A Mixed Binary-Real NSGA II Algorithm Ensuring Both Accuracy and Interpretability of a Neuro-Fuzzy Controller

In this work, a Neuro-Fuzzy Controller network, called NFC that implements a Mamdani fuzzy inference system is proposed. This network includes neurons able to perform fundamental fuzzy operations. Connections between neurons are weighted through binary and real weights. Then a mixed binary-real Non dominated Sorting Genetic Algorithm II (NSGA II) is used to perform both accuracy and interpretability of the NFC by minimizing two objective functions; one objective relates to the number of rules, for compactness, while the second is the mean square error, for accuracy. In order to preserve interpretability of fuzzy rules during the optimization process, some constraints are imposed. The  approach  is  tested  on  two  control examples:  a single  input  single  output (SISO) system  and  a  multivariable (MIMO) system

An overview of recent distributed algorithms for learning fuzzy models in Big Data classification

AbstractNowadays, a huge amount of data are generated, often in very short time intervals and in various formats, by a number of different heterogeneous sources such as social networks and media, mobile devices, internet transactions, networked devices and sensors. These data, identified as Big Data in the literature, are characterized by the popular Vs features, such as Value, Veracity, Variety, Velocity and Volume. In particular, Value focuses on the useful knowledge that may be mined from data. Thus, in the last years, a number of data mining and machine learning algorithms have been proposed to extract knowledge from Big Data. These algorithms have been generally implemented by using ad-hoc programming paradigms, such as MapReduce, on specific distributed computing frameworks, such as Apache Hadoop and Apache Spark. In the context of Big Data, fuzzy models are currently playing a significant role, thanks to their capability of handling vague and imprecise data and their innate characteristic to be interpretable. In this work, we give an overview of the most recent distributed learning algorithms for generating fuzzy classification models for Big Data. In particular, we first show some design and implementation details of these learning algorithms. Thereafter, we compare them in terms of accuracy and interpretability. Finally, we argue about their scalability

Multiobjective Evolutionary Optimization of Type-2 Fuzzy Rule-Based Systems for Financial Data Classification

Classification techniques are becoming essential in the financial world for reducing risks and possible disasters. Managers are interested in not only high accuracy, but in interpretability and transparency as well. It is widely accepted now that the comprehension of how inputs and outputs are related to each other is crucial for taking operative and strategic decisions. Furthermore, inputs are often affected by contextual factors and characterized by a high level of uncertainty. In addition, financial data are usually highly skewed toward the majority class. With the aim of achieving high accuracies, preserving the interpretability, and managing uncertain and unbalanced data, this paper presents a novel method to deal with financial data classification by adopting type-2 fuzzy rule-based classifiers (FRBCs) generated from data by a multiobjective evolutionary algorithm (MOEA). The classifiers employ an approach, denoted as scaled dominance, for defining rule weights in such a way to help minority classes to be correctly classified. In particular, we have extended PAES-RCS, an MOEA-based approach to learn concurrently the rule and data bases of FRBCs, for managing both interval type-2 fuzzy sets and unbalanced datasets. To the best of our knowledge, this is the first work that generates type-2 FRBCs by concurrently maximizing accuracy and minimizing the number of rules and the rule length with the objective of producing interpretable models of real-world skewed and incomplete financial datasets. The rule bases are generated by exploiting a rule and condition selection (RCS) approach, which selects a reduced number of rules from a heuristically generated rule base and a reduced number of conditions for each selected rule during the evolutionary process. The weight associated with each rule is scaled by the scaled dominance approach on the fuzzy frequency of the output class, in order to give a higher weight to the minority class. As regards the data base learning, the membership function parameters of the interval type-2 fuzzy sets used in the rules are learned concurrently to the application of RCS. Unbalanced datasets are managed by using, in addition to complexity, selectivity and specificity as objectives of the MOEA rather than only the classification rate. We tested our approach, named IT2-PAES-RCS, on 11 financial datasets and compared our results with the ones obtained by the original PAES-RCS with three objectives and with and without scaled dominance, the FRBCs, fuzzy association rule-based classification model for high-dimensional dataset (FARC-HD) and fuzzy unordered rules induction algorithm (FURIA), the classical C4.5 decision tree algorithm, and its cost-sensitive version. Using nonparametric statistical tests, we will show that IT2-PAES-RCS generates FRBCs with, on average, accuracy statistically comparable with and complexity lower than the ones generated by the two versions of the original PAES-RCS. Further, the FRBCs generated by FARC-HD and FURIA and the decision trees computed by C4.5 and its cost-sensitive version, despite the highest complexity, result to be less accurate than the FRBCs generated by IT2-PAES-RCS. Finally, we will highlight how these FRBCs are easily interpretable by showing and discussing one of them

Context adaptation of fuzzy systems through a multi-objective evolutionary approach based on a novel interpretability index

Context adaptation (CA) based on evolutionary algorithms is certainly a promising approach to the development of fuzzy rule-based systems (FRBSs). In CA, a context-free model is instantiated to a context-adapted FRBS so as to increase accuracy. A typical requirement in CA is that the context-adapted system maintains the same interpretability as the context-free model, a challenging constraint given that accuracy and interpretability are often conflicting objectives. Furthermore, interpretability is difficult to quantify because of its very nature of being a qualitative concept. In this paper, we first introduce a novel index based on fuzzy ordering relations in order to provide a measure of interpretability. Then, we use the proposed index and the mean square error as goals of a multi-objective evolutionary algorithm aimed at generating a set of Pareto-optimum context-adapted Mamdani-type FRBSs with different trade-offs between accuracy and interpretability. CA is obtained through the use of specifically designed operators that adjust the universe of the input and output variables, and modify the core, the support and the shape of fuzzy sets characterizing the partitions of these universes. Finally, we show results obtained by using our approach on synthetic and real data sets

Análisis FINGRAMS de sistemas difusos basados en reglas bajo premisas de interpretabilidad y precisión

El  objetivo  de  este  proyecto  es  crear  un  nuevo  paradigma  para  el  análisis  de  comprensibilidad de sistemas difusos basado, se centra en identificar en base a la  metodología FINGRAMS la selección, o no selección, de reglas difusas provenientes de  un sistema difuso basado en reglas  (SBRD)  cuando están son optimizados mediante  un  proceso  genético  multiobjetivo  considerando  precisión,  interpretabilidad  y  relevancia.  El  sistema experto  propuesto  se  valida  utilizando  nueve  conjuntos  de  datos,  dos  algoritmos difusos lingüísticos y dos dispersos, cuatro medidas de interpretabilidad y  dos formulaciones de relevancia de la regla.  En esta preocupación, se desarrolla un sistema experto basado en reglas difusas para  analizar diferentes puntos de vista de Interpretabilidad, Precisión y Relevancia, y las  pruebas estadísticas.  Los resultados revelan que el rendimiento del sistema experto propuesto es superior al  de las reglas de baja relevanciaDepartamento de Ingeniería de Sistemas y AutomáticaMáster en Investigación en Ingeniería de Procesos y Sistemas Industriale