Complexity-Aware Deep Symbolic Regression with Robust Risk-Seeking Policy Gradients

Zachary Bastiani, Mike Kirby, Jacob Hochhalter, Shandian Zhe

Keywords: symbolic regression, robust risk-seeking, transformers, breadth-first-search

TL;DR: Deep symbolic regression approach to enhance the robustness and interpretability of data-driven mathematical expression discovery.

Abstract: This paper proposes a novel deep symbolic regression approach to enhance the robustness and interpretability of data-driven mathematical expression discovery. Despite the success of the state-of-the-art method, DSR, it is built on recurrent neural networks, purely guided by data fitness, and potentially meet tail barriers, which can zero out the policy gradient and cause inefficient model updates. To overcome these limitations, we use transformers in conjunction with breadth-first-search to improve the learning performance. We use Bayesian information criterion (BIC) as the reward function to explicitly account for the expression complexity and optimize the trade-off between interpretability and data fitness. We propose a modified risk-seeking policy that not only ensures the unbiasness of the gradient, but also removes the tail barriers, thus ensuring effective updates from top performers. Through a series of benchmarks and systematic experiments, we demonstrate the aforementioned advantages of our approach.

Primary Area: interpretability and explainable AI

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Submission Number: 4924