method

symbolic regression

A machine learning method that searches for a mathematical formula to fit data.
40 related articles

Description

Symbolic regression is a type of machine learning that searches for a mathematical formula, rather than just tuning the parameters of a pre-chosen equation, to best fit a dataset. Unlike neural networks, which often act as black boxes, symbolic regression outputs human-readable expressions like F = G·m₁·m₂/r². This makes it a powerful tool for scientific discovery, as it can reveal the underlying structure of natural phenomena directly from data.

History

The concept was popularized in the 1990s by John Koza as part of genetic programming, though earlier work on symbolic regression via genetic algorithms existed in the 1980s.

How it works

The method uses evolutionary algorithms or other search techniques to combine basic mathematical operations (+, −, ×, ÷, sin, exp, etc.) into candidate formulas. Each formula is evaluated on how well it predicts the data, and the best candidates are 'mutated' and 'crossed over' to produce new generations. The process iterates until a simple, accurate expression emerges, often guided by a penalty for complexity to avoid overfitting.

In practice

It is used in physics to rediscover laws from experimental data, in engineering for system identification, and in finance to model market dynamics.

Fun fact

In 2019, a symbolic regression algorithm independently rediscovered Newton's law of universal gravitation and other fundamental physics equations from raw observational data.

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Related articles · 40

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