Transfer Learning of Surrogate Models via Domain Affine Transformation Across Synthetic and Real-World Benchmarks

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Hauptverfasser: Pan, Shuaiqun, Vermetten, Diederick, López-Ibáñez, Manuel, Bäck, Thomas, Wang, Hao
Format: Preprint
Veröffentlicht: 2025
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author Pan, Shuaiqun
Vermetten, Diederick
López-Ibáñez, Manuel
Bäck, Thomas
Wang, Hao
author_facet Pan, Shuaiqun
Vermetten, Diederick
López-Ibáñez, Manuel
Bäck, Thomas
Wang, Hao
contents Surrogate models are frequently employed as efficient substitutes for the costly execution of real-world processes. However, constructing a high-quality surrogate model often demands extensive data acquisition. A solution to this issue is to transfer pre-trained surrogate models for new tasks, provided that certain invariances exist between tasks. This study focuses on transferring non-differentiable surrogate models (e.g., random forests) from a source function to a target function, where we assume their domains are related by an unknown affine transformation, using only a limited amount of transfer data points evaluated on the target. Previous research attempts to tackle this challenge for differentiable models, e.g., Gaussian process regression, which minimizes the empirical loss on the transfer data by tuning the affine transformations. In this paper, we extend the previous work to the random forest and assess its effectiveness on a widely-used artificial problem set - Black-Box Optimization Benchmark (BBOB) testbed, and on four real-world transfer learning problems. The results highlight the significant practical advantages of the proposed method, particularly in reducing both the data requirements and computational costs of training surrogate models for complex real-world scenarios.
format Preprint
id arxiv_https___arxiv_org_abs_2501_14012
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Transfer Learning of Surrogate Models via Domain Affine Transformation Across Synthetic and Real-World Benchmarks
Pan, Shuaiqun
Vermetten, Diederick
López-Ibáñez, Manuel
Bäck, Thomas
Wang, Hao
Machine Learning
Artificial Intelligence
Surrogate models are frequently employed as efficient substitutes for the costly execution of real-world processes. However, constructing a high-quality surrogate model often demands extensive data acquisition. A solution to this issue is to transfer pre-trained surrogate models for new tasks, provided that certain invariances exist between tasks. This study focuses on transferring non-differentiable surrogate models (e.g., random forests) from a source function to a target function, where we assume their domains are related by an unknown affine transformation, using only a limited amount of transfer data points evaluated on the target. Previous research attempts to tackle this challenge for differentiable models, e.g., Gaussian process regression, which minimizes the empirical loss on the transfer data by tuning the affine transformations. In this paper, we extend the previous work to the random forest and assess its effectiveness on a widely-used artificial problem set - Black-Box Optimization Benchmark (BBOB) testbed, and on four real-world transfer learning problems. The results highlight the significant practical advantages of the proposed method, particularly in reducing both the data requirements and computational costs of training surrogate models for complex real-world scenarios.
title Transfer Learning of Surrogate Models via Domain Affine Transformation Across Synthetic and Real-World Benchmarks
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2501.14012