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Hierarchical evolution of linear regressors

We propose an algorithm for function approximation that evolves a set of hierarchical piece-wise linear regressors. The algorithm, named HIRE-Lin, follows the iterative rule learning approach. A genetic algorithm is iteratively called to find a partition of the search space where a linear regressor can accurately fit the objective function. The resulting ruleset performs an approximation to the objective function formed by a hierarchy of locally trained linear regressors. The approach is evaluated in a set of objective functions and compared to other regression techniques.