In this paper the potential of GP-generated symbolic regression for alleviating multicollinearity problems in multiple regression is presented with a case study in an industrial setting. The main advantage of this approach is the potential to produce a simple and stable polynomial model in terms of the original variables. Categories and Subject Descriptors G.3. [Mathematics of Computing]: Probability and statistics– Correlation and regression analysis. General Terms: Experimentation. Keywords Multicollinearity, multiple regression, undesigned data
Flor A. Castillo, Carlos M. Villa