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F. O. de Franca
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Journal Articles
Publisher: Journals Gateway
Evolutionary Computation (2022) 30 (1): 75–98.
Published: 01 March 2022
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We investigate the addition of constraints on the function image and its derivatives for the incorporation of prior knowledge in symbolic regression. The approach is called shape-constrained symbolic regression and allows us to enforce, for example, monotonicity of the function over selected inputs. The aim is to find models which conform to expected behavior and which have improved extrapolation capabilities. We demonstrate the feasibility of the idea and propose and compare two evolutionary algorithms for shape-constrained symbolic regression: (i) an extension of tree-based genetic programming which discards infeasible solutions in the selection step, and (ii) a two-population evolutionary algorithm that separates the feasible from the infeasible solutions. In both algorithms we use interval arithmetic to approximate bounds for models and their partial derivatives. The algorithms are tested on a set of 19 synthetic and four real-world regression problems. Both algorithms are able to identify models which conform to shape constraints which is not the case for the unmodified symbolic regression algorithms. However, the predictive accuracy of models with constraints is worse on the training set and the test set. Shape-constrained polynomial regression produces the best results for the test set but also significantly larger models.
Includes: Supplementary data
Journal Articles
Publisher: Journals Gateway
Evolutionary Computation (2021) 29 (3): 367–390.
Published: 01 September 2021
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Interaction–Transformation (IT) is a new representation for Symbolic Regression that reduces the space of solutions to a set of expressions that follow a specific structure. The potential of this representation was illustrated in prior work with the algorithm called SymTree. This algorithm starts with a simple linear model and incrementally introduces new transformed features until a stop criterion is met. While the results obtained by this algorithm were competitive with the literature, it had the drawback of not scaling well with the problem dimension. This article introduces a mutation-only Evolutionary Algorithm, called ITEA, capable of evolving a population of IT expressions. One advantage of this algorithm is that it enables the user to specify the maximum number of terms in an expression. In order to verify the competitiveness of this approach, ITEA is compared to linear, nonlinear, and Symbolic Regression models from the literature. The results indicate that ITEA is capable of finding equal or better approximations than other Symbolic Regression models while being competitive to state-of-the-art nonlinear models. Additionally, since this representation follows a specific structure, it is possible to extract the importance of each original feature of a data set as an analytical function, enabling us to automate the explanation of any prediction. In conclusion, ITEA is competitive when comparing to regression models with the additional benefit of automating the extraction of additional information of the generated models.