Multi-region symbolic regression: combining functions under a multi-objective approach

Abstract

This paper introduces Multi-Region Symbolic Regression (MR-SR), a general framework that divides the original input data space of symbolic regression problems into subspaces (regions), generates different solutions to fit these regions and then combines them. MR-SR has three main components: (1) a strategy for finding the different regions of the data input space; (2) a method for generating the functions for each region; and (3) a strategy for combining the models found by (2). The main contribution of this paper is on how we generate the functions for each region. We model the function generation problem following a multi-objective approach, where each objective corresponds to the quality of the evolved function in a region, and the number of objectives is equal to the number of regions of the data input space. We test MR-SR in two scenarios with different objectives. In the first, we used the new approach to solve the symbolic regression problem with standard GP, with the main objective of reducing error rate. In the second, we took advantage of this method for a different purpose: to reduce the dimensionality of the semantic space of a variation of GP, namely Geometric Semantic Genetic Programming (GSGP). Results in 10 datasets showed that the method using clustering k-means and a model switching strategy—which makes predictions using the best evolved function for the region of interest—obtained better results in 5 out of 10 datasets for GP with 2 regions. For GSGP the framework was less effective due to the lack of diversity of the solutions evolved.