Sharpness-Aware Minimization for Evolutionary Feature Construction in Regression
Abstract
In recent years, genetic programming (GP)-based evolutionary feature construction has achieved significant success. However, a primary challenge with evolutionary feature construction is its tendency to overfit the training data, resulting in poor generalization on unseen data. In this research, we draw inspiration from PAC-Bayesian theory and propose using sharpness-aware minimization in function space to discover symbolic features that exhibit robust performance within a smooth loss landscape in the semantic space. By optimizing sharpness in conjunction with cross-validation loss, as well as designing a sharpness reduction layer, the proposed method effectively mitigates the overfitting problem of GP, especially when dealing with a limited number of instances or in the presence of label noise. Experimental results on 58 real-world regression datasets show that our approach outperforms standard GP as well as six state-of-the-art complexity measurement methods for GP in controlling overfitting. Furthermore, the ensemble version of GP with sharpness-aware minimization demonstrates superior performance compared to nine fine-tuned machine learning and symbolic regression algorithms, including XGBoost and LightGBM.
Cite
@article{arxiv.2405.06869,
title = {Sharpness-Aware Minimization for Evolutionary Feature Construction in Regression},
author = {Hengzhe Zhang and Qi Chen and Bing Xue and Wolfgang Banzhaf and Mengjie Zhang},
journal= {arXiv preprint arXiv:2405.06869},
year = {2024}
}
Comments
Submitted to IEEE Transactions on Pattern Analysis and Machine Intelligence