Improving the Interpretability of Support Vector Machines-based Fuzzy Rules

Support vector machines (SVMs) and fuzzy rule systems are functionally equivalent under some conditions. Therefore, the learning algorithms developed in the field of support vector machines can be used to adapt the parameters of fuzzy systems. Extracting fuzzy models from support vector machines has the inherent advantage that the model does not need to determine the number of rules in advance. However, after the support vector machine learning, the complexity is usually high, and interpretability is also impaired. This paper not only proposes a complete framework for extracting interpretable SVM-based fuzzy modeling, but also provides optimization issues of the models. Simulations examples are given to embody the idea of this paper.Comment: 8 pages, 2 figure

A two-stage architecture for stock price forecasting by combining SOM and fuzzy-SVM

This paper proposed a model to predict the stock price based on combining Self-Organizing Map (SOM) and fuzzy-Support Vector Machines (f-SVM). Extraction of fuzzy rules from raw data based on the combining of statistical machine learning models is base of this proposed approach. In the proposed model, SOM is used as a clustering algorithm to partition the whole input space into the several disjoint regions. For each partition, a set of fuzzy rules is extracted based on a f-SVM combining model. Then fuzzy rules sets are used to predict the test data using fuzzy inference algorithms. The performance of the proposed approach is compared with other models using four data setsComment: 6 pages, 3 figure