arXiv Machine Learning

Coefficient Calibration as Selection Pressure in Symbolic Regression

The paper introduces Dirichlet‑Sinkhorn Constant Averaging (DSCA), a calibration method for memetic symbolic regression that partitions data into subsets with varying covariate distributions, calibrates each candidate independently, and evaluates it using the mean of the resulting parameters. DSCA reduces the excess loss compared to centralized calibration for correctly specified models and improves functional recovery and the accuracy‑complexity trade‑off on synthetic and real datasets. The authors demonstrate that DSCA’s performance gains stem from a controlled heterogeneous calibration that adds a complementary source of selection pressure in symbolic‑regression search.

arXiv AI
Jun 30

Evolutional Math: Cross-Validated Island-Model Genetic Programming for Interpretable Symbolic Regression on Small, Wide Datasets

arXiv:2606. 28381v1 Announce Type: cross Abstract: Symbolic regression via genetic programming routinely fails on small, wide datasets - a regime common in clinical-trial monitoring, biostatistics, and engineering pilot studies - by converging on bloated, overfit expressions that exploit correlation rather than prediction.

By Artem Andrianov (Cyntegrity Germany GmbH, Hofheim am Taunus, Germany)
arXiv Machine Learning
Jul 21

Isotonic Conformal Prediction

arXiv:2607. 16675v1 Announce Type: cross Abstract: A point prediction that is well calibrated on average can still be systematically biased conditional on its own value, undermining its use in downstream decision-making.

By Daniel Bensimon, Sean Xiang Yu, Eric D. Kolaczyk, Archer Y. Yang
arXiv Machine Learning
Oct 28

DIGEST: Discovery-Guided LLM Tuning for Symbolic Regression

DIGEST is a new method for symbolic regression that combines a lightweight LLM with Genetic Programming. It uses a pretrained decoder block as a symbolic policy to seed GP populations, providing flexible generation of candidate expressions. The approach also feeds high‑quality GP discoveries back into the LLM to refine future generations, leading to improved recovery rates and faster search times on benchmark datasets.

By Kaifeng Jin, Ruizhong Qiu, Zihao Li, Xiao Lin, Dongqi Fu, Yinglong Xia, Hong Li, Hanghang Tong
arXiv Statistics ML
Oct 28

Multi-Variable Conformal Prediction: Optimizing Prediction Sets using Multiple Calibration Variables

The paper introduces Multi-Variable Conformal Prediction (MCP), a framework that jointly optimizes and calibrates multiple prediction‑set parameters in a single optimization problem, thereby eliminating the need for a calibration data split while preserving finite‑sample coverage guarantees. Two tractable variants are proposed: RemMCP, which uses constrained optimization with constraint removal and generalizes split conformal prediction, and RelMCP, which employs penalized optimization with constraint relaxation and can handle non‑convex problems. Experiments on ellipsoidal and multi‑modal prediction sets show that both RemMCP and an adaptive version of RelMCP consistently achieve target coverage with lower variance across calibration runs and, in most cases, produce smaller or comparable prediction sets compared to baseline methods.

By Laura L\"utzow, Simone Garatti, Marco C. Campi, Lars Lindemann, Matthias Althoff