A Compact Evolutionary Interval-Valued Fuzzy Rule-Based Classification System for the Modeling and Prediction of Real-World Financial Applications With Imbalanced Data

The current financial crisis has stressed the need to obtain more accurate prediction models in order to decrease risk when investing money on economic opportunities. In addition, the transparency of the process followed to make the decisions in financial applications is becoming an important issue. Furthermore, there is a need to handle real-world imbalanced financial datasets without using sampling techniques that might introduce noise in the used data. In this paper, we present a compact evolutionary interval-valued fuzzy rule-based classification system, which is based on interval-valued fuzzy rule-based classification system with tuning and rule selection (IVTURS FA RC-HD ) for the modeling and prediction of real-world financial applications. This proposed system allows obtaining good prediction accuracies using a small set of short fuzzy rules implying a high degree of interpretability of the generated linguistic model. Furthermore, the proposed system deals with the financial imbalanced datasets with no need for any preprocessing or sampling method and, thus, avoiding the accidental introduction of noise in the data used in the learning process. The system is also provided with a mechanism to handle examples that are not covered by any fuzzy rule in the generated rule base. To test the quality of our proposal, we will present an experimental study including 11 real-world financial datasets. We will show that the proposed system outperforms the original C4.5 decision tree, type-1, and interval-valued fuzzy counterparts that use the synthetic minority oversampling technique (SMOTE) to preprocess data and the original FURIA, which is a fuzzy approximative classifier. Furthermore, the proposed method enhances the results achieved by the cost-sensitive C4.5, and it gives competitive results when compared with FURIA using SMOTE, while our proposal avoids preprocessing techniques, and it provides interpretable models that allow obtaining more accurate results

A Compact Evolutionary Interval-Valued Fuzzy Rule-Based Classification System for the Modeling and Prediction of Real-World Financial Applications with Imbalanced Data

The current financial crisis has stressed the need of obtaining more accurate prediction models in order to decrease the risk when investing money on economic opportunities. In addition, the transparency of the process followed to make the decisions in financial applications is becoming an important issue. Furthermore, there is a need to handle the real-world imbalanced financial data sets without using sampling techniques which might introduce noise in the used data. In this paper, we present a compact evolutionary interval-valued fuzzy rule-based classification system, which is based on IVTURSFARC-HD (Interval-Valued fuzzy rulebased classification system with TUning and Rule Selection) [22]), for the modeling and prediction of real-world financial applications. This proposed system allows obtaining good predictions accuracies using a small set of short fuzzy rules implying a high degree of interpretability of the generated linguistic model. Furthermore, the proposed system deals with the financial imbalanced datasets with no need for any preprocessing or sampling method and thus avoiding the accidental introduction of noise in the data used in the learning process. The system is also provided with a mechanism to handle examples that are not covered by any fuzzy rule in the generated rule base. To test the quality of our proposal, we will present an experimental study including eleven realworld financial datasets. We will show that the proposed system outperforms the original C4.5 decision tree, type-1 and interval-valued fuzzy counterparts which use the SMOTE sampling technique to preprocess data and the original FURIA, which is a fuzzy approximative classifier. Furthermore, the proposed method enhances the results achieved by the cost sensitive C4.5 and it gives competitive results when compared with FURIA using SMOTE, while our proposal avoids pre-processing techniques and it provides interpretable models that allow obtaining more accurate results.Spanish Government TIN2011-28488 TIN2013-40765-

A Comprehensive Survey on Rare Event Prediction

Rare event prediction involves identifying and forecasting events with a low probability using machine learning and data analysis. Due to the imbalanced data distributions, where the frequency of common events vastly outweighs that of rare events, it requires using specialized methods within each step of the machine learning pipeline, i.e., from data processing to algorithms to evaluation protocols. Predicting the occurrences of rare events is important for real-world applications, such as Industry 4.0, and is an active research area in statistical and machine learning. This paper comprehensively reviews the current approaches for rare event prediction along four dimensions: rare event data, data processing, algorithmic approaches, and evaluation approaches. Specifically, we consider 73 datasets from different modalities (i.e., numerical, image, text, and audio), four major categories of data processing, five major algorithmic groupings, and two broader evaluation approaches. This paper aims to identify gaps in the current literature and highlight the challenges of predicting rare events. It also suggests potential research directions, which can help guide practitioners and researchers.Comment: 44 page

