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Last update: February 19, 2014
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Enhanced RSE 2 Fitness Function
The Enhanced RSE 2 fitness function
is a multi-objective function that combines the
Relative Squared Error (RSE)
with the
positive correl.
The RSE 2 component is implemented so that you can choose different
simple models besides the usual target average.
Moreover, the RSE 2 differs from the common RSE 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 RSE 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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