Opened 13 months ago

Last modified 6 months ago

#2581 accepted feature request

Monte Carlo Tree Search (MCTS) for symbolic regression models

Reported by: gkronber Owned by: gkronber
Priority: medium Milestone: HeuristicLab 3.3.15
Component: Algorithms.DataAnalysis Version: 3.3.13
Keywords: Cc:

Description


Change History (18)

comment:1 Changed 13 months ago by gkronber

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

comment:2 Changed 13 months ago by gkronber

r13645: added MCTS for symbolic regression models

comment:3 Changed 13 months ago by gkronber

r13648: added unit test for MCTS for symbolic regression

comment:4 Changed 13 months ago by gkronber

r13650: fixed license header

comment:5 Changed 13 months ago by gkronber

r13651:

  • added unit tests for the number of different expressions
  • fixed problems in Automaton and constraintHandler that lead to duplicate expressions
  • added possibility for MCTS to handle dead-ends in the search tree (when it is not possible to construct a valid new expression)
  • added statistics on function and gradient evaluations

comment:6 Changed 13 months ago by gkronber

r13652:

  • removed simplification of trees (temporarily for better debugging)
  • renamed MaxSize parameter
  • fixed a small bug in MCTS
  • changed SymbolicExpressionGenerator to produce trees in the correct order

comment:7 Changed 13 months ago by gkronber

r13654: adaptad parameter name in unit test

comment:8 Changed 13 months ago by gkronber

r13657: update quality estimate in parent nodes when a branch is completely explored. added ucbtuned selection

comment:9 Changed 13 months ago by gkronber

r13658: extracted policies from MCTS to allow experimentation with different policies for MCTS

comment:10 Changed 13 months ago by gkronber

r13659: added source files for policies

comment:11 Changed 13 months ago by gkronber

r13661: updated unit test to compile with r13658

comment:12 Changed 13 months ago by gkronber

r13662: made cloning constructor protected

comment:13 Changed 13 months ago by gkronber

r13669: made policies storable and added iteration of best solution to results

comment:14 Changed 13 months ago by mkommend

The unit tests for MCTS do not fix the random seed and hence fail randomly (especially for Nguyen-3).

comment:15 Changed 13 months ago by gkronber

r13708: removed TestMethod attribute from unit tests using randomly sampled data because of a problem in the regression problem instances (see #2371)

comment:16 Changed 9 months ago by gkronber

  • Milestone changed from HeuristicLab 3.3.14 to HeuristicLab 3.3.15

comment:17 Changed 8 months ago by jkarder

r14142: fixed compiler warnings

comment:18 Changed 6 months ago by gkronber

  • Code for the automaton to generate expressions should be refactored
  • Add support for heuristics for choosing branches to explore (based also on partial evaluation of expressions)
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