A Better Multi-Objective GP-GOMEA -- But do we Need it?
By: Joe Harrison, Tanja Alderliesten. Peter A. N. Bosman
Potential Business Impact:
Finds simpler math rules for computers.
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.
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