Epsilon-Lexicase Selection for Regression

Abstract: Lexicase selection is a parent selection method that considers test cases separately, rather than in aggregate, when performing parent selection. It performs well in discrete error spaces but not on the continuous-valued problems that compose most system identification tasks. In this paper, we develop a new form of lexicase selection for symbolic regression, named epsilon-lexicase selection, that redefines the pass condition for individuals on each test case in a more effective way. We run a series of experiments on real-world and synthetic problems with several treatments of epsilon and quantify how epsilon affects parent selection and model performance. epsilon-lexicase selection is shown to be effective for regression, producing better fit models compared to other techniques such as tournament selection and age-fitness Pareto optimization. We demonstrate that epsilon can be adapted automatically for individual test cases based on the population performance distribution. Our experiments show that epsilon-lexicase selection with automatic epsilon produces the most accurate models across tested problems with negligible computational overhead. We show that behavioral diversity is exceptionally high in lexicase selection treatments, and that epsilon-lexicase selection makes use of more fitness cases when selecting parents than lexicase selection, which helps explain the performance improvement.