Contributions to comprehensible classification

xxx, 240 p.La tesis doctoral descrita en esta memoria ha contribuido a la mejora de dos tipos de algoritmos declasificación comprensibles: algoritmos de \'arboles de decisión consolidados y algoritmos de inducciónde reglas tipo PART.En cuanto a las contribuciones a la consolidación de algoritmos de árboles de decisión, se hapropuesto una nueva estrategia de remuestreo que ajusta el número de submuestras para permitir cambiarla distribución de clases en las submuestras sin perder información. Utilizando esta estrategia, la versiónconsolidada de C4.5 (CTC) obtiene mejores resultados que un amplio conjunto de algoritmoscomprensibles basados en algoritmos genéticos y clásicos. Tres nuevos algoritmos han sido consolidados:una variante de CHAID (CHAID*) y las versiones Probability Estimation Tree de C4.5 y CHAID* (C4.4y CHAIC). Todos los algoritmos consolidados obtienen mejores resultados que sus algoritmos de\'arboles de decisión base, con tres algoritmos consolidados clasificándose entre los cuatro mejores en unacomparativa. Finalmente, se ha analizado el efecto de la poda en algoritmos simples y consolidados de\'arboles de decisión, y se ha concluido que la estrategia de poda propuesta en esta tesis es la que obtiene mejores resultados.En cuanto a las contribuciones a algoritmos tipo PART de inducción de reglas, una primerapropuesta cambia varios aspectos de como PART genera \'arboles parciales y extrae reglas de estos, locual resulta en clasificadores con mejor capacidad de generalizar y menor complejidad estructuralcomparando con los generados por PART. Una segunda propuesta utiliza \'arboles completamentedesarrollados, en vez de parcialmente desarrollados, y genera conjuntos de reglas que obtienen aúnmejores resultados de clasificación y una complejidad estructural menor. Estas dos nuevas propuestas y elalgoritmo PART original han sido complementadas con variantes basadas en CHAID* para observar siestos beneficios pueden ser trasladados a otros algoritmos de \'arboles de decisión y se ha observado, dehecho, que los algoritmos tipo PART basados en CHAID* también crean clasificadores más simples ycon mejor capacidad de clasificar que CHAID

Contributions to comprehensible classification

xxx, 240 p.La tesis doctoral descrita en esta memoria ha contribuido a la mejora de dos tipos de algoritmos declasificación comprensibles: algoritmos de \'arboles de decisión consolidados y algoritmos de inducciónde reglas tipo PART.En cuanto a las contribuciones a la consolidación de algoritmos de árboles de decisión, se hapropuesto una nueva estrategia de remuestreo que ajusta el número de submuestras para permitir cambiarla distribución de clases en las submuestras sin perder información. Utilizando esta estrategia, la versiónconsolidada de C4.5 (CTC) obtiene mejores resultados que un amplio conjunto de algoritmoscomprensibles basados en algoritmos genéticos y clásicos. Tres nuevos algoritmos han sido consolidados:una variante de CHAID (CHAID*) y las versiones Probability Estimation Tree de C4.5 y CHAID* (C4.4y CHAIC). Todos los algoritmos consolidados obtienen mejores resultados que sus algoritmos de\'arboles de decisión base, con tres algoritmos consolidados clasificándose entre los cuatro mejores en unacomparativa. Finalmente, se ha analizado el efecto de la poda en algoritmos simples y consolidados de\'arboles de decisión, y se ha concluido que la estrategia de poda propuesta en esta tesis es la que obtiene mejores resultados.En cuanto a las contribuciones a algoritmos tipo PART de inducción de reglas, una primerapropuesta cambia varios aspectos de como PART genera \'arboles parciales y extrae reglas de estos, locual resulta en clasificadores con mejor capacidad de generalizar y menor complejidad estructuralcomparando con los generados por PART. Una segunda propuesta utiliza \'arboles completamentedesarrollados, en vez de parcialmente desarrollados, y genera conjuntos de reglas que obtienen aúnmejores resultados de clasificación y una complejidad estructural menor. Estas dos nuevas propuestas y elalgoritmo PART original han sido complementadas con variantes basadas en CHAID* para observar siestos beneficios pueden ser trasladados a otros algoritmos de \'arboles de decisión y se ha observado, dehecho, que los algoritmos tipo PART basados en CHAID* también crean clasificadores más simples ycon mejor capacidad de clasificar que CHAID

