Transfer Learning Based Co-surrogate Assisted Evolutionary Bi-objective Optimization for Objectives with Non-uniform Evaluation Times

Abstract: Most existing multiobjetive evolutionary algorithms (MOEAs) implicitly assume that each objective function can be evaluated within the same period of time. Typically. this is untenable in many real-world optimization scenarios where evaluation of different objectives involves different computer simulations or physical experiments with distinct time complexity. To address this issue, a transfer learning scheme based on surrogate-assisted evolutionary algorithms (SAEAs) is proposed, in which a co-surrogate is adopted to model the functional relationship between the fast and slow objective functions and a transferable instance selection method is introduced to acquire useful knowledge from the search process of the fast objective. Our experimental results on DTLZ and UF test suites demonstrate that the proposed algorithm is competitive for solving bi-objective optimization where objectives have non-uniform evaluation times.