Opened 5 years ago

Closed 4 years ago

#1962 closed enhancement (done)

Use analytic gradient for constant optimization of symbolic regression models

Reported by: gkronber Owned by: gkronber
Priority: medium Milestone: HeuristicLab 3.3.8
Component: Problems.DataAnalysis.Symbolic.Regression Version: 3.3.8
Keywords: Cc:

Description

The gradients are estimated using differencing now, but with alglib and AutoDiff we can use the exact analytic gradients instead.

Change History (15)

comment:1 Changed 5 years ago by gkronber

  • Owner changed from mkommend to gkronber
  • Status changed from new to accepted

comment:2 Changed 5 years ago by gkronber

r8704: changed SymbolicRegressionConstantOptimizationEvaluator to calculate gradients using AutoDiff.

comment:3 Changed 5 years ago by gkronber

  • Owner changed from gkronber to mkommend
  • Status changed from accepted to reviewing

comment:4 Changed 5 years ago by gkronber

  • Owner changed from mkommend to gkronber
  • Status changed from reviewing to assigned

comment:5 Changed 5 years ago by gkronber

r8730:

  • disabled optimized button if the model contains non-differentiable functions.
  • added support for exact differentiation for additional function symbols (sin, cos, tan, square, norm, erf)

comment:6 Changed 5 years ago by gkronber

  • Owner changed from gkronber to mkommend
  • Status changed from assigned to reviewing

comment:7 Changed 5 years ago by gkronber

r8736: fixed bug in the view that caused a unit test fail.

comment:8 Changed 5 years ago by mkommend

  • Status changed from reviewing to assigned

comment:9 Changed 5 years ago by mkommend

  • Status changed from assigned to accepted

comment:10 Changed 5 years ago by mkommend

TODO: Modify constant optimization evaluator to handle functions with only one child (e.g., Add(x)) correctly.

comment:11 Changed 4 years ago by mkommend

r8984: Returned original quality in case of an exception in the SymbolicRegressionConstantOptimizationEvaluator.

comment:12 Changed 4 years ago by mkommend

  • Owner changed from mkommend to gkronber
  • Status changed from accepted to reviewing

The current version includes checks that revert the changed constants if the quality decreases and it should be discussed if this behavior should be released.

comment:13 Changed 4 years ago by gkronber

I think this can be released as is.

comment:14 Changed 4 years ago by gkronber

  • Status changed from reviewing to readytorelease

comment:15 Changed 4 years ago by swagner

  • Resolution set to done
  • Status changed from readytorelease to closed
  • Version changed from 3.3.7 to 3.3.8
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