Building Interpretable and Parsimonious Fuzzy Models using a Multi-Objective Approach

Nowadays, the growing amounts of collected data enable the training of machine learning models that can be used to extract insights from the data and make better-informed decisions. Among the possible models that can be learned from data are fuzzy rule-based models, which are transparent and enable-when properly designed-interpretable artificial intelligence. One of the requirements of interpretability is a simple model structure, which can be achieved by performing feature selection and by limiting the number of rules in the model. However, the chosen feature set and the number of rules may interact and strongly affect the model's accuracy. In this study, we employ techniques from the field of evolutionary computation to perform feature and rule number selection simultaneously. To ensure the developed models do not only perform well but are also interpretable and have good generalization capabilities, we adopt a multi-objective approach in which we train the models focusing on three objectives: performance, complexity, and model stability. In this way, we strive to develop simple, well-performing parsimonious fuzzy models. We show the effectiveness of our approach on three