论文标题

使用混合企业非线性优化的符号回归

Symbolic Regression using Mixed-Integer Nonlinear Optimization

论文作者

Austel, Vernon, Cornelio, Cristina, Dash, Sanjeeb, Goncalves, Joao, Horesh, Lior, Josephson, Tyler, Megiddo, Nimrod

论文摘要

符号回归(SR)问题是,目标是找到没有预先指定形式但可以由运算符列表组成的任何函数的回归函数,这在理论上和计算上都是机器学习的难题。基于遗传编程的方法是在很大的功能上进行启发式搜索,是解决SR问题的最常用方法。过去十年中提出的另一种数学编程方法是表达最佳的符号表达,作为在连续和离散变量上的非线性方程系统的解决方案,以最小化某个目标,并通过全球求解器解决该系统,以解决混合构成非线性非线性编程问题。基于后一种方法的算法通常非常慢。我们提出了一种混合算法,该算法结合了混合企业非线性优化和明确的枚举,并从维度分析中纳入了约束。我们表明,对于某些合成数据集,我们的算法具有竞争力,具有最先进的SR软件和最新的物理启发的方法AI Feynman。

The Symbolic Regression (SR) problem, where the goal is to find a regression function that does not have a pre-specified form but is any function that can be composed of a list of operators, is a hard problem in machine learning, both theoretically and computationally. Genetic programming based methods, that heuristically search over a very large space of functions, are the most commonly used methods to tackle SR problems. An alternative mathematical programming approach, proposed in the last decade, is to express the optimal symbolic expression as the solution of a system of nonlinear equations over continuous and discrete variables that minimizes a certain objective, and to solve this system via a global solver for mixed-integer nonlinear programming problems. Algorithms based on the latter approach are often very slow. We propose a hybrid algorithm that combines mixed-integer nonlinear optimization with explicit enumeration and incorporates constraints from dimensional analysis. We show that our algorithm is competitive, for some synthetic data sets, with a state-of-the-art SR software and a recent physics-inspired method called AI Feynman.

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