Scalable approximate FRNN-OWA classification

Fuzzy Rough Nearest Neighbour classification with Ordered Weighted Averaging operators (FRNN-OWA) is an algorithm that classifies unseen instances according to their membership in the fuzzy upper and lower approximations of the decision classes. Previous research has shown that the use of OWA operators increases the robustness of this model. However, calculating membership in an approximation requires a nearest neighbour search. In practice, the query time complexity of exact nearest neighbour search algorithms in more than a handful of dimensions is near-linear, which limits the scalability of FRNN-OWA. Therefore, we propose approximate FRNN-OWA, a modified model that calculates upper and lower approximations of decision classes using the approximate nearest neighbours returned by Hierarchical Navigable Small Worlds (HNSW), a recent approximative nearest neighbour search algorithm with logarithmic query time complexity at constant near-100% accuracy. We demonstrate that approximate FRNN-OWA is sufficiently robust to match the classification accuracy of exact FRNN-OWA while scaling much more efficiently. We test four parameter configurations of HNSW, and evaluate their performance by measuring classification accuracy and construction and query times for samples of various sizes from three large datasets. We find that with two of the parameter configurations, approximate FRNN-OWA achieves near-identical accuracy to exact FRNN-OWA for most sample sizes within query times that are up to several orders of magnitude faster

Set-valued mapping and Rough Probability

In 1982, the theory of rough sets proposed by Pawlak and in 2013, Luay concerned a rough probability by using the notion of Topology. In this paper, we study the rough probability in the stochastic approximation spaces by using set-valued mapping and obtain results on rough expectation, and rough variance.Comment: 9 page

A comprehensive study of implicator-conjunctor based and noise-tolerant fuzzy rough sets: definitions, properties and robustness analysis

© 2014 Elsevier B.V. Both rough and fuzzy set theories offer interesting tools for dealing with imperfect data: while the former allows us to work with uncertain and incomplete information, the latter provides a formal setting for vague concepts. The two theories are highly compatible, and since the late 1980s many researchers have studied their hybridization. In this paper, we critically evaluate most relevant fuzzy rough set models proposed in the literature. To this end, we establish a formally correct and unified mathematical framework for them. Both implicator-conjunctor-based definitions and noise-tolerant models are studied. We evaluate these models on two different fronts: firstly, we discuss which properties of the original rough set model can be maintained and secondly, we examine how robust they are against both class and attribute noise. By highlighting the benefits and drawbacks of the different fuzzy rough set models, this study appears a necessary first step to propose and develop new models in future research.Lynn D’eer has been supported by the Ghent University Special Research Fund, Chris Cornelis was partially supported by the Spanish Ministry of Science and Technology under the project TIN2011-28488 and the Andalusian Research Plans P11-TIC-7765 and P10-TIC-6858, and by project PYR-2014-8 of the Genil Program of CEI BioTic GRANADA and Lluis Godo has been partially supported by the Spanish MINECO project EdeTRI TIN2012-39348-C02-01Peer Reviewe

Pathwise stability of likelihood estimators for diffusions via rough paths

We consider the classical estimation problem of an unknown drift parameter within classes of nondegenerate diffusion processes. Using rough path theory (in the sense of T. Lyons), we analyze the Maximum Likelihood Estimator (MLE) with regard to its pathwise stability properties as well as robustness toward misspecification in volatility and even the very nature of the noise. Two numerical examples demonstrate the practical relevance of our results.Comment: Published at http://dx.doi.org/10.1214/15-AAP1143 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Rough Set Theory for Real Estate Appraisal: An Application to Directional District of Naples

This paper proposes an application of Rough Set Theory (RST) to the real estate field, in order to highlight its operational potentialities for mass appraisal purposes. RST allows one to solve the appraisal of real estate units regardless of the deterministic relationship between characteristics that contribute to the formation of the property market price and the same real estate prices. RST was applied to a real estate sample (office units located in Directional District of Naples) and was also integrated with a functional extension so-called Valued Tolerance Relation (VTR) in order to improve its flexibility. A multiple regression analysis (MRA) was developed on the same real estate sample with the aim to compare RST and MRA results. The case study is followed by a brief discussion on basic theoretical connotations of this methodology

Random attractors for stochastic porous media equations perturbed by space-time linear multiplicative noise

Unique existence of solutions to porous media equations driven by continuous linear multiplicative space-time rough signals is proven for initial data in $L^1(\mathcal {O})$ on bounded domains $\mathcal {O}$. The generation of a continuous, order-preserving random dynamical system on $L^1(\mathcal {O})$ and the existence of a random attractor for stochastic porous media equations perturbed by linear multiplicative noise in space and time is obtained. The random attractor is shown to be compact and attracting in $L^{\infty}(\mathcal {O})$ norm. Uniform $L^{\infty}$ bounds and uniform space-time continuity of the solutions is shown. General noise including fractional Brownian motion for all Hurst parameters is treated and a pathwise Wong-Zakai result for driving noise given by a continuous semimartingale is obtained. For fast diffusion equations driven by continuous linear multiplicative space-time rough signals, existence of solutions is proven for initial data in $L^{m+1}(\mathcal {O})$.Comment: Published in at http://dx.doi.org/10.1214/13-AOP869 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org