This article proposes a new genetic algorithm (GA) methodology to obtain parsimonious support vector regression (SVR) models capable of predicting highly precise setpoints in a continuous annealing furnace (GA-PARSIMONY). The proposal combines feature selection, model tuning, and parsimonious model selection in order to achieve robust SVR models. To this end, a novel GA selection procedure is introduced based on separate cost and complexity evaluations. The best individuals are initially sorted by an error fitness function, and afterwards, models with similar costs are rearranged according to model complexity measurement so as to foster models of lesser complexity. Therefore, the user-supplied penalty parameter, utilized to balance cost and complexity in other fitness functions, is rendered unnecessary. GA-PARSIMONY performed similarly to classical GA on twenty benchmark datasets from public repositories, but used a lower number of features in a striking 65% of models. Moreover, the performance of our proposal also proved useful in a real industrial process for predicting three temperature setpoints for a continuous annealing furnace. The results demonstrated that GA-PARSIMONY was able to generate more robust SVR models with less input features, as compared to classical GA. 
GA-PARSIMONY: A GA-SVR approach with feature selection and parameter optimization to obtain parsimonious solutions for predicting temperature settings in a continuous annealing furnace