Pareto Inspired Multi-objective Rule Fitness for Noise-Adaptive Rule-Based Machine Learning
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- Urbanowicz R.J., Olson R.S., Moore J.H. (2016) Pareto Inspired Multi-objective Rule Fitness for Noise-Adaptive Rule-Based Machine Learning. In: Handl J., Hart E., Lewis P., López-Ibáñez M., Ochoa G., Paechter B. (eds) Parallel Problem Solving from Nature – PPSN XIV. PPSN 2016. Lecture Notes in Computer Science, vol 9921. Springer, Cham
Learning classifier systems (LCSs) are rule-based evolutionary algorithms uniquely suited to classification and data mining in complex, multi-factorial, and heterogeneous problems. The fitness of individual LCS rules is commonly based on accuracy, but this metric alone is not ideal for assessing global rule ‘value’ in noisy problem domains and thus impedes effective knowledge extraction. Multi-objective fitness functions are promising but rely on prior knowledge of how to weigh objective importance (typically unavailable in real world problems). The Pareto-front concept offers a multi-objective strategy that is agnostic to objective importance. We propose a Pareto-inspired multi-objective rule fitness (PIMORF) for LCS, and combine it with a complimentary rule-compaction approach (SRC). We implemented these strategies in ExSTraCS, a successful supervised LCS and evaluated performance over an array of complex simulated noisy and clean problems (i.e. genetic and multiplexer) that each concurrently model pure interaction effects and heterogeneity. While evaluation over multiple performance metrics yielded mixed results, this work represents an important first step towards efficiently learning complex problem spaces without the advantage of prior problem knowledge. Overall the results suggest that PIMORF paired with SRC improved rule set interpretability, particularly with regard to heterogeneous patterns.