability, have the greatest impact on algorithm performance. However, the current benchmarks problems do not provide enough diversity to fully reveal the efficacy of CMOEAs evaluated.