Multi-Tasking Evolutionary Algorithm (MTEA) for Single-Objective Continuous Optimization

ULTI-task learning[3], [23] is a subfield of machine learning, particularly transfer learning [17], [22], [24], [25], which uses auxiliary data or knowledge from related/similar tasks to facilitate the learning in a new task. As a result, a learning model for the new task can be built with much less task-specific training data. Or, in other words, with the same amount of task-specific data, a much better model could be trained. In multi-task learning, multiple related learning tasks are performed simultaneously using a (partially) shared model representation. As a result, the common information contained in these related tasks can be exploited to improve the learning efficiency and generalization performance of each task-specific model. Multi-task optimization (MTO) [6], [12], [16], [19] applies multi-task learning to optimization to study how to effectively and efficiently tackle multiple optimization problems simultaneously. Evolutionarymulti-tasking [16], or multifactorial optimization (MFO)[12], is an emerging subfield of MTO, which integrates evolutionary computation and multi-task learning.