Transfer Optimisation System for Adaptive Automated Nature-Inspired Optimisation

Hard optimisation problems are ubiquitous across the breadth of science, engineering and economics. For example, in water system planning and management, water companies are often interested in optimising several system performance measures of their infrastructures. They are particularly interested in providing sustainable and resilient water/wastewater services that are able to cope with and recover from disruption, as well as wider challenges brought by climate change and population increase. As a classic discipline, significant advances in both theory and algorithms have been achieved in optimisation. However, almost all traditional optimisation solvers, ranging from classic methods to nature-inspired computational intelligence techniques, ignore some important facts: (i) real-world optimisation problems seldom exist in isolation; and (ii) artificial systems are designed to tackle a large number of problems over their lifetime, many of which are repetitive or inherently related. Instead, optimisation is run as a 'one-off' process, i.e. it is started from scratch by assuming zero prior knowledge each time. Therefore, knowledge/experience from solving different (but possibly related) optimisation exercises (either previously completed or currently underway), which can be useful for enhancing the target optimisation task at hand, will be wasted. Although the Bayesian optimisation considers incorporating some decision maker's knowledge as a prior, the gathered experience during the optimisation process is discarded afterwards. In this case, we cannot expect any automatic growth of their capability with experience. This practice is counter-intuitive from the cognitive perspective where humans routinely grow from a novice to domain experts by gradually accumulating problem-solving experience and making use of existing knowledge to tackle new unseen tasks. In machine learning, leveraging knowledge gained from related source tasks to improve the learning of the new task is known as transfer learning, an emerging field that considerable success has been witnessed in a wide range of application domains. There have been some attempts on applying transfer learning in evolutionary computation, but they do not consider the optimisation as a closed-loop system. Moreover, the recurrent patterns within problem-solving exercises have been discarded after optimisation, thus experience cannot be accumulated over time.

The proposed research will develop a revolutionary general-purpose optimiser (as known as a transfer optimisation system) that will be able to learn knowledge/experience from previous optimisation process and then continuously, autonomously, and selectively transfer such knowledge to new unseen optimisation tasks in open-ended dynamic environments. The transfer optimisation system places adaptive automation at the heart of the development process and explores novel synergies at the crossroads of several disciplines including nature-inspired computation, machine learning, human-computer interaction and high-performance parallel computing. The outputs will bring automation in industry, including an optimised/shortened production cycle, reduced resource consumption and more balanced and innovative products, which have great potentials to result in economic savings and an increase of turnover. The proposed methods will be rigorously evaluated by the industrial partners, first in water industry and will be expanded to a boarder range of sectors which put the optimisation at the heart of their regular production/management process (e.g. software engineering, renewable energy, healthcare, automotive, appliance and medicine manufacturers).