Open Access

When researchers and practitioners in the field of computational intelligence are confronted with real-world problems, the question arises which method is the best to apply. Nowadays, there are several, well established test suites and well known artificial benchmark functions available. However, relevance and applicability of these methods to real-world problems remains an open question in many situations. Furthermore, the generalizability of these methods cannot be taken for granted. This paper describes a data-driven approach for the generation of test instances, which is based on real-world data. The test instance generation uses data-preprocessing, feature extraction, modeling, and parameterization. We apply this methodology on a classical design of experiment real-world project and generate test instances for benchmarking, e.g. design methods, surrogate techniques, and optimization algorithms. While most available results of methods applied on real-world problems lack availability of the data for comparison, our future goal is to create a toolbox covering multiple data sets of real-world projects to provide a test function generator to the research community.

In this paper we present a comparison of different data driven modeling methods. The first instance of a data driven linear Bayesian model is compared with several linear regression models, a Kriging model and a genetic programming model. The models are build on industrial data for the development of a robust gas sensor. The data contain limited amount of samples and a high variance. The mean square error of the models implemented in a test dataset is used as the comparison strategy. The results indicate that standard linear regression approaches as well as Kriging and GP show good results, whereas the Bayesian approach, despite the fact that it requires additional resources, does not lead to improved results.

This paper introduces UniFIeD, a new data preprocessing method for time series. UniFIeD can cope with large intervals of missing data. A scalable test function generator, which allows the simulation of time series with different gap sizes, is presented additionally. An experimental study demonstrates that (i) UniFIeD shows a significant better performance than simple imputation methods and (ii) UniFIeD is able to handle situations, where advanced imputation methods fail. The results are independent from the underlying error measurements.

Surrogate-based optimization and nature-inspired metaheuristics have become the state of the art in solving real-world optimization problems. Still, it is difficult for beginners and even experts to get an overview that explains their advantages in comparison to the large number of available methods in the scope of continuous optimization. Available taxonomies lack the integration of surrogate-based approaches and thus their embedding in the larger context of this broad field. This article presents a taxonomy of the field, which further matches the idea of nature-inspired algorithms, as it is based on the human behavior in path finding. Intuitive analogies make it easy to conceive the most basic principles of the search algorithms, even for beginners and non-experts in this area of research. However, this scheme does not oversimplify the high complexity of the different algorithms, as the class identifier only defines a descriptive meta-level of the algorithm search strategies. The taxonomy was established by exploring and matching algorithm schemes, extracting similarities and differences, and creating a set of classification indicators to distinguish between five distinct classes. In practice, this taxonomy allows recommendations for the applicability of the corresponding algorithms and helps developers trying to create or improve their own algorithms.

The availability of several CPU cores on current computers enables parallelization and increases the computational power significantly. Optimization algorithms have to be adapted to exploit these highly parallelized systems and evaluate multiple candidate solutions in each iteration. This issue is especially challenging for expensive optimization problems, where surrogate models are employed to reduce the load of objective function evaluations. This paper compares different approaches for surrogate modelbased optimization in parallel environments. Additionally, an easy to use method, which was developed for an industrial project, is proposed. All described algorithms are tested with a variety of standard benchmark functions. Furthermore, they are applied to a real-world engineering problem, the electrostatic precipitator problem. Expensive computational fluid dynamics simulations are required to estimate the performance of the precipitator. The task is to optimize a gas-distribution system so that a desired velocity distribution is achieved for the gas flow throughout the precipitator. The vast amount of possible configurations leads to a complex discrete valued optimization problem. The experiments indicate that a hybrid approach works best, which proposes candidate solutions based on different surrogate model-based infill criteria and evolutionary operators.