Incremental_Kriging_Assisted_Evolutionary_Algorithm
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A fast Kriging-assisted evolutionary algorithm based on incremental learning
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Incremental_Kriging_Assisted_Evolutionary_Algorithm
- This is the MATLAB implementation of the incremental Kriging-assisted evolutionary algorithm proposed in [1].
- It uses an incremental learning method to update the Kriging model when new samples become available. Therefore, the surrogate modelling process is significantly faster than the traditional learning method.
- I referred some MATLAB codes in [2] when coding the incremental Kriging model.
Reference
- Dawei Zhan and Huanlai Xing. A Fast Kriging-Assisted Evolutionary Algorithm Based on Incremental Learning. IEEE Transactions on Evolutionary Computation, 2021, 25(5): 941-955.
- A. I. J. Forrester, A. Sobester and A. J. Keane. Engineering design via surrogate modelling: a practical guide, 2008, John Wiley & Sons.
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