Time series prediction by perturbed fuzzy model

This paper presents a fuzzy system approach to the prediction of nonlinear time series and dynamical systems based on a fuzzy model that includes its derivative information. The underlying mechanism governing the time series, expressed as a set of IF–THEN rules, is discovered by a modified structure of fuzzy system in order to capture the temporal series and its temporal derivative information. The task of predicting the future is carried out by a fuzzy predictor on the basis of the extracted rules and by the Taylor ODE solver method. We have applied the approach to the benchmark Mackey-Glass chaotic time series.This work was supported by the Portuguese Fundação para a Ciência e a Tecnologia (FCT) under grant POSI/SRI/41975/2001

Evolving Large-Scale Data Stream Analytics based on Scalable PANFIS

Many distributed machine learning frameworks have recently been built to speed up the large-scale data learning process. However, most distributed machine learning used in these frameworks still uses an offline algorithm model which cannot cope with the data stream problems. In fact, large-scale data are mostly generated by the non-stationary data stream where its pattern evolves over time. To address this problem, we propose a novel Evolving Large-scale Data Stream Analytics framework based on a Scalable Parsimonious Network based on Fuzzy Inference System (Scalable PANFIS), where the PANFIS evolving algorithm is distributed over the worker nodes in the cloud to learn large-scale data stream. Scalable PANFIS framework incorporates the active learning (AL) strategy and two model fusion methods. The AL accelerates the distributed learning process to generate an initial evolving large-scale data stream model (initial model), whereas the two model fusion methods aggregate an initial model to generate the final model. The final model represents the update of current large-scale data knowledge which can be used to infer future data. Extensive experiments on this framework are validated by measuring the accuracy and running time of four combinations of Scalable PANFIS and other Spark-based built in algorithms. The results indicate that Scalable PANFIS with AL improves the training time to be almost two times faster than Scalable PANFIS without AL. The results also show both rule merging and the voting mechanisms yield similar accuracy in general among Scalable PANFIS algorithms and they are generally better than Spark-based algorithms. In terms of running time, the Scalable PANFIS training time outperforms all Spark-based algorithms when classifying numerous benchmark datasets.Comment: 20 pages, 5 figure

Learning concurrently partition granularities and rule bases of Mamdani fuzzy systems in a multi-objective evolutionary framework

AbstractIn this paper we propose a multi-objective evolutionary algorithm to generate Mamdani fuzzy rule-based systems with different good trade-offs between complexity and accuracy. The main novelty of the algorithm is that both rule base and granularity of the uniform partitions defined on the input and output variables are learned concurrently. To this aim, we introduce the concepts of virtual and concrete rule bases: the former is defined on linguistic variables, all partitioned with a fixed maximum number of fuzzy sets, while the latter takes into account, for each variable, a number of fuzzy sets as determined by the specific partition granularity of that variable. We exploit a chromosome composed of two parts, which codify the variables partition granularities, and the virtual rule base, respectively. Genetic operators manage virtual rule bases, whereas fitness evaluation relies on an appropriate mapping strategy between virtual and concrete rule bases. The algorithm has been tested on two real-world regression problems showing very promising results

Hypercube-Based Methods for Symbolic Knowledge Extraction: Towards a Unified Model

Symbolic knowledge-extraction (SKE) algorithms proposed by the XAI community to obtain human-intelligible explanations for opaque machine learning predictors are currently being studied and developed with growing interest, also in order to achieve believability in interactions. However, choosing the most adequate extraction procedure amongst the many existing in the literature is becoming more and more challenging, as the amount of available methods increases. In fact, most of the proposed algorithms come with constraints over their applicability. In this paper we focus upon a quite general class of SKE techniques, namely hypercube-based methods. Despite being commonly considered regression-specific, we discuss why hypercube-based SKE methods are flexible enough to deal with classification problems as well. More generally, we propose a common generalised model for hypercube-based methods, and we show how they can be exploited to perform SKE on datasets, predictors, or learning tasks of any sort. We also report as a concrete example the implementation of the proposed generalisation in the PSyKE framework

An Incremental Construction of Deep Neuro Fuzzy System for Continual Learning of Non-stationary Data Streams

Existing FNNs are mostly developed under a shallow network configuration having lower generalization power than those of deep structures. This paper proposes a novel self-organizing deep FNN, namely DEVFNN. Fuzzy rules can be automatically extracted from data streams or removed if they play limited role during their lifespan. The structure of the network can be deepened on demand by stacking additional layers using a drift detection method which not only detects the covariate drift, variations of input space, but also accurately identifies the real drift, dynamic changes of both feature space and target space. DEVFNN is developed under the stacked generalization principle via the feature augmentation concept where a recently developed algorithm, namely gClass, drives the hidden layer. It is equipped by an automatic feature selection method which controls activation and deactivation of input attributes to induce varying subsets of input features. A deep network simplification procedure is put forward using the concept of hidden layer merging to prevent uncontrollable growth of dimensionality of input space due to the nature of feature augmentation approach in building a deep network structure. DEVFNN works in the sample-wise fashion and is compatible for data stream applications. The efficacy of DEVFNN has been thoroughly evaluated using seven datasets with non-stationary properties under the prequential test-then-train protocol. It has been compared with four popular continual learning algorithms and its shallow counterpart where DEVFNN demonstrates improvement of classification accuracy. Moreover, it is also shown that the concept drift detection method is an effective tool to control the depth of network structure while the hidden layer merging scenario is capable of simplifying the network complexity of a deep network with negligible compromise of generalization performance.Comment: This paper has been published in IEEE Transactions on Fuzzy System