Article: Le Ly D, Lipson H; (2014) Optimal Experiment Design for Coevolutionary Active Learning, IEEE Transactions on Evolutionary Computation, 18(3):394-404
Abstract: This paper presents a policy for selecting the most informative individuals in a teacher-learner type coevolution. We propose the use of the surprisal of the mean, based on Shannon information theory, which best disambiguates a collection of arbitrary and competing models based solely on their predictions. This policy is demonstrated within an iterative coevolutionary framework consisting of symbolic regression for model inference and a genetic algorithm for optimal experiment design.
Complex symbolic expressions are reliably inferred using fewer than 32 observations. The policy requires 21% fewer experiments for model inference compared to the baselines and is particularly effective in the presence of noise corruption, local information content as well as high dimensional systems. Furthermore, the policy was applied in a real-world setting to model concrete compression strength, where it was able to achieve 96.1% of the passive machine learning baseline performance with only 16.6% of the data.