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Choosing the Fitness Function

R-square Based Fitness Function
 
The R-square fitness function of APS 3.0 is, as expected, based on the standard R-square, which returns the square of the Pearson product moment correlation coefficient.

The Pearson product moment correlation coefficient is a dimensionless index that ranges from -1 to 1 and reflects the extent of a linear relationship between two data sets.

The Pearson product moment correlation coefficient Ri of an individual program i is evaluated by the equation:

where P(ij) is the value predicted by the individual program i for fitness case j (out of n fitness cases); and Tj is the target value for fitness case j.

The fitness fi of an individual program i is expressed by the equation:

fi = 1000*Ri*Ri

which allows a fairer distribution of fitnesses for selection.

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