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Last update: February 19, 2014

 

Bounded Triple Margin Fitness Function

The Bounded Triple Margin fitness function is a multi-objective function that explores the idea of a triple margin. It allows you to set boundaries for the model output, which the learning algorithms will try to approach. In addition, it can 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.


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 Released February 19, 2014

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