MODELLING EXPECTATIONS WITH GENEFER- AN ARTIFICIAL INTELLIGENCE APPROACH

Economic modelling of financial markets means to model highly complex systems in which expectations can be the dominant driving forces. Therefore it is necessary to focus on how agents form their expectations. We believe that they look for patterns, hypothesize, try, make mistakes, learn and adapt. AgentsÆ bounded rationality leads us to a rule-based approach which we model using Fuzzy Rule-Bases. E. g. if a single agent believes the exchange rate is determined by a set of possible inputs and is asked to put their relationship in words his answer will probably reveal a fuzzy nature like: "IF the inflation rate in the EURO-Zone is low and the GDP growth rate is larger than in the US THEN the EURO will rise against the USD". æLowÆ and ælargerÆ are fuzzy terms which give a gradual linguistic meaning to crisp intervalls in the respective universes of discourse. In order to learn a Fuzzy Fuzzy Rule base from examples we introduce Genetic Algorithms and Artificial Neural Networks as learning operators. These examples can either be empirical data or originate from an economic simulation model. The software GENEFER (GEnetic NEural Fuzzy ExplorER) has been developed for designing such a Fuzzy Rule Base. The design process is modular and comprises Input Identification, Fuzzification, Rule-Base Generating and Rule-Base Tuning. The two latter steps make use of genetic and neural learning algorithms for optimizing the Fuzzy Rule-Base.

Temporal fuzzy association rule mining with 2-tuple linguistic representation

This paper reports on an approach that contributes towards the problem of discovering fuzzy association rules that exhibit a temporal pattern. The novel application of the 2-tuple linguistic representation identifies fuzzy association rules in a temporal context, whilst maintaining the interpretability of linguistic terms. Iterative Rule Learning (IRL) with a Genetic Algorithm (GA) simultaneously induces rules and tunes the membership functions. The discovered rules were compared with those from a traditional method of discovering fuzzy association rules and results demonstrate how the traditional method can loose information because rules occur at the intersection of membership function boundaries. New information can be mined from the proposed approach by improving upon rules discovered with the traditional method and by discovering new rules

On-line multiobjective automatic control system generation by evolutionary algorithms

Evolutionary algorithms are applied to the on- line generation of servo-motor control systems. In this paper, the evolving population of controllers is evaluated at run-time via hardware in the loop, rather than on a simulated model. Disturbances are also introduced at run-time in order to pro- duce robust performance. Multiobjective optimisation of both PI and Fuzzy Logic controllers is considered. Finally an on-line implementation of Genetic Programming is presented based around the Simulink standard blockset. The on-line designed controllers are shown to be robust to both system noise and ex- ternal disturbances while still demonstrating excellent steady- state and dvnamic characteristics

Decision Making in the Medical Domain: Comparing the Effectiveness of GP-Generated Fuzzy Intelligent Structures

ABSTRACT: In this work, we examine the effectiveness of two intelligent models in medical domains. Namely, we apply grammar-guided genetic programming to produce fuzzy intelligent structures, such as fuzzy rule-based systems and fuzzy Petri nets, in medical data mining tasks. First, we use two context-free grammars to describe fuzzy rule-based systems and fuzzy Petri nets with genetic programming. Then, we apply cellular encoding in order to express the fuzzy Petri nets with arbitrary size and topology. The models are examined thoroughly in four real-world medical data sets. Results are presented in detail and the competitive advantages and drawbacks of the selected methodologies are discussed, in respect to the nature of each application domain. Conclusions are drawn on the effectiveness and efficiency of the presented approach

Generating Interpretable Fuzzy Controllers using Particle Swarm Optimization and Genetic Programming

Autonomously training interpretable control strategies, called policies, using pre-existing plant trajectory data is of great interest in industrial applications. Fuzzy controllers have been used in industry for decades as interpretable and efficient system controllers. In this study, we introduce a fuzzy genetic programming (GP) approach called fuzzy GP reinforcement learning (FGPRL) that can select the relevant state features, determine the size of the required fuzzy rule set, and automatically adjust all the controller parameters simultaneously. Each GP individual's fitness is computed using model-based batch reinforcement learning (RL), which first trains a model using available system samples and subsequently performs Monte Carlo rollouts to predict each policy candidate's performance. We compare FGPRL to an extended version of a related method called fuzzy particle swarm reinforcement learning (FPSRL), which uses swarm intelligence to tune the fuzzy policy parameters. Experiments using an industrial benchmark show that FGPRL is able to autonomously learn interpretable fuzzy policies with high control performance.Comment: Accepted at Genetic and Evolutionary Computation Conference 2018 (GECCO '18

An immune algorithm based fuzzy predictive modeling mechanism using variable length coding and multi-objective optimization allied to engineering materials processing

In this paper, a systematic multi-objective fuzzy modeling approach is proposed, which can be regarded as a three-stage modeling procedure. In the first stage, an evolutionary based clustering algorithm is developed to extract an initial fuzzy rule base from the data. Based on this model, a back-propagation algorithm with momentum terms is used to refine the initial fuzzy model. The refined model is then used to seed the initial population of an immune inspired multi-objective optimization algorithm in the third stage to obtain a set of fuzzy models with improved transparency. To tackle the problem of simultaneously optimizing the structure and parameters, a variable length coding scheme is adopted to improve the efficiency of the search. The proposed modeling approach is applied to a real data set from the steel industry. Results show that the proposed approach is capable of eliciting not only accurate but also transparent fuzzy models

Automatic synthesis of fuzzy systems: An evolutionary overview with a genetic programming perspective

Studies in Evolutionary Fuzzy Systems (EFSs) began in the 90s and have experienced a fast development since then, with applications to areas such as pattern recognition, curve‐fitting and regression, forecasting and control. An EFS results from the combination of a Fuzzy Inference System (FIS) with an Evolutionary Algorithm (EA). This relationship can be established for multiple purposes: fine‐tuning of FIS's parameters, selection of fuzzy rules, learning a rule base or membership functions from scratch, and so forth. Each facet of this relationship creates a strand in the literature, as membership function fine‐tuning, fuzzy rule‐based learning, and so forth and the purpose here is to outline some of what has been done in each aspect. Special focus is given to Genetic Programming‐based EFSs by providing a taxonomy of the main architectures available, as well as by pointing out the gaps that still prevail in the literature. The concluding remarks address some further topics of current research and trends, such as interpretability analysis, multiobjective optimization, and synthesis of a FIS through Evolving methods

A hierarchical Mamdani-type fuzzy modelling approach with new training data selection and multi-objective optimisation mechanisms: A special application for the prediction of mechanical properties of alloy steels

In this paper, a systematic data-driven fuzzy modelling methodology is proposed, which allows to construct Mamdani fuzzy models considering both accuracy (precision) and transparency (interpretability) of fuzzy systems. The new methodology employs a fast hierarchical clustering algorithm to generate an initial fuzzy model efficiently; a training data selection mechanism is developed to identify appropriate and efficient data as learning samples; a high-performance Particle Swarm Optimisation (PSO) based multi-objective optimisation mechanism is developed to further improve the fuzzy model in terms of both the structure and the parameters; and a new tolerance analysis method is proposed to derive the confidence bands relating to the final elicited models. This proposed modelling approach is evaluated using two benchmark problems and is shown to outperform other modelling approaches. Furthermore, the proposed approach is successfully applied to complex high-dimensional modelling problems for manufacturing of alloy steels, using ‘real’ industrial data. These problems concern the prediction of the mechanical properties of alloy steels by correlating them with the heat treatment process conditions as well as the weight percentages of the chemical compositions