Application of decision trees and multivariate regression trees in design and optimization

Induction of decision trees and regression trees is a powerful technique not only for performing ordinary classification and regression analysis but also for discovering the often complex knowledge which describes the input-output behavior of a learning system in qualitative forms;In the area of classification (discrimination analysis), a new technique called IDea is presented for performing incremental learning with decision trees. It is demonstrated that IDea\u27s incremental learning can greatly reduce the spatial complexity of a given set of training examples. Furthermore, it is shown that this reduction in complexity can also be used as an effective tool for improving the learning efficiency of other types of inductive learners such as standard backpropagation neural networks;In the area of regression analysis, a new methodology for performing multiobjective optimization has been developed. Specifically, we demonstrate that muitiple-objective optimization through induction of multivariate regression trees is a powerful alternative to the conventional vector optimization techniques. Furthermore, in an attempt to investigate the effect of various types of splitting rules on the overall performance of the optimizing system, we present a tree partitioning algorithm which utilizes a number of techniques derived from diverse fields of statistics and fuzzy logic. These include: two multivariate statistical approaches based on dispersion matrices, an information-theoretic measure of covariance complexity which is typically used for obtaining multivariate linear models, two newly-formulated fuzzy splitting rules based on Pearson\u27s parametric and Kendall\u27s nonparametric measures of association, Bellman and Zadeh\u27s fuzzy decision-maximizing approach within an inductive framework, and finally, the multidimensional extension of a widely-used fuzzy entropy measure. The advantages of this new approach to optimization are highlighted by presenting three examples which respectively deal with design of a three-bar truss, a beam, and an electric discharge machining (EDM) process

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

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

Power System Parameters Forecasting Using Hilbert-Huang Transform and Machine Learning

A novel hybrid data-driven approach is developed for forecasting power system parameters with the goal of increasing the efficiency of short-term forecasting studies for non-stationary time-series. The proposed approach is based on mode decomposition and a feature analysis of initial retrospective data using the Hilbert-Huang transform and machine learning algorithms. The random forests and gradient boosting trees learning techniques were examined. The decision tree techniques were used to rank the importance of variables employed in the forecasting models. The Mean Decrease Gini index is employed as an impurity function. The resulting hybrid forecasting models employ the radial basis function neural network and support vector regression. Apart from introduction and references the paper is organized as follows. The section 2 presents the background and the review of several approaches for short-term forecasting of power system parameters. In the third section a hybrid machine learning-based algorithm using Hilbert-Huang transform is developed for short-term forecasting of power system parameters. Fourth section describes the decision tree learning algorithms used for the issue of variables importance. Finally in section six the experimental results in the following electric power problems are presented: active power flow forecasting, electricity price forecasting and for the wind speed and direction forecasting