Improving the generalization ability of neuro-fuzzy systems by ε-insensitive learning

Łęski, Jacek

International Journal of Applied Mathematics and Computer Science, Tome 12 (2002), p. 437-447 / Harvested from The Polish Digital Mathematics Library

Résumé

A new learning method tolerant of imprecision is introduced and used in neuro-fuzzy modelling. The proposed method makes it possible to dispose of an intrinsic inconsistency of neuro-fuzzy modelling, where zero-tolerance learning is used to obtain a fuzzy model tolerant of imprecision. This new method can be called ε-insensitive learning, where, in order to fit the fuzzy model to real data, the ε-insensitive loss function is used. ε-insensitive learning leads to a model with minimal Vapnik-Chervonenkis dimension, which results in an improved generalization ability of this system. Another advantage of the proposed method is its robustness against outliers. This paper introduces two approaches to solving ε-insensitive learning problem. The first approach leads to a quadratic programming problem with bound constraints and one linear equality constraint. The second approach leads to a problem of solving a system of linear inequalities. Two computationally efficient numerical methods for ε-insensitive learning are proposed. Finally, examples are given to demonstrate the validity of the introduced methods.

Détail

Publié le : 2002-01-01

Zbl 1062.68100

EUDML-ID : urn:eudml:doc:207600

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