Classification model-based and assisted environment selection for evolutionary algorithms to solve high-dimensional expensive problems

Surrogate-assisted evolutionary algorithms (SAEAs) have been proven to be very effective in tackling low-dimensional expensive problems. However, it remains a challenge to solve high-dimensional expensive problems (HEPs) with the curse of dimensionality. Therefore, this paper proposes a surrogate-assisted improved multioperator differential evolution (SA-IMODE) algorithm to address HEPs up to 2000 dimensions. Specifically, this paper proposes a novel relationship classification model-based environment selection strategy (RCES), in which a classification model is used to distinguish between “good” and “bad” solutions to assist in environment selection. By doing this, the “unpromising” solutions are thrown away directly without evaluation to reduce the number of expensive fitness evaluations. Moreover, the solution-improvement data point and error samples are added to construct the training dataset to improve the model's prediction accuracy. Two coordinate systems are utilized to produce five types of DE operators to suit different fitness landscapes. An adaptive strategy is also used to select suitable DE operators to generate promising offspring. Furthermore, a local search mechanism is applied to refine the best solution in the current population to accelerate the algorithm's convergence. The systematic experiment results show SA-IMODE has a significant advantage over thirteen state-of-the-art algorithms on benchmark problems.