Surrogate modeling has become a valuable technique for black-box optimization tasks with expensive evaluation of the objective function. In this paper, we investigate the relationships between the predictive accuracy of surrogate models, their settings, and features of the black-box function landscape during evolutionary optimization by the covariance matrix adaptation evolution strategy (CMA-ES) state-of-the-art optimizer for expensive continuous black-box tasks. This study aims to establish the foundation for specific rules and automated methods for selecting and tuning surrogate models by exploring relationships between landscape features and model errors, focusing on the behavior of a specific model within each generation in contrast to selecting a specific algorithm at the outset. We perform a feature analysis process, identifying a significant number of non-robust features and clustering similar landscape features, resulting in the selection of 14 features out of 384, varying with input data selection methods. Our analysis explores the error dependencies of four models across 39 settings, utilizing three methods for input data selection, drawn from surrogate-assisted CMA-ES runs on noiseless benchmarks within the comparing continuous optimizers (COCO) framework.

This article deals with Gaussian process surrogate models for the Covariance Matrix Adaptation Evolutionary Strategy (CMA-ES)—several already existing and two by the authors recently proposed models are presented. The work discusses different variants of surrogate model exploitation and focuses on the benefits of employing the Gaussian process uncertainty prediction, especially during the selection of points for the evaluation with a surrogate model. The experimental part of the article thoroughly compares and evaluates the five presented Gaussian process surrogate and six other state-of-the-art optimizers on the COCO benchmarks. The algorithm presented in most detail, DTS-CMA-ES, which combines cheap surrogate-model predictions with the objective function evaluations in every iteration, is shown to approach the function optimum at least comparably fast and often faster than the state-of-the-art black-box optimizers for budgets of roughly 25–100 function evaluations per dimension, in 10- and less-dimensional spaces even for 25–250 evaluations per dimension.