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arXiv 2103.15147cs.LG
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符号回归在小数据集上优于其他模型

Symbolic regression outperforms other models for small data sets

Abzu AI

Casper Wilstrup, Jaan Kasak

摘要:

机器学习通常应用于健康科学,以获得对复杂现象和关系的预测和新的理解,但用于模型训练的足够数据的可用性是一个普遍的问题。传统的机器学习技术,如随机森林和梯度提升,在处理只有几百个观测值的数据集时往往会过拟合。本研究表明,对于250个观察值的小型训练集,符号回归比传统的机器学习框架更好地概括样本外数据,这是通过验证集上的决定系数R2来衡量的。在240种情况中的132种情况下,符号回归在样本外数据上实现了比任何其他模型更高的R2。此外,符号回归还保留了线性模型和决策树的可解释性,这是其优越的泛化能力的额外好处。第二个最好的算法是随机森林,它在240个案例中的37个案例中表现最好。当将比较限制在可解释的模型时,符号回归在240种情况中的184种情况下表现最好。

英文摘要:

Machine learning is often applied in health science to obtain predictions and new understandings of complex phenomena and relationships, but an availability of sufficient data for model training is a widespread problem. Traditional machine learning techniques, such as random forests and gradient boosting, tend to overfit when working with data sets of only a few hundred observations. This study demonstrates that for small training sets of 250 observations, symbolic regression generalises better to out-of-sample data than traditional machine learning frameworks, as measured by the coefficient of determination R2 on the validation set. In 132 out of 240 cases, symbolic regression achieves a higher R2 than any of the other models on the out-of-sample data. Furthermore, symbolic regression also preserves the interpretability of linear models and decision trees, an added benefit to its superior generalisation. The second best algorithm was found to be a random forest, which performs best in 37 of the 240 cases. When restricting the comparison to interpretable models, symbolic regression performs best in 184 out of 240 cases.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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