Genetic learning of accurate and compact fuzzy rule based systems based on the 2-tuples linguistic representation

One of the problems that focus the research in the linguistic fuzzy modeling area is the trade-off between interpretability and accuracy. To deal with this problem, different approaches can be found in the literature. Recently, a new linguistic rule representation model was presented to perform a genetic lateral tuning of membership functions. It is based on the linguistic 2-tuples representation that allows the lateral displacement of a label considering an unique parameter. This way to work involves a reduction of the search space that eases the derivation of optimal models and therefore, improves the mentioned trade-off. Based on the 2-tuples rule representation, this work proposes a new method to obtain linguistic fuzzy systems by means of an evolutionary learning of the data base a priori (number of labels and lateral displacements) and a simple rule generation method to quickly learn the associated rule base. Since this rule generation method is run from each data base definition generated by the evolutionary algorithm, its selection is an important aspect. In this work, we also propose two new ad hoc data-driven rule generation methods, analyzing the influence of them and other rule generation methods in the proposed learning approach. The developed algorithms will be tested considering two different real-world problems.Spanish Ministry of Science and Technology under Projects TIC-2002-04036-C05-01 and TIN-2005-08386-C05-0

Special Issue on Genetic Fuzzy Systems and the Interpretability–Accuracy Trade-off

This special issue encompasses four papers devoted to the recent developments in the field of ‘‘Genetic fuzzy systems and the trade-off between interpretability and accuracy’’. The issue was originated from several contributions presented at the First International Workshop on Genetic Fuzzy Systems (GFS2005) that was held in Granada, Spain, March 17–19, 2005. Six conference papers were selected and the authors were asked to develop extended versions which were submitted to the special issue. Each of them was revised by at least three referees and finally four of them were accepted according to the reviewers’ evaluations

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 single-objective and a multi-objective genetic algorithm to generate accurate and interpretable fuzzy rule based classifiers for the analysis of complex financial data

Nowadays, organizations deal with rapidly increasing amount of data that is stored in their databases. It has therefore become of crucial importance for them to identify the necessary patterns in these large databases to turn row data into valuable and actionable information. By exploring these important datasets, the organizations gain competitive advantage against other competitors, based on the assumption that the added value of Knowledge Management Systems strength is first and foremost to facilitate the decision making process. Especially if we consider the importance of knowledge in the 21st century, data mining can be seen as a very effective tool to explore the essential data that foster competitive gain in a changing environment. The overall aim of this study is to design the rule base component of a fuzzy rule-based system (FRBS) through the use of genetic algorithms. The main objective is to generate accurate and interpretable models of the data trying to overcome the existing tradeoff between accuracy and interpretability. We propose two different approaches: an accuracy-driven single-objective genetic algorithm, and a three-objective genetic algorithm that produce a Pareto front approximation, composed of classifiers with different tradeoffs between accuracy and complexity. The proposed approaches have been compared with two other systems, namely a rule selection single-objective algorithm, and a three-objective algorithm. The latter has been developed by the University of Pisa and is able to generate the rule base, while simultaneously learning the definition points of the membership functions, by taking into account both the accuracy and the interpretability of the final model

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

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-