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Neuro-fuzzy modelling based on a deterministic annealing approach

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EN
This paper introduces a new learning algorithm for artificial neural networks, based on a fuzzy inference system ANBLIR. It is a computationally effective neuro-fuzzy system with parametrized fuzzy sets in the consequent parts of fuzzy if-then rules, which uses a conjunctive as well as a logical interpretation of those rules. In the original approach, the estimation of unknown system parameters was made by means of a combination of both gradient and least-squares methods. The novelty of the learning algorithm consists in the application of a deterministic annealing optimization method. It leads to an improvement in the neuro-fuzzy modelling performance. To show the validity of the introduced method, two examples of application concerning chaotic time series prediction and system identification problems are provided.
EN
A new method of parameter estimation for an artificial neural network inference system based on a logical interpretation of fuzzy if-then rules (ANBLIR) is presented. The novelty of the learning algorithm consists in the application of a deterministic annealing method integrated with ε-insensitive learning. In order to decrease the computational burden of the learning procedure, a deterministic annealing method with a "freezing" phase and ε-insensitive learning by solving a system of linear inequalities are applied. This method yields an improved neuro-fuzzy modeling quality in the sense of an increase in the generalization ability and robustness to outliers. To show the advantages of the proposed algorithm, two examples of its application concerning benchmark problems of identification and prediction are considered.
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