Algorithms#

Layer 2: Compose

Pages summarizing how named algorithms from the literature are reproduced as combinations of saealib components.

When a configuration does not exactly match the theoretical definition, each page states the implementation differences, such as acquisition-function constraints, selection or archive handling, and evaluation order.

EGO

Sequential model-based optimization combining Gaussian Process regression with the Expected Improvement acquisition function.

EGO (Efficient Global Optimization)
GP-UCB

Sequential model-based optimization combining Gaussian Process regression with the Upper Confidence Bound acquisition function.

GP-UCB (Gaussian Process Upper Confidence Bound)
MaxUnc

Exploration-only sequential model-based optimization based solely on the predictive uncertainty of Gaussian Process regression.

MaxUnc (Uncertainty Sampling)
CORS-RBF

Sequential model-based optimization combining an RBF-interpolation surrogate model with a distance constraint from existing evaluated points.

CORS-RBF (Constrained Optimization using Response Surfaces)
NSGA-II

Multi-objective genetic algorithm based on non-dominated sorting and crowding distance. The basis for saealib’s multi-objective comparators.

NSGA-II (Nondominated Sorting Genetic Algorithm II)
SPEA2

Multi-objective genetic algorithm combining dominance-based strength and density into a fitness value, with a fixed-size archive.

SPEA2 (Strength Pareto Evolutionary Algorithm 2)
NSGA-III

Multi-objective genetic algorithm that uses reference-direction niche preservation. Primarily targets many-objective optimization, while exposing reference-direction behavior with three objectives.

NSGA-III
SMS-EMOA

Steady-state multi-objective evolutionary algorithm that incorporates dominated hypervolume directly into the selection criterion.

SMS-EMOA (S Metric Selection EMOA)