Predictive Modelling Approach to Data-Driven Computational Preventive Medicine

This thesis contributes novel predictive modelling approaches to data-driven computational preventive medicine and offers an alternative framework to statistical analysis in preventive medicine research. In the early parts of this research, this thesis presents research by proposing a synergy of machine learning methods for detecting patterns and developing inexpensive predictive models from healthcare data to classify the potential occurrence of adverse health events. In particular, the data-driven methodology is founded upon a heuristic-systematic assessment of several machine-learning methods, data preprocessing techniques, models’ training estimation and optimisation, and performance evaluation, yielding a novel computational data-driven framework, Octopus. Midway through this research, this thesis advances research in preventive medicine and data mining by proposing several new extensions in data preparation and preprocessing. It offers new recommendations for data quality assessment checks, a novel multimethod imputation (MMI) process for missing data mitigation, a novel imbalanced resampling approach, and minority pattern reconstruction (MPR) led by information theory. This thesis also extends the area of model performance evaluation with a novel classification performance ranking metric called XDistance. In particular, the experimental results show that building predictive models with the methods guided by our new framework (Octopus) yields domain experts' approval of the new reliable models’ performance. Also, performing the data quality checks and applying the MMI process led healthcare practitioners to outweigh predictive reliability over interpretability. The application of MPR and its hybrid resampling strategies led to better performances in line with experts' success criteria than the traditional imbalanced data resampling techniques. Finally, the use of the XDistance performance ranking metric was found to be more effective in ranking several classifiers' performances while offering an indication of class bias, unlike existing performance metrics The overall contributions of this thesis can be summarised as follow. First, several data mining techniques were thoroughly assessed to formulate the new Octopus framework to produce new reliable classifiers. In addition, we offer a further understanding of the impact of newly engineered features, the physical activity index (PAI) and biological effective dose (BED). Second, the newly developed methods within the new framework. Finally, the newly accepted developed predictive models help detect adverse health events, namely, visceral fat-associated diseases and advanced breast cancer radiotherapy toxicity side effects. These contributions could be used to guide future theories, experiments and healthcare interventions in preventive medicine and data mining

Intelligent network intrusion detection using an evolutionary computation approach

With the enormous growth of users\u27 reliance on the Internet, the need for secure and reliable computer networks also increases. Availability of effective automatic tools for carrying out different types of network attacks raises the need for effective intrusion detection systems. Generally, a comprehensive defence mechanism consists of three phases, namely, preparation, detection and reaction. In the preparation phase, network administrators aim to find and fix security vulnerabilities (e.g., insecure protocol and vulnerable computer systems or firewalls), that can be exploited to launch attacks. Although the preparation phase increases the level of security in a network, this will never completely remove the threat of network attacks. A good security mechanism requires an Intrusion Detection System (IDS) in order to monitor security breaches when the prevention schemes in the preparation phase are bypassed. To be able to react to network attacks as fast as possible, an automatic detection system is of paramount importance. The later an attack is detected, the less time network administrators have to update their signatures and reconfigure their detection and remediation systems. An IDS is a tool for monitoring the system with the aim of detecting and alerting intrusive activities in networks. These tools are classified into two major categories of signature-based and anomaly-based. A signature-based IDS stores the signature of known attacks in a database and discovers occurrences of attacks by monitoring and comparing each communication in the network against the database of signatures. On the other hand, mechanisms that deploy anomaly detection have a model of normal behaviour of system and any significant deviation from this model is reported as anomaly. This thesis aims at addressing the major issues in the process of developing signature based IDSs. These are: i) their dependency on experts to create signatures, ii) the complexity of their models, iii) the inflexibility of their models, and iv) their inability to adapt to the changes in the real environment and detect new attacks. To meet the requirements of a good IDS, computational intelligence methods have attracted considerable interest from the research community. This thesis explores a solution to automatically generate compact rulesets for network intrusion detection utilising evolutionary computation techniques. The proposed framework is called ESR-NID (Evolving Statistical Rulesets for Network Intrusion Detection). Using an interval-based structure, this method can be deployed for any continuous-valued input data. Therefore, by choosing appropriate statistical measures (i.e. continuous-valued features) of network trafc as the input to ESRNID, it can effectively detect varied types of attacks since it is not dependent on the signatures of network packets. In ESR-NID, several innovations in the genetic algorithm were developed to keep the ruleset small. A two-stage evaluation component in the evolutionary process takes the cooperation of rules into consideration and results into very compact, easily understood rulesets. The effectiveness of this approach is evaluated against several sources of data for both detection of normal and abnormal behaviour. The results are found to be comparable to those achieved using other machine learning methods from both categories of GA-based and non-GA-based methods. One of the significant advantages of ESR-NIS is that it can be tailored to specific problem domains and the characteristics of the dataset by the use of different fitness and performance functions. This makes the system a more flexible model compared to other learning techniques. Additionally, an IDS must adapt itself to the changing environment with the least amount of configurations. ESR-NID uses an incremental learning approach as new flow of traffic become available. The incremental learning approach benefits from less required storage because it only keeps the generated rules in its database. This is in contrast to the infinitely growing size of repository of raw training data required for traditional learning

Learning from high-dimensional and class-imbalanced datasets using random forests

Class imbalance and high dimensionality are two major issues in several real-life applications, e.g., in the fields of bioinformatics, text mining and image classification. However, while both issues have been extensively studied in the machine learning community, they have mostly been treated separately, and little research has been thus far conducted on which approaches might be best suited to deal with datasets that are class-imbalanced and high-dimensional at the same time (i.e., with a large number of features). This work attempts to give a contribution to this challenging research area by studying the effectiveness of hybrid learning strategies that involve the integration of feature selection techniques, to reduce the data dimensionality, with proper methods that cope with the adverse effects of class imbalance (in particular, data balancing and cost-sensitive methods are considered). Extensive experiments have been carried out across datasets from different domains, leveraging a well-known classifier, the Random Forest, which has proven to be effective in high-dimensional spaces and has also been successfully applied to imbalanced tasks. Our results give evidence of the benefits of such a hybrid approach, when compared to using only feature selection or imbalance learning methods alone

Searching for Needles in the Cosmic Haystack

Searching for pulsar signals in radio astronomy data sets is a difficult task. The data sets are extremely large, approaching the petabyte scale, and are growing larger as instruments become more advanced. Big Data brings with it big challenges. Processing the data to identify candidate pulsar signals is computationally expensive and must utilize parallelism to be scalable. Labeling benchmarks for supervised classification is costly. To compound the problem, pulsar signals are very rare, e.g., only 0.05% of the instances in one data set represent pulsars. Furthermore, there are many different approaches to candidate classification with no consensus on a best practice. This dissertation is focused on identifying and classifying radio pulsar candidates from single pulse searches. First, to identify and classify Dispersed Pulse Groups (DPGs), we developed a supervised machine learning approach that consists of RAPID (a novel peak identification algorithm), feature extraction, and supervised machine learning classification. We tested six algorithms for classification with four imbalance treatments. Results showed that classifiers with imbalance treatments had higher recall values. Overall, classifiers using multiclass RandomForests combined with Synthetic Majority Oversampling TEchnique (SMOTE) were the most efficient; they identified additional known pulsars not in the benchmark, with less false positives than other classifiers. Second, we developed a parallel single pulse identification method, D-RAPID, and introduced a novel automated multiclass labeling (ALM) technique that we combined with feature selection to improve execution performance. D-RAPID improved execution performance over RAPID by a factor of 5. We also showed that the combination of ALM and feature selection sped up the execution performance of RandomForest by 54% on average with less than a 2% average reduction in classification performance. Finally, we proposed CoDRIFt, a novel classification algorithm that is distributed for scalability and employs semi-supervised learning to leverage unlabeled data to inform classification. We evaluated and compared CoDRIFt to eleven other classifiers. The results showed that CoDRIFt excelled at classifying candidates in imbalanced benchmarks with a majority of non-pulsar signals (\u3e95%). Furthermore, CoDRIFt models created with very limited sets of labeled data (as few as 22 labeled minority class instances) were able to achieve high recall (mean = 0.98). In comparison to the other algorithms trained on similar sets, CoDRIFt outperformed them all, with recall 2.9% higher than the next best classifier and a 35% average improvement over all eleven classifiers. CoDRIFt is customizable for other problem domains with very large, imbalanced data sets, such as fraud detection and cyber attack detection