Learning regression ensembles with genetic programming at scale

Authors:
Kalyan Veeramachaneni;Owen Derby;Dylan Sherry;Una-May O'Reilly
Affiliations:
Massachusetts Institute of Technology, Cambridge, MA, USA;Massachusetts Institute of Technology, Cambridge, MA, USA;Massachusetts Institute of Technology, Cambridge, MA, USA;Massachusetts Institute of Technology, Cambridge, MA, USA
Venue:
Proceedings of the 15th annual conference on Genetic and evolutionary computation
Year:
2013

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Abstract

In this paper we examine the challenge of producing ensembles of regression models for large datasets. We generate numerous regression models by concurrently executing multiple independent instances of a genetic programming learner. Each instance may be configured with different parameters and a different subset of the training data. Several strategies for fusing predictions from multiple regression models are compared. To overcome the small memory size of each instance, we challenge our framework to learn from small subsets of training data and yet produce a prediction of competitive quality after fusion. This decreases the running time of learning which produces models of good quality in a timely fashion. Finally, we examine the quality of fused predictions over the progress of the computation.