比较多种模型选择方法在符号回归中的表现,发现MDL最能选中真实公式。
A Comparative Study of Model Selection Criteria for Symbolic Regression
- 用七组带噪声的合成数据测试了五种模型选择标准
- MDL在测试误差和表达式长度上表现最优,最接近真实公式
- BIC和MDL最可能选出真实数学表达式,适合追求准确性的研究者
有效的模型选择对符号回归(SR)至关重要,旨在找到在精度与复杂度之间平衡、且对未见数据具有低期望误差的数学表达式。现代遗传编程(GP)实现常生成一组帕累托最优候选解,但可靠地自动选择泛化能力好的解仍是开放问题。现有文献提出了多种信息论和贝叶斯方法,但其在不同数据条件下的系统性对比仍不充分。本研究对广泛使用的五种选择准则进行了系统的实证比较:赤池信息量准则(AIC)、校正AIC(AICc)、贝叶斯信息量准则(BIC)、最小描述长度(MDL),以及Efron的自助法对样本内预测误差的估计。使用七组含高斯噪声的合成数据,通过扰动真实函数生成候选表达式,并按测试误差和真实表达式被选中的概率进行排序。结果表明,MDL在大多数数据集上均能识别出测试误差最低且表达式最短的模型。尽管无单一准则全面领先,但MDL和BIC在选择真实表达式的概率上最高。
原文摘要 · Abstract (English)
Effective model selection is critical in symbolic regression (SR) to identify mathematical expressions that balance accuracy and complexity, and have low expected error on unseen data. Many modern implementations of genetic programming (GP) for SR generate a set of Pareto optimal candidate solutions, but reliable automatic selection of solutions that generalize well remains an open issue. Current literature offers various information-theoretic and Bayesian approaches, yet comprehensive comparisons of their performance across different data regimes are limited. This study presents a systematic empirical comparison of widely used selection criteria: the Akaike information criterion (AIC), the corrected AIC (AICc), the Bayesian information criterion (BIC), minimum description length (MDL), as well as Efron's bootstrap estimate for the in-sample prediction error on seven synthetic datasets with Gaussian noise. We rank candidate expressions generated by perturbing ground-truth functions to assess generalization error and selection probability of the ground-truth expression. Our findings reveal that MDL consistently identifies models with the lowest test error and the shortest length across most datasets. While no single criterion dominates all results, MDL and BIC produced the highest probability of selecting the ground-truth expressions.
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