Evolving fuzzy rules: evaluation of a new approach

Date

2010

Authors

Ghandar, A.
Michalewicz, Z.
Neumann, F.

Editors

Deb, K.
Bhattacharya, A.
Chakraborti, N.
Chakroborty, P.
Das, S.
Dutta, J.
Gupta, S.K.
Jain, A.
Aggarwal, V.
Branke, J.
Louis, S.J.
Tan, K.C.

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Conference paper

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SEAL '10 Proceedings of 8th International Conference on Simulated Evolution and Learning (SEAL 2010), 2010: pp.250-259

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Adam Ghandar, Zbigniew Michalewicz and Frank Neumann

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International Conference on Simulated Evolution and Learning (2010 : India)

Abstract

Evolutionary algorithms have been successfully applied to optimize the rulebase of fuzzy systems. This has lead to powerful automated systems for financial applications. We experimentally evaluate the approach of learning fuzzy rules by evolutionary algorithms proposed by Kroeske et al. [10]. The results presented in this paper show that the optimization of fuzzy rules may be universally simplified regardless of the complex fitness surface for the overall optimization process. We incorporate a local search procedure that makes use of these theoretical results into an evolutionary algorithms for rule-base optimization. Our experimental results show that this improves a state of the art approach for financial applications. © 2010 Springer-Verlag.

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Copyright 2010 Springer-Verlag Berlin, Heidelberg

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