Comparing neural networks and Kriging for fitness approximation in evolutionary optimization

Neural networks and Kriging method are compared for constructing fitness approximation models in evolutionary optimization algorithms. The two models are applied in an identical framework to the optimization of a number of well known test functions. In addition, two different ways of training the approximators are evaluated: in one setting the models are built off-line using data from previous optimization runs and in the other setting the models are built online from the data available from the current optimization.