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Last update: February 19, 2014

 

Bounded Trends R2 Fitness Function

The Bounded Trends R2 fitness function is a multi-objective function that explores the idea of trends and attributes rewards or punishments when a model hits or not on the trend. It also combines the up/down hits with the Root Relative Squared Error (RRSE).

The RRSE 2 component is implemented so that you can choose different simple models besides the usual target average. Moreover, the RRSE 2 differs from the common RRSE 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.

Furthermore, it allows you to set boundaries for the model output, which the learning algorithms will try to approach.

The Bounded Trends R2 fitness function is particularly useful for time series data.


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 Released February 19, 2014

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