Sequential Symbolic Regression with Genetic Programming

This chapter describes the Sequential Symbolic Regression (SSR) method, a new strategy for function approximation in symbolic regression. The SSR method is inspired by the sequential covering strategy from machine learning, but instead of sequentially reducing the size of the problem being solved, it sequentially transforms the original problem into potentially simpler problems. This transformation is performed according to the semantic distances between the desired and obtained outputs and a geometric semantic operator. The rationale behind SSR is that, after generating a suboptimal function f via symbolic regression, the output errors can be approximated by another function in a subsequent iteration. The method was tested in eight polynomial functions, and compared with canonical genetic programming (GP) and geometric semantic genetic programming (SGP). Results showed that SSR significantly outperforms SGP and presents no statistical difference to GP. More importantly, they show the potential of the proposed strategy: an effective way of applying geometric semantic operators to combine different (partial) solutions, avoiding the exponential growth problem arising from the use of these operators

Revisiting the Sequential Symbolic Regression Genetic Programming

Sequential Symbolic Regression (SSR) is a technique that recursively induces functions over the error of the current solution, concatenating them in an attempt to reduce the error of the resulting model. As proof of concept, the method was previously evaluated in one-dimensional problems and compared with canonical Genetic Programming (GP) and Geometric Semantic Genetic Programming (GSGP). In this paper we revisit SSR exploring the method behaviour in higher dimensional, larger and more heterogeneous datasets. We discuss the difficulties arising from the application of the method to more complex problems, e.g., overfitting, along with suggestions to overcome them. An experimental analysis was conducted comparing SSR to GP and GSGP, showing SSR solutions are smaller than those generated by the GSGP with similar performance and more accurate than those generated by the canonical GP

Scalable genetic programming by gene-pool optimal mixing and input-space entropy-based building-block learning

The Gene-pool Optimal Mixing Evolutionary Algorithm (GOMEA) is a recently introduced model-based EA that has been shown to be capable of outperforming state-of-the-art alternative EAs in terms of scalability when solving discrete optimization problems. One of the key aspects of GOMEA's success is a variation operator that is designed to extensively exploit linkage models by effectively combining partial solutions. Here, we bring the strengths of GOMEA to Genetic Programming (GP), introducing GP-GOMEA. Under the hypothesis of having little problem-specific knowledge, and in an effort to design easy-to-use EAs, GP-GOMEA requires no parameter specification. On a set of well-known benchmark problems we find that GP-GOMEA outperforms standard GP while being on par with more recently introduced, state-of-the-art EAs. We furthermore introduce Input-space Entropy-based Building-block Learning (IEBL), a novel approach to identifying and encapsulating relevant building blocks (subroutines) into new terminals and functions. On problems with an inherent degree of modularity, IEBL can contribute to compact solution representations, providing a large potential for knock-on effects in performance. On the difficult, but highly modular Even Parity problem, GP-GOMEA+IEBL obtains excellent scalability, solving the 14-bit instance in less than 1 hour