Joe Harrison
Please Note
2 records found
1
In Symbolic Regression (SR), achieving a proper balance between accuracy and interpretability remains a key challenge. The Genetic Programming variant of the Gene-pool Optimal Mixing Evolutionary Algorithm (GP-GOMEA) is of particular interest as it achieves state-of-the-art performance using a template that limits the size of expressions. A recently introduced expansion, modular GP-GOMEA, is capable of decomposing expressions using multiple subexpressions, further increasing chances of interpretability. However, modular GP-GOMEA may create larger expressions, increasing the need to balance size and accuracy. A multi-objective variant of GP-GOMEA exists, which can be used, for instance, to optimize for size and accuracy simultaneously, discovering their trade-off. However, even with enhancements that we propose in this paper to improve the performance of multi-objective modular GP-GOMEA, when optimizing for size and accuracy, the single-objective version in which a multi-objective archive is used only for logging, still consistently finds a better average hypervolume. We consequently analyze when a single-objective approach should be preferred. Additionally, we explore an objective that stimulates re-use in multi-objective modular GP-GOMEA.
Mini-Batching, Gradient-Clipping, First-versus Second-Order
What Works in Gradient-Based Coefficient Optimisation for Symbolic Regression'
The aim of Symbolic Regression (SR) is to discover interpretable expressions that accurately describe data. The accuracy of an expression depends on both its structure and coefficients. To keep the structure simple enough to be interpretable, effective coefficient optimisation becomes key. Gradient-based optimisation is clearly effective at training neural networks in Deep Learning (DL), which can essentially be viewed as large, over-parameterised expressions: in this paper, we study how gradient-based optimisation techniques as often used in DL transfer to SR. In particular, we first assess what techniques work well across random SR expressions, independent of any specific SR algorithm. We find that mini-batching and gradient-clipping can be helpful (similar to DL), while second-order optimisers outperform first-order ones (different from DL). Next, we consider whether including gradient-based optimisation in Genetic Programming (GP), a classic SR algorithm, is beneficial. On five real-world datasets, in a generation-based comparison, we find that second-order optimisation outperforms coefficient mutation (or no optimisation). However, in time-based comparisons, performance gaps shrink substantially because the computational expensiveness of second-order optimisation causes GP to perform fewer generations. The interplay of computational costs between the optimisation of structure and coefficients is thus a critical aspect to consider.