Variance based selection to improve test set performance in genetic programming

@inproceedings{Azad2011VarianceBS,
  title={Variance based selection to improve test set performance in genetic programming},
  author={R. Muhammad Atif Azad and Conor Ryan},
  booktitle={GECCO},
  year={2011}
}
This paper proposes to improve the performance of Genetic Programming (GP) over unseen data by minimizing the variance of the output values of evolving models alongwith reducing error on the training data. Variance is a well understood, simple and inexpensive statistical measure; it is easy to integrate into a GP implementation and can be computed over arbitrary input values even when the target output is not known. Moreover, we propose a simple variance based selection scheme to decide… CONTINUE READING