Fuzzy rough granular neural networks, fuzzy granules, and classification

AbstractWe introduce a fuzzy rough granular neural network (FRGNN) model based on the multilayer perceptron using a back-propagation algorithm for the fuzzy classification of patterns. We provide the development strategy of the network mainly based upon the input vector, initial connection weights determined by fuzzy rough set theoretic concepts, and the target vector. While the input vector is described in terms of fuzzy granules, the target vector is defined in terms of fuzzy class membership values and zeros. Crude domain knowledge about the initial data is represented in the form of a decision table, which is divided into subtables corresponding to different classes. The data in each decision table is converted into granular form. The syntax of these decision tables automatically determines the appropriate number of hidden nodes, while the dependency factors from all the decision tables are used as initial weights. The dependency factor of each attribute and the average degree of the dependency factor of all the attributes with respect to decision classes are considered as initial connection weights between the nodes of the input layer and the hidden layer, and the hidden layer and the output layer, respectively. The effectiveness of the proposed FRGNN is demonstrated on several real-life data sets

Modeling economic systems as locally-constructive sequential games

Real-world economies are open-ended dynamic systems consisting of heterogeneous interacting participants. Human participants are decision-makers who strategically take into account the past actions and potential future actions of other participants. All participants are forced to be locally constructive, meaning their actions at any given time must be based on their local states; and participant actions at any given time affect future local states. Taken together, these essential properties imply real-world economies are locally-constructive sequential games. This paper discusses a modeling approach, Agent-based Computational Economics, that permits researchers to study economic systems from this point of view. ACE modeling principles and objectives are first concisely presented and explained. The remainder of the paper then highlights challenging issues and edgier explorations that ACE researchers are currently pursuing

MATRIX DECOMPOSITION FOR DATA DISCLOSURE CONTROL AND DATA MINING APPLICATIONS

Access to huge amounts of various data with private information brings out a dual demand for preservation of data privacy and correctness of knowledge discovery, which are two apparently contradictory tasks. Low-rank approximations generated by matrix decompositions are a fundamental element in this dissertation for the privacy preserving data mining (PPDM) applications. Two categories of PPDM are studied: data value hiding (DVH) and data pattern hiding (DPH). A matrix-decomposition-based framework is designed to incorporate matrix decomposition techniques into data preprocessing to distort original data sets. With respect to the challenge in the DVH, how to protect sensitive/confidential attribute values without jeopardizing underlying data patterns, we propose singular value decomposition (SVD)-based and nonnegative matrix factorization (NMF)-based models. Some discussion on data distortion and data utility metrics is presented. Our experimental results on benchmark data sets demonstrate that our proposed models have potential for outperforming standard data perturbation models regarding the balance between data privacy and data utility. Based on an equivalence between the NMF and K-means clustering, a simultaneous data value and pattern hiding strategy is developed for data mining activities using K-means clustering. Three schemes are designed to make a slight alteration on submatrices such that user-specified cluster properties of data subjects are hidden. Performance evaluation demonstrates the efficacy of the proposed strategy since some optimal solutions can be computed with zero side effects on nonconfidential memberships. Accordingly, the protection of privacy is simplified by one modified data set with enhanced performance by this dual privacy protection. In addition, an improved incremental SVD-updating algorithm is applied to speed up the real-time performance of the SVD-based model for frequent data updates. The performance and effectiveness of the improved algorithm have been examined on synthetic and real data sets. Experimental results indicate that the introduction of the incremental matrix decomposition produces a significant speedup. It also provides potential support for the use of the SVD technique in the On-Line Analytical Processing for business data analysis

Fitting Linear Mixed-Effects Models using lme4

Maximum likelihood or restricted maximum likelihood (REML) estimates of the parameters in linear mixed-effects models can be determined using the lmer function in the lme4 package for R. As for most model-fitting functions in R, the model is described in an lmer call by a formula, in this case including both fixed- and random-effects terms. The formula and data together determine a numerical representation of the model from which the profiled deviance or the profiled REML criterion can be evaluated as a function of some of the model parameters. The appropriate criterion is optimized, using one of the constrained optimization functions in R, to provide the parameter estimates. We describe the structure of the model, the steps in evaluating the profiled deviance or REML criterion, and the structure of classes or types that represents such a model. Sufficient detail is included to allow specialization of these structures by users who wish to write functions to fit specialized linear mixed models, such as models incorporating pedigrees or smoothing splines, that are not easily expressible in the formula language used by lmer.Comment: 51 pages, including R code, and an appendi