More efficient evolutionary strategies for model calibration with watershed model for demonstration

NASA Astrophysics Data System (ADS)

Baggett, J. S.; Skahill, B. E.

2008-12-01

Evolutionary strategies allow automatic calibration of more complex models than traditional gradient based approaches, but they are more computationally intensive. We present several efficiency enhancements for evolution strategies, many of which are not new, but when combined have been shown to dramatically decrease the number of model runs required for calibration of synthetic problems. To reduce the number of expensive model runs we employ a surrogate objective function for an adaptively determined fraction of the population at each generation (Kern et al., 2006). We demonstrate improvements to the adaptive ranking strategy that increase its efficiency while sacrificing little reliability and further reduce the number of model runs required in densely sampled parts of parameter space. Furthermore, we include a gradient individual in each generation that is usually not selected when the search is in a global phase or when the derivatives are poorly approximated, but when selected near a smooth local minimum can dramatically increase convergence speed (Tahk et al., 2007). Finally, the selection of the gradient individual is used to adapt the size of the population near local minima. We show, by incorporating these enhancements into the Covariance Matrix Adaption Evolution Strategy (CMAES; Hansen, 2006), that their synergetic effect is greater than their individual parts. This hybrid evolutionary strategy exploits smooth structure when it is present but degrades to an ordinary evolutionary strategy, at worst, if smoothness is not present. Calibration of 2D-3D synthetic models with the modified CMAES requires approximately 10%-25% of the model runs of ordinary CMAES. Preliminary demonstration of this hybrid strategy will be shown for watershed model calibration problems. Hansen, N. (2006). The CMA Evolution Strategy: A Comparing Review. In J.A. Lozano, P. Larrañga, I. Inza and E. Bengoetxea (Eds.). Towards a new evolutionary computation. Advances in estimation of