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Author: search.filters.author.Banditvilai, SomsriSubject: search.filters.subject.Rule extraction

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    Rule extraction for support vector machine using input space expansion
    (2011-12-01)
    Pitiranggon, Prasan
    ;
    Benjathepanun, Nunthika
    ;
    Banditvilai, Somsri
    ;
    Boonjing, Veera
    Fuzzy Rule-Based System (FRB) in the form of human comprehensible IF-THEN rules can be extracted from Support Vector Machine (SVM) which is regarded as a black-boxed system. We first prove that SVM decision network and the zero-ordered Sugeno FRB type of the Adaptive Network Fuzzy Inference System (ANFIS) are equivalent indicating that SVM's decision can actually be represented by fuzzy IFTHEN rules. We then propose a rule extraction method based on kernel function firing strength and unbounded support vector space expansion. An advantage of our method is the guarantee that the number of final fuzzy IF-THEN rules is equal or less than the number of support vectors in SVM, and it may reveal human comprehensible patterns. We compare our method against SVM using popular benchmark data sets, and the results are comparable. © 2011 Springer-Verlag Berlin Heidelberg.
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    Detection of currency crises by a novel rule extraction method from support vector machine
    (2010-11-30)
    Pitiranggon, Prasan
    ;
    Banditvilai, Somsri
    ;
    Benjathepanun, Nunthika
    This study attempts to obtain a set of human comprehensible fuzzy if-then rules for the detection of currency crises from Support Vector Machine (SVM). SVM is used with explanatory variables known to be associated with currency crises to detect occurrences of currency crises. Fuzzy if-then rules are then obtained from the SVM through our novel rule extraction method which is called Support Vector Space Expansion (SVSE) method in order to unveil human comprehensible patterns behind SVM blackboxed system decision. The overall results of detection of currency crises of the fuzzy if-then rules are comparable to those from the SVM, and the if-then rules obtained may be used by financial experts to try to explain patterns of related financial statuses when currency crises occur, plus the if-then rules can also be easily incorporated into a software program using any popular computer language.