An Empirical Comparison of Meta-Modeling Techniques for Robust Design Optimization

This research investigates the potential of using meta-modeling techniques in the context of robust optimization namely optimization under uncertainty/noise. A systematic empirical comparison is performed for evaluating and comparing different meta-modeling techniques for robust optimization. The experimental setup includes three noise levels, six meta-modeling algorithms, and six benchmark problems from the continuous optimization domain, each for three different dimensionalities. Two robustness definitions: robust regularization and robust composition, are used in the experiments. The meta-modeling techniques are evaluated and compared with respect to the modeling accuracy and the optimal function values. The results clearly show that Kriging, Support Vector Machine and Polynomial regression perform excellently as they achieve high accuracy and the optimal point on the model landscape is close to the true optimum of test functions in most cases.