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arXiv 2107.09458cs.NE
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利用形状约束改进符号回归模型

Using Shape Constraints for Improving Symbolic Regression Models

Christian Haider, Fabricio Olivetti de França, Bogdan Burlacu, Gabriel Kronberger

摘要:

我们描述和分析算法的形状约束的符号回归,它允许包括先验知识的回归函数的形状。这在工程的许多领域都是相关的-特别是当从测量中获得的数据驱动模型必须具有某些属性(例如正性,单调性或凸性)时。我们实现形状约束使用软惩罚的方法,使用多目标算法,以尽量减少违反约束和训练误差。我们使用非支配排序遗传算法(NSGA-Ⅱ)以及基于分解的多目标进化算法(MOEA/D)。我们使用一组模型,从物理教科书中测试的算法,并与早期的结果与单目标算法进行比较。结果表明,所有算法都能够找到符合所有形状约束的模型。使用形状约束有助于改善模型的外推行为。

英文摘要:

We describe and analyze algorithms for shape-constrained symbolic regression, which allows the inclusion of prior knowledge about the shape of the regression function. This is relevant in many areas of engineering -- in particular whenever a data-driven model obtained from measurements must have certain properties (e.g. positivity, monotonicity or convexity/concavity). We implement shape constraints using a soft-penalty approach which uses multi-objective algorithms to minimize constraint violations and training error. We use the non-dominated sorting genetic algorithm (NSGA-II) as well as the multi-objective evolutionary algorithm based on decomposition (MOEA/D). We use a set of models from physics textbooks to test the algorithms and compare against earlier results with single-objective algorithms. The results show that all algorithms are able to find models which conform to all shape constraints. Using shape constraints helps to improve extrapolation behavior of the models.

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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