Towards a Comprehensible and Accurate Credit Management Model: Application of four Computational Intelligence Methodologies

The paper presents methods for classification of applicants into different categories of credit risk using four different computational intelligence techniques. The selected methodologies involved in the rule-based categorization task are (1) feedforward neural networks trained with second order methods (2) inductive machine learning, (3) hierarchical decision trees produced by grammar-guided genetic programming and (4) fuzzy rule based systems produced by grammar-guided genetic programming. The data used are both numerical and linguistic in nature and they represent a real-world problem, that of deciding whether a loan should be granted or not, in respect to financial details of customers applying for that loan, to a specific private EU bank. We examine the proposed classification models with a sample of enterprises that applied for a loan, each of which is described by financial decision variables (ratios), and classified to one of the four predetermined classes. Attention is given to the comprehensibility and the ease of use for the acquired decision models. Results show that the application of the proposed methods can make the classification task easier and - in some cases - may minimize significantly the amount of required credit data. We consider that these methodologies may also give the chance for the extraction of a comprehensible credit management model or even the incorporation of a related decision support system in bankin

Low Size-Complexity Inductive Logic Programming: The East-West Challenge Considered as a Problem in Cost-Sensitive Classification

The Inductive Logic Programming community has considered proof-complexity and model-complexity, but, until recently, size-complexity has received little attention. Recently a challenge was issued "to the international computing community" to discover low size-complexity Prolog programs for classifying trains. The challenge was based on a problem first proposed by Ryszard Michalski, 20 years ago. We interpreted the challenge as a problem in cost-sensitive classification and we applied a recently developed cost-sensitive classifier to the competition. Our algorithm was relatively successful (we won a prize). This paper presents our algorithm and analyzes the results of the competition

Modeling Stroke Diagnosis with the Use of Intelligent Techniques

The purpose of this work is to test the efficiency of specific intelligent classification algorithms when dealing with the domain of stroke medical diagnosis. The dataset consists of patient records of the ”Acute Stroke Unit”, Alexandra Hospital, Athens, Greece, describing patients suffering one of 5 different stroke types diagnosed by 127 diagnostic attributes / symptoms collected during the first hours of the emergency stroke situation as well as during the hospitalization and recovery phase of the patients. Prior to the application of the intelligent classifier the dimensionality of the dataset is further reduced using a variety of classic and state of the art dimensionality reductions techniques so as to capture the intrinsic dimensionality of the data. The results obtained indicate that the proposed methodology achieves prediction accuracy levels that are comparable to those obtained by intelligent classifiers trained on the original feature space

Application of multiobjective genetic programming to the design of robot failure recognition systems

We present an evolutionary approach using multiobjective genetic programming (MOGP) to derive optimal feature extraction preprocessing stages for robot failure detection. This data-driven machine learning method is compared both with conventional (nonevolutionary) classifiers and a set of domain-dependent feature extraction methods. We conclude MOGP is an effective and practical design method for failure recognition systems with enhanced recognition accuracy over conventional classifiers, independent of domain knowledge