Prioritized grammar enumeration: symbolic regression by dynamic programming

TLDR: Prioritized Grammar Enumeration (PGE), a deterministic Symbolic Regression algorithm using dynamic programming techniques, which replaces genetic operators and random number use with grammar production rules and systematic choices and leads the community to new ideas.

Abstract: We introduce Prioritized Grammar Enumeration (PGE), a deterministic Symbolic Regression (SR) algorithm using dynamic programming techniques. PGE maintains the tree-based representation and Pareto non-dominated sorting from Genetic Programming (GP), but replaces genetic operators and random number use with grammar production rules and systematic choices. PGE uses non-linear regression and abstract parameters to fit the coefficients of an equation, effectively separating the exploration for form, from the optimization of a form. Memoization enables PGE to evaluate each point of the search space only once, and a Pareto Priority Queue provides direction to the search. Sorting and simplification algorithms are used to transform candidate expressions into a canonical form, reducing the size of the search space. Our results show that PGE performs well on 22 benchmarks from the SR literature, returning exact formulas in many cases. As a deterministic algorithm, PGE offers reliability and reproducibility of results, a key aspect to any system used by scientists at large. We believe PGE is a capable SR implementation, following an alternative perspective we hope leads the community to new ideas.