Sanz Delgado, José Antonio
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Sanz Delgado
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José Antonio
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Estadística, Informática y Matemáticas
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ISC. Institute of Smart Cities
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Publication Open Access Enhancing the efficiency of the interval-valued fuzzy rule-based classifier with tuning and rule selection(Springer, 2020) Sanz Delgado, José Antonio; Da Cruz Asmus, Tiago; Osa Hernández, Borja de la; Bustince Sola, Humberto; Institute of Smart Cities - ISC; Universidad Pública de Navarra / Nafarroako Unibertsitate Publikoa, PJUPNA1926Interval-Valued fuzzy rule-based classifier with TUning and Rule Selection, IVTURS, is a state-of-the-art fuzzy classifier. One of the key point of this method is the usage of interval-valued restricted equivalence functions because their parametrization allows one to tune them to each problem, which leads to obtaining accurate results. However, they require the application of the exponentiation several times to obtain a result, which is a time demanding operation implying an extra charge to the computational burden of the method. In this contribution, we propose to reduce the number of exponentiation operations executed by the system, so that the efficiency of the method is enhanced with no alteration of the obtained results. Moreover, the new approach also allows for a reduction on the search space of the evolutionary method carried out in IVTURS. Consequently, we also propose four different approaches to take advantage of this reduction on the search space to study if it can imply an enhancement of the accuracy of the classifier. The experimental results prove: 1) the enhancement of the efficiency of IVTURS and 2) the accuracy of IVTURS is competitive versus that of the approaches using the reduced search space.Publication Open Access A compact evolutionary interval-valued fuzzy rule-based classification system for the modeling and prediction of real-world financial applications with imbalanced data(IEEE, 2014) Sanz Delgado, José Antonio; Bernardo, Darío; Herrera, Francisco; Bustince Sola, Humberto; Hagras, Hani; Automática y Computación; Automatika eta KonputazioaThe current financial crisis has stressed the need of obtaining more accurate prediction models in order to decrease the risk when investing money on economic opportunities. In addition, the transparency of the process followed to make the decisions in financial applications is becoming an important issue. Furthermore, there is a need to handle the real-world imbalanced financial data sets without using sampling techniques which might introduce noise in the used data. In this paper, we present a compact evolutionary interval-valued fuzzy rule-based classification system, which is based on IVTURSFARC-HD (Interval-Valued fuzzy rule-based classification system with TUning and Rule Selection) [22]), for the modeling and prediction of real-world financial applications. This proposed system allows obtaining good predictions accuracies using a small set of short fuzzy rules implying a high degree of interpretability of the generated linguistic model. Furthermore, the proposed system deals with the financial imbalanced datasets with no need for any preprocessing or sampling method and thus avoiding the accidental introduction of noise in the data used in the learning process. The system is also provided with a mechanism to handle examples that are not covered by any fuzzy rule in the generated rule base. To test the quality of our proposal, we will present an experimental study including eleven real-world financial datasets. We will show that the proposed system outperforms the original C4.5 decision tree, type-1 and interval-valued fuzzy counterparts which use the SMOTE sampling technique to preprocess data and the original FURIA, which is a fuzzy approximative classifier. Furthermore, the proposed method enhances the results achieved by the cost sensitive C4.5 and it gives competitive results when compared with FURIA using SMOTE, while our proposal avoids pre-processing techniques and it provides interpretable models that allow obtaining more accurate results.