Structural Risk Minimization-Driven Genetic Programming for Enhancing Generalization in Symbolic Regression

Generalization ability, which reflects the prediction ability of a learned model, is an important property in genetic programming (GP) for symbolic regression. Structural risk minimization (SRM) is a framework providing a reliable estimation of the generalization performance of prediction models. Introducing the framework into GP has the potential to drive the evolutionary process toward models with good generalization performance. However, this is tough due to the difficulty in obtaining the Vapnik–Chervonenkis (VC) dimension of nonlinear models. To address this difficulty, this paper proposes an SRM-driven GP approach, which uses an experimental method (instead of theoretical estimation) to measure the VC dimension of a mixture of linear and nonlinear regression models for the first time. The experimental method has been conducted using uniform and nonuniform settings. The results show that our method has impressive generalization gains over standard GP and GP with the 0.632 bootstrap, and that the proposed method using the nonuniform setting has further improvement than its counterpart using the uniform setting. Further analyzes reveal that the proposed method can evolve more compact models, and that the behavioral difference between these compact models and the target models is much smaller than their counterparts evolved by the other GP methods.