Dynamical Genetic Programming in XCSF

Abstract

A number of representation schemes have been presented for use within learning classifier systems, ranging from binary encodings to artificial neural networks. This paper presents results from an investigation into using a temporally dynamic symbolic representation within the XCSF learning classifier system. In particular, dynamical arithmetic networks are used to represent the traditional condition-action production system rules to solve continuous-valued reinforcement learning problems and to perform symbolic regression, finding competitive performance with traditional genetic programming on a number of composite polynomial tasks. In addition, the network outputs are later repeatedly sampled at varying temporal intervals to perform multistep-ahead predictions of a financial time series.