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Eureqa doesn't help in this regard. As the OP said, you will eventually find a giant model that is a brilliant fit for the data. What you need is some notion of
by yid 15y ago
Eureqa doesn't help in this regard. As the OP said, you will eventually find a giant model that is a brilliant fit for the data. What you need is some notion of regularization. To answer your comment, it doesn't deal with overfitting.
- aterimperator 15y agoExcept that it does. I'm not too familiar with the application itself, however I know the original research worked by finding pareto optimums based on the predictive power and the simplicity of the equation. So for double pendulum it came back with like 8 equations, one of which was conservation of momentum (not actually accurate, but as close as you can get with that number of terms), and one of which was conservation of energy (actually accurate, but a bit more complicated).
- dimatura 15y agoI'm pretty sure that it does have regularization. The optimization process penalizes model complexity in addition to maximizing the fit to the data.