# Robust Regression Implementation # This program implements a regression algorithm that can be evolved to better handle outliers robust_regression <- function(X, y) { # EVOLVE-BLOCK-START # Simple least squares regression as initial implementation # This can be evolved to use more robust methods like: # - Huber regression # - RANSAC # - Theil-Sen estimator # - Iteratively reweighted least squares # Add intercept column X_with_intercept <- cbind(1, X) # Calculate coefficients using normal equation # beta = (X'X)^(-1) X'y XtX <- t(X_with_intercept) %*% X_with_intercept Xty <- t(X_with_intercept) %*% y # Solve for coefficients coefficients <- solve(XtX, Xty) # Calculate predictions predictions <- X_with_intercept %*% coefficients # Calculate residuals residuals <- y - predictions # Return results return(list( coefficients = coefficients, predictions = predictions, residuals = residuals )) # EVOLVE-BLOCK-END } # Function to calculate model performance metrics calculate_metrics <- function(y_true, y_pred, residuals) { n <- length(y_true) # Mean Squared Error mse <- mean(residuals^2) # Mean Absolute Error mae <- mean(abs(residuals)) # R-squared ss_res <- sum(residuals^2) ss_tot <- sum((y_true - mean(y_true))^2) r_squared <- 1 - (ss_res / ss_tot) # Robust metrics # Median Absolute Error medae <- median(abs(residuals)) # Percentage of outliers (residuals > 2 standard deviations) outlier_threshold <- 2 * sd(residuals) outlier_percentage <- sum(abs(residuals) > outlier_threshold) / n return(list( mse = mse, mae = mae, r_squared = r_squared, medae = medae, outlier_robustness = 1 - outlier_percentage )) } # Main execution function main <- function() { # This will be called by the evaluator with test data # The evaluator will provide X and y through the environment # Perform robust regression result <- robust_regression(X, y) # Calculate metrics metrics <- calculate_metrics(y, result$predictions, result$residuals) return(metrics) }