Hoeffding bound based evolutionary algorithm for symbolic regression

In symbolic regression area, it is difficult for evolutionary algorithms to construct a regression model when the number of sample points is very large. Much time will be spent in calculating the fitness of the individuals and in selecting the best individuals within the population. Hoeffding bound is a probability bound for sums of independent random variables. As a statistical result, it can be used to exactly decide how many samples are necessary for choosing i individuals from a population in evolutionary algorithms without calculating the fitness completely. This paper presents a Hoeffding bound based evolutionary algorithm (HEA) for regression or approximation problems when the number of the given learning samples is very large. In HEA, the original fitness function is used in every k generations to update the approximate fitness obtained by Hoeffding bound. The parameter 1−δ is the probability of correctly selecting i best individuals from population P, which can be tuned to avoid an unstable evolution process caused by a large discrepancy between the approximate model and the original fitness function. The major advantage of the proposed HEA algorithm is that it can guarantee that the solution discovered has performance matching what would be discovered with a traditional genetic programming (GP) selection operator with a determinate probability and the running time can be reduced largely. We examine the performance of the proposed algorithm with several regression problems and the results indicate that with the similar accuracy, the HEA algorithm can find the solution more efficiently than tradition EA. It is very useful for regression problems with large number of training samples.