No Arabic abstract
Many works have been done to handle the uncertainties in the data using type 1 fuzzy regression. Few type 2 fuzzy regression works used interval type 2 for indeterminate modeling using type 1 fuzzy membership. The current survey proposes a triangular type-2 fuzzy regression (TT2FR) model to ameliorate the efficiency of the model by handling the uncertainty in the data. The triangular secondary membership function is used instead of widely used interval type models. In the proposed model, vagueness in primary and secondary fuzzy sets is minimized and also, a specified x-plane of observed value is included in the same {alpha}- plane of the predicted value. Complex calculations of the type-2 fuzzy (T2F) model are simplified by reducing three dimensional type-2 fuzzy set (3DT2FS) into two dimensional interval type-2 fuzzy (2DIT2F) models. The current survey presents a new regression model of T2F by considering the more general form of T2F membership functions and thus avoids high complexity. The performance of the developed model is evaluated using the TAIEX and COVID-19 forecasting datasets. Our developed model reached the highest performance as compared to the other state-of-art techniques. Our developed method is ready to be tested with more uncertain data and has the potential to use to predict the weather and stock prediction.
To effectively optimize Takagi-Sugeno-Kang (TSK) fuzzy systems for regression problems, a mini-batch gradient descent with regularization, DropRule, and AdaBound (MBGD-RDA) algorithm was recently proposed. This paper further proposes FCM-RDpA, which improves MBGD-RDA by replacing the grid partition approach in rule initialization by fuzzy c-means clustering, and AdaBound by Powerball AdaBelief, which integrates recently proposed Powerball gradient and AdaBelief to further expedite and stabilize parameter optimization. Extensive experiments on 22 regression datasets with various sizes and dimensionalities validated the superiority of FCM-RDpA over MBGD-RDA, especially when the feature dimensionality is higher. We also propose an additional approach, FCM-RDpAx, that further improves FCM-RDpA by using augmented features in both the antecedents and consequents of the rules.
Generating high quality uncertainty estimates for sequential regression, particularly deep recurrent networks, remains a challenging and open problem. Existing approaches often make restrictive assumptions (such as stationarity) yet still perform poorly in practice, particularly in presence of real world non-stationary signals and drift. This paper describes a flexible method that can generate symmetric and asymmetric uncertainty estimates, makes no assumptions about stationarity, and outperforms competitive baselines on both drift and non drift scenarios. This work helps make sequential regression more effective and practical for use in real-world applications, and is a powerful new addition to the modeling toolbox for sequential uncertainty quantification in general.
With the ever-increasing use of complex machine learning models in critical applications within the finance domain, explaining the decisions of the model has become a necessity. With applications spanning from credit scoring to credit marketing, the impact of these models is undeniable. Among the multiple ways in which one can explain the decisions of these complicated models, local post hoc model agnostic explanations have gained massive adoption. These methods allow one to explain each prediction independent of the modelling technique that was used while training. As explanations, they either give individual feature attributions or provide sufficient rules that represent conditions for a prediction to be made. The current state of the art methods use rudimentary methods to generate synthetic data around the point to be explained. This is followed by fitting simple linear models as surrogates to obtain a local interpretation of the prediction. In this paper, we seek to significantly improve on both, the method used to generate the explanations and the nature of explanations produced. We use a Generative Adversarial Network for synthetic data generation and train a piecewise linear model in the form of Linear Model Trees to be used as the surrogate model.In addition to individual feature attributions, we also provide an accompanying context to our explanations by leveraging the structure and property of our surrogate model.
We propose a novel semi-supervised structured output prediction method based on local linear regression in this paper. The existing semi-supervise structured output prediction methods learn a global predictor for all the data points in a data set, which ignores the differences of local distributions of the data set, and the effects to the structured output prediction. To solve this problem, we propose to learn the missing structured outputs and local predictors for neighborhoods of different data points jointly. Using the local linear regression strategy, in the neighborhood of each data point, we propose to learn a local linear predictor by minimizing both the complexity of the predictor and the upper bound of the structured prediction loss. The minimization problem is solved by sub-gradient descent algorithms. We conduct experiments over two benchmark data sets, and the results show the advantages of the proposed method.
In many predictive decision-making scenarios, such as credit scoring and academic testing, a decision-maker must construct a model that accounts for agents propensity to game the decision rule by changing their features so as to receive better decisions. Whereas the strategic classification literature has previously assumed that agents outcomes are not causally affected by their features (and thus that strategic agents goal is deceiving the decision-maker), we join concurrent work in modeling agents outcomes as a function of their changeable attributes. As our main contribution, we provide efficient algorithms for learning decision rules that optimize three distinct decision-maker objectives in a realizable linear setting: accurately predicting agents post-gaming outcomes (prediction risk minimization), incentivizing agents to improve these outcomes (agent outcome maximization), and estimating the coefficients of the true underlying model (parameter estimation). Our algorithms circumvent a hardness result of Miller et al. (2020) by allowing the decision maker to test a sequence of decision rules and observe agents responses, in effect performing causal interventions through the decision rules.