TY - RPRT A1 - Flasch, Oliver A1 - Friese, Martina A1 - Zaefferer, Martin A1 - Bartz-Beielstein, Thomas A1 - Branke, Jürgen T1 - Learning Model-Ensemble Policies with Genetic Programming N2 - We propose to apply typed Genetic Programming (GP) to the problem of finding surrogate-model ensembles for global optimization on compute-intensive target functions. In a model ensemble, base-models such as linear models, random forest models, or Kriging models, as well as pre- and post-processing methods, are combined. In theory, an optimal ensemble will join the strengths of its comprising base-models while avoiding their weaknesses, offering higher prediction accuracy and robustness. This study defines a grammar of model ensemble expressions and searches the set for optimal ensembles via GP. We performed an extensive experimental study based on 10 different objective functions and 2 sets of base-models. We arrive at promising results, as on unseen test data, our ensembles perform not significantly worse than the best base-model. T3 - CIplus - 3/2015 KW - Modellierung KW - Optimierung KW - Ensemble Methods KW - Genetic Programming KW - Surrogate-Model-Based Optimization Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:hbz:832-cos-787 ER - TY - RPRT A1 - Bartz-Beielstein, Thomas A1 - Branke, Jürgen A1 - Mehnen, Jörn A1 - Mersmann, Olaf T1 - Overview: Evolutionary Algorithms N2 - Evolutionary algorithm (EA) is an umbrella term used to describe population-based stochastic direct search algorithms that in some sense mimic natural evolution. Prominent representatives of such algorithms are genetic algorithms, evolution strategies, evolutionary programming, and genetic programming. On the basis of the evolutionary cycle, similarities and differences between these algorithms are described. We briefly discuss how EAs can be adapted to work well in case of multiple objectives, and dynamic or noisy optimization problems. We look at the tuning of algorithms and present some recent developments coming from theory. Finally, typical applications of EAs to real-world problems are shown, with special emphasis on data-mining applications T3 - CIplus - 2/2015 KW - Soft Computing KW - Versuchsplanung KW - Evolutionsstrategie KW - Evolutionärer Algorithmus KW - Metaheuristik KW - Optimierung KW - Optimierungsproblem KW - Evolutionäre Algorithmen KW - Evolutionsstrategien KW - Genetisches Programmieren KW - Genetische Algorithmen KW - Evolutionary Algorithms KW - Evolution Strategies KW - Genetic Algorithms KW - Genetic programming Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:hbz:832-cos-777 ER -