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Last update: February 19, 2014
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Enhanced RAE 2 Fitness Function
The Enhanced RAE 2 fitness function
is a multi-objective function that combines the
Relative Absolute Error (RAE)
with the
positive correl.
The RAE 2 component is implemented so that you can choose different
simple models besides the usual target average.
Moreover, the RAE 2 differs from the common RAE in the evaluation of the denominator term,
where instead of using the target output to calculate the difference between
the target and the simple model, the model output is used instead, resulting in a more dynamic,
forever adapting solution space.
The Enhanced RAE 2 fitness can also be combined
with a cost matrix in order to impose specific constraints on the
solutions.
In addition, by choosing different
rounding thresholds,
different fitness functions can be created to explore different solution spaces.
The evolvable rounding thresholds include the ROC threshold, the logistic, class proportions, large margin, average, RMS, interdecile mean,
interquartile mean, midrange, midhinge, and trimean threshold. There are also
two kinds of fixed thresholds: the rounding threshold of the active model and
user defined thresholds.
See Also:
Related Tutorials:
Related Videos:
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