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Last update: February 19, 2014

 

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.


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 Released February 19, 2014

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