Comprehensible credit scoring models using rule extraction from support vector machines.

In recent years, Support Vector Machines (SVMs) were successfully applied to a wide range of applications. Their good performance is achieved by an implicit non-linear transformation of the original problem to a high-dimensional (possibly infinite) feature space in which a linear decision hyperplane is constructed that yields a nonlinear classifier in the input space. However, since the classifier is described as a complex mathematical function, it is rather incomprehensible for humans. This opacity property prevents them from being used in many real- life applications where both accuracy and comprehensibility are required, such as medical diagnosis and credit risk evaluation. To overcome this limitation, rules can be extracted from the trained SVM that are interpretable by humans and keep as much of the accuracy of the SVM as possible. In this paper, we will provide an overview of the recently proposed rule extraction techniques for SVMs and introduce two others taken from the artificial neural networks domain, being Trepan and G-REX. The described techniques are compared using publicly avail- able datasets, such as Ripley's synthetic dataset and the multi-class iris dataset. We will also look at medical diagnosis and credit scoring where comprehensibility is a key requirement and even a regulatory recommendation. Our experiments show that the SVM rule extraction techniques lose only a small percentage in performance compared to SVMs and therefore rank at the top of comprehensible classification techniques.Credit; Credit scoring; Models; Model; Applications; Performance; Space; Decision; Yield; Real life; Risk; Evaluation; Rules; Neural networks; Networks; Classification; Research;

Dissimilarity-based Ensembles for Multiple Instance Learning

In multiple instance learning, objects are sets (bags) of feature vectors (instances) rather than individual feature vectors. In this paper we address the problem of how these bags can best be represented. Two standard approaches are to use (dis)similarities between bags and prototype bags, or between bags and prototype instances. The first approach results in a relatively low-dimensional representation determined by the number of training bags, while the second approach results in a relatively high-dimensional representation, determined by the total number of instances in the training set. In this paper a third, intermediate approach is proposed, which links the two approaches and combines their strengths. Our classifier is inspired by a random subspace ensemble, and considers subspaces of the dissimilarity space, defined by subsets of instances, as prototypes. We provide guidelines for using such an ensemble, and show state-of-the-art performances on a range of multiple instance learning problems.Comment: Submitted to IEEE Transactions on Neural Networks and Learning Systems, Special Issue on Learning in Non-(geo)metric Space

The application of user log for online business environment using content-based Image retrieval system

Over the past few years, inter-query learning has gained much attention in the research and development of content-based image retrieval (CBIR) systems. This is largely due to the capability of inter-query approach to enable learning from the retrieval patterns of previous query sessions. However, much of the research works in this field have been focusing on analyzing image retrieval patterns stored in the database. This is not suitable for a dynamic environment such as the World Wide Web (WWW) where images are constantly added or removed. A better alternative is to use an image's visual features to capture the knowledge gained from the previous query sessions. Based on the previous work (Chung et al., 2006), the aim of this paper is to propose a framework of inter-query learning for the WWW-CBIR systems. Such framework can be extremely useful for those online companies whose core business involves providing multimedia content-based services and products to their customers

A Clustering-Based Algorithm for Data Reduction

Finding an efficient data reduction method for large-scale problems is an imperative task. In this paper, we propose a similarity-based self-constructing fuzzy clustering algorithm to do the sampling of instances for the classification task. Instances that are similar to each other are grouped into the same cluster. When all the instances have been fed in, a number of clusters are formed automatically. Then the statistical mean for each cluster will be regarded as representing all the instances covered in the cluster. This approach has two advantages. One is that it can be faster and uses less storage memory. The other is that the number of new representative instances need not be specified in advance by the user. Experiments on real-world datasets show that our method can run faster and obtain better reduction rate than other methods

An ontology enhanced parallel SVM for scalable spam filter training

This is the post-print version of the final paper published in Neurocomputing. The published article is available from the link below. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. Copyright @ 2013 Elsevier B.V.Spam, under a variety of shapes and forms, continues to inflict increased damage. Varying approaches including Support Vector Machine (SVM) techniques have been proposed for spam filter training and classification. However, SVM training is a computationally intensive process. This paper presents a MapReduce based parallel SVM algorithm for scalable spam filter training. By distributing, processing and optimizing the subsets of the training data across multiple participating computer nodes, the parallel SVM reduces the training time significantly. Ontology semantics are employed to minimize the impact of accuracy degradation when distributing the training data among a number of SVM classifiers. Experimental results show that ontology based augmentation improves the accuracy level of the parallel SVM beyond the original sequential counterpart

The Bayesian Case Model: A Generative Approach for Case-Based Reasoning and Prototype Classification

We present the Bayesian Case Model (BCM), a general framework for Bayesian case-based reasoning (CBR) and prototype classification and clustering. BCM brings the intuitive power of CBR to a Bayesian generative framework. The BCM learns prototypes, the "quintessential" observations that best represent clusters in a dataset, by performing joint inference on cluster labels, prototypes and important features. Simultaneously, BCM pursues sparsity by learning subspaces, the sets of features that play important roles in the characterization of the prototypes. The prototype and subspace representation provides quantitative benefits in interpretability while preserving classification accuracy. Human subject experiments verify statistically significant improvements to participants' understanding when using explanations produced by BCM, compared to those given by prior art.Comment: Published in Neural Information Processing Systems (NIPS) 2014, Neural Information Processing Systems (NIPS) 201