The travelling thief problem (TTP) is a multi-component optimisation problem involving two interdependent NP-hard components: the travelling salesman problem (TSP) and the knapsack problem (KP). Recent state-of-the-art TTP solvers modify the underlying TSP and KP solutions in an iterative and interleaved fashion. The TSP solution (cyclic tour) is typically changed in a deterministic way, while changes to the KP solution typically involve a random search, effectively resulting in a quasi-meandering exploration of the TTP solution space. Once a plateau is reached, the iterative search of the TTP solution space is restarted by using a new initial TSP tour. We propose to make the search more efficient though an adaptive surrogate model (based on a customised form of Support Vector Regression) that learns the characteristics of initial TSP tours that lead to good TTP solutions. The model is used to filter out non-promising initial TSP tours, in effect reducing the amount of time spent to find a good TTP solution. Experiments on a broad range of benchmark TTP instances indicate that the proposed approach filters out a considerable number of non-promising initial tours, at the cost of missing only a small number of the best TTP solutions.