Rule-based Evolutionary Bayesian Learning
In our previous work, we introduced the rule-based Bayesian Regression, a methodology that leverages two concepts: (i) Bayesian inference, for the general framework and uncertainty quantification and (ii) rule-based systems for the incorporation of expert knowledge and intuition. The resulting metho...
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Main Authors | , , , |
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Format | Journal Article |
Language | English |
Published |
28.02.2022
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Subjects | |
Online Access | Get full text |
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Summary: | In our previous work, we introduced the rule-based Bayesian Regression, a
methodology that leverages two concepts: (i) Bayesian inference, for the
general framework and uncertainty quantification and (ii) rule-based systems
for the incorporation of expert knowledge and intuition. The resulting method
creates a penalty equivalent to a common Bayesian prior, but it also includes
information that typically would not be available within a standard Bayesian
context. In this work, we extend the aforementioned methodology with
grammatical evolution, a symbolic genetic programming technique that we utilise
for automating the rules' derivation. Our motivation is that grammatical
evolution can potentially detect patterns from the data with valuable
information, equivalent to that of expert knowledge. We illustrate the use of
the rule-based Evolutionary Bayesian learning technique by applying it to
synthetic as well as real data, and examine the results in terms of point
predictions and associated uncertainty. |
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DOI: | 10.48550/arxiv.2202.13778 |