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When designing or developing optimization algorithms, test functions are crucial to evaluate
performance. Often, test functions are not sufficiently difficult, diverse, flexible or relevant to real-world
applications. Previously,
test functions with real-world relevance were generated by training a machine learning model based on
real-world data. The model estimation is used as a test function.
We propose a more principled approach using simulation instead of estimation.
Thus, relevant and varied test functions
are created which represent the behavior of real-world fitness landscapes.
Importantly, estimation can lead to excessively smooth test functions
while simulation may avoid this pitfall. Moreover, the simulation
can be conditioned by the data, so that the simulation reproduces the training data
but features diverse behavior in unobserved regions of the search space.
The proposed test function generator is illustrated with an intuitive, one-dimensional
example. To demonstrate the utility of this approach it
is applied to a protein sequence optimization problem.
This application demonstrates the advantages as well as practical limits of simulation-based
test functions.