Genetic Operators: Conservative Fixed-Root Mutation

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Conservative Fixed-Root Mutation is the second genetic operator that we implemented in GeneXproTools for this new project "New Project: Multi-class Classification & Trading Strategies". Like the Fixed-Root Mutation operator, it also gives us more control over the root position of our models by preserving the elements at the root of each sub-tree. Moreover, by virtue of being "conservative", it means that all the other elements in the chromosome are mutated conservatively, that is, functions are replaced only by other functions with the same number of arguments and terminals are replaced only by other terminals (either functions or constants), which means that the shape of the tree is preserved from generation to generation.

So this means that the Conservative Fixed-Root Mutation operator can be used in the same scenarios described for Fixed-Root Mutation, with extra conservatism thrown in (that is, fixing a critical function like the buy-sell-wait function at the root in a unigenic system or fixing the root position in all the sub-trees of an intermediate solution). This might be useful at the later stages of the modeling process when we are mainly interested in fine-tuning the model structure.



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