Rule extraction using genetic programming for accurate sales forecasting
Created by W.Langdon from
gp-bibliography.bib Revision:1.8129
- @InProceedings{Konig:2014:CIDM,
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author = "R. Konig and U. Johansson",
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booktitle = "IEEE Symposium on Computational Intelligence and Data
Mining (CIDM 2014)",
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title = "Rule extraction using genetic programming for accurate
sales forecasting",
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year = "2014",
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month = dec,
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pages = "210--216",
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abstract = "The purpose of this paper is to propose and evaluate a
method for reducing the inherent tendency of genetic
programming to overfit small and noisy data sets. In
addition, the use of different optimisation criteria
for symbolic regression is demonstrated. The key idea
is to reduce the risk of overfitting noise in the
training data by introducing an intermediate predictive
model in the process. More specifically, instead of
directly evolving a genetic regression model based on
labelled training data, the first step is to generate a
highly accurate ensemble model. Since ensembles are
very robust, the resulting predictions will contain
less noise than the original data set. In the second
step, an interpretable model is evolved, using the
ensemble predictions, instead of the true labels, as
the target variable. Experiments on 175 sales
forecasting data sets, from one of Sweden's largest
wholesale companies, show that the proposed technique
obtained significantly better predictive performance,
compared to both straightforward use of genetic
programming and the standard M5P technique. Naturally,
the level of improvement depends critically on the
performance of the intermediate ensemble.",
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keywords = "genetic algorithms, genetic programming",
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DOI = "doi:10.1109/CIDM.2014.7008669",
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notes = "Also known as \cite{7008669}",
- }
Genetic Programming entries for
Rikard Konig
Ulf Johansson
Citations