GeneXproTools 4.0 implements the R-square fitness function both with and
without parsimony pressure. The
version with parsimony
pressure puts a little pressure on the size of the evolving
solutions, allowing the discovery of more compact models.
The R-square fitness function 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
and therefore ranges from 0 to 1000, with 1000 corresponding to the ideal.
Its counterpart with parsimony pressure, uses this fitness
measure fi
as raw fitness rfi and complements
it with a parsimony term.
Thus, in this case, raw maximum fitness rfmax =
1000.
And the overall fitness fppi (that is, fitness with parsimony pressure) is evaluated by the formula:
where Si is the size of the program, Smax and
Smin represent, respectively, maximum and minimum program sizes and are evaluated by the formulas:
Smax = G (h + t)
Smin = G
where G is the number of genes, and h and t are the head and tail sizes (note that, for simplicity, the linking function was not taken into account). Thus, when
rfi = rfmax and Si =
Smin (highly improbable, though, as this can only happen for very simple functions as this means that all the sub-ETs are composed of just one node),
fppi = fppmax, with fppmax evaluated by the formula:
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