Simultaneous evolution of neural network topologies and weights for classification and regression

Artificial Neural Networks (ANNs) are important Data Mining (DM) techniques. Yet, the search for the optimal ANN is a challenging task: the architecture should learn the input-output mapping without overfitting the data and training algorithms tend to get trapped into local minima. Under this scenario, the use of Evolutionary Computation (EC) is a promising alternative for ANN design and training. Moreover, since EC methods keep a pool of solutions, an ensemble can be build by combining the best ANNs. This work presents a novel algorithm for the optimization of ANNs, using a direct representation, a structural mutation operator and Lamarckian evolution. Sixteen real-world classification/regression tasks were used to test this strategy with single and ensemble based versions. Competitive results were achieved when compared with a heuristic model selection and other DM algorithms.Universidade do Minho. Centro Algoritmi.Fundação para a Ciência e a Tecnologia (FCT) - POSI/EIA/59899/2004