a rule set is considered to display a high level of fidelity if it can mimic the behavior of the machine learning technique from which it was extracted.
Published in Chapter:
Support Vector Machine based Hybrid Classifiers and Rule Extraction thereof: Application to Bankruptcy Prediction in Banks
M. A.H. Farquad (Institute for Development and Research in Banking Technology (IDRBT) and University of Hyderabad, India), V. Ravi (Institute for Development and Research in Banking Technology (IDRBT), India), and Raju S. Bapi (University of Hyderabad, India)
Copyright: © 2010
|Pages: 23
DOI: 10.4018/978-1-60566-766-9.ch019
Abstract
Support vector machines (SVMs) have proved to be a good alternative compared to other machine learning techniques specifically for classification problems. However just like artificial neural networks (ANN), SVMs are also black box in nature because of its inability to explain the knowledge learnt in the process of training, which is very crucial in some applications like medical diagnosis, security and bankruptcy prediction etc. In this chapter a novel hybrid approach for fuzzy rule extraction based on SVM is proposed. This approach handles rule-extraction as a learning task, which proceeds in two major steps. In the first step the authors use labeled training patterns to build an SVM model, which in turn yields the support vectors. In the second step extracted support vectors are used as input patterns to fuzzy rule based systems (FRBS) to generate fuzzy “if-then” rules. To study the effectiveness and validity of the extracted fuzzy rules, the hybrid SVM+FRBS is compared with other classification techniques like decision tree (DT), radial basis function network (RBF) and adaptive network based fuzzy inference system. To illustrate the effectiveness of the hybrid developed, the authors applied it to solve a bank bankruptcy prediction problem. The dataset used pertain to Spanish, Turkish and US banks. The quality of the extracted fuzzy rules is evaluated in terms of fidelity, coverage and comprehensibility.