Surrogate-Assisted Adaptive Knowledge Transfer for Expensive Multitasking Optimization

Leveraging on fruitful intertask knowledge transfer, multitasking evolutionary algorithms (MTEAs) exhibit superior efficiency in handling multiple optimization tasks simultaneously. In practice, it is common that the fitness evaluation of tasks is computationally expensive, leading to a very limited number of fitness evaluations for MTEAs. With this in mind, we propose a radial basis functions-assisted MTEA (RAMTEA) in this paper to better solve expensive multitasking optimization problems. In the proposed method, radial basis functions are constructed to approximate each task's real function to guide the selection of new samples. Furthermore, an adaptive sampling strategy considering intertask similarities is applied to facilitate the convergence of multiple tasks and curb negative transfer. The efficacy of our proposal is demonstrated by experimental studies including ablation experiments and comparison with advanced MTEAs on widely used benchmark problems.