Comprehensible credit scoring models using rule extraction from support vector machines.

In recent years, Support Vector Machines (SVMs) were successfully applied to a wide range of applications. Their good performance is achieved by an implicit non-linear transformation of the original problem to a high-dimensional (possibly infinite) feature space in which a linear decision hyperplane is constructed that yields a nonlinear classifier in the input space. However, since the classifier is described as a complex mathematical function, it is rather incomprehensible for humans. This opacity property prevents them from being used in many real- life applications where both accuracy and comprehensibility are required, such as medical diagnosis and credit risk evaluation. To overcome this limitation, rules can be extracted from the trained SVM that are interpretable by humans and keep as much of the accuracy of the SVM as possible. In this paper, we will provide an overview of the recently proposed rule extraction techniques for SVMs and introduce two others taken from the artificial neural networks domain, being Trepan and G-REX. The described techniques are compared using publicly avail- able datasets, such as Ripley's synthetic dataset and the multi-class iris dataset. We will also look at medical diagnosis and credit scoring where comprehensibility is a key requirement and even a regulatory recommendation. Our experiments show that the SVM rule extraction techniques lose only a small percentage in performance compared to SVMs and therefore rank at the top of comprehensible classification techniques.Credit; Credit scoring; Models; Model; Applications; Performance; Space; Decision; Yield; Real life; Risk; Evaluation; Rules; Neural networks; Networks; Classification; Research;

Machine learning and its applications in reliability analysis systems

In this thesis, we are interested in exploring some aspects of Machine Learning (ML) and its application in the Reliability Analysis systems (RAs). We begin by investigating some ML paradigms and their- techniques, go on to discuss the possible applications of ML in improving RAs performance, and lastly give guidelines of the architecture of learning RAs. Our survey of ML covers both levels of Neural Network learning and Symbolic learning. In symbolic process learning, five types of learning and their applications are discussed: rote learning, learning from instruction, learning from analogy, learning from examples, and learning from observation and discovery. The Reliability Analysis systems (RAs) presented in this thesis are mainly designed for maintaining plant safety supported by two functions: risk analysis function, i.e., failure mode effect analysis (FMEA) ; and diagnosis function, i.e., real-time fault location (RTFL). Three approaches have been discussed in creating the RAs. According to the result of our survey, we suggest currently the best design of RAs is to embed model-based RAs, i.e., MORA (as software) in a neural network based computer system (as hardware). However, there are still some improvement which can be made through the applications of Machine Learning. By implanting the 'learning element', the MORA will become learning MORA (La MORA) system, a learning Reliability Analysis system with the power of automatic knowledge acquisition and inconsistency checking, and more. To conclude our thesis, we propose an architecture of La MORA

Theoretical Interpretations and Applications of Radial Basis Function Networks

Medical applications usually used Radial Basis Function Networks just as Artificial Neural Networks. However, RBFNs are Knowledge-Based Networks that can be interpreted in several way: Artificial Neural Networks, Regularization Networks, Support Vector Machines, Wavelet Networks, Fuzzy Controllers, Kernel Estimators, Instanced-Based Learners. A survey of their interpretations and of their corresponding learning algorithms is provided as well as a brief survey on dynamic learning algorithms. RBFNs' interpretations can suggest applications that are particularly interesting in medical domains

Cooperation between expert knowledge and data mining discovered knowledge: Lessons learned

Expert systems are built from knowledge traditionally elicited from the human expert. It is precisely knowledge elicitation from the expert that is the bottleneck in expert system construction. On the other hand, a data mining system, which automatically extracts knowledge, needs expert guidance on the successive decisions to be made in each of the system phases. In this context, expert knowledge and data mining discovered knowledge can cooperate, maximizing their individual capabilities: data mining discovered knowledge can be used as a complementary source of knowledge for the expert system, whereas expert knowledge can be used to guide the data mining process. This article summarizes different examples of systems where there is cooperation between expert knowledge and data mining discovered knowledge and reports our experience of such cooperation gathered from a medical diagnosis project called Intelligent Interpretation of Isokinetics Data, which we developed. From that experience, a series of lessons were learned throughout project development. Some of these lessons are generally applicable and others pertain exclusively to certain project types

Elicitation and representation of expert knowledge for computer aided diagnosis in mammography

To study how professional radiologists describe, interpret and make decisions about micro-calcifications in mammograms. The purpose was to develop a model of the radiologists' decision making for use in CADMIUM II, a computerized aid for mammogram interpretation that combines symbolic reasoning with image processing

Learning-based Rule-Extraction from Support Vector Machines

In recent years, support vector machines (SVMs) have shown good performance in a number of application areas, including text classification. However, the success of SVMs comes at a cost - an inability to explain the process by which a learning result was reached and why a decision is being made. Rule-extraction from SVMs is important for the acceptance of this machine learning technology, especially for applications such as medical diagnosis. It is crucial for the users to understand how the system makes a decision. In this paper, a novel approach for rule-extraction from support vector machines is presented. This approach handles rule-extraction as a learning task, which proceeds in two steps. The first is to use the labeled patterns from a data set to train an SVM. The second step is to use the generated model to predict the label (class) for an extended data set or different, unlabeled data set. The resulting patterns are then used to train a decision tree learning system and to extract the corresponding rule sets. The output rule sets are verified against available knowledge for the domain problem (e.g. a medical expert), and other classification techniques, to assure correctness and validity of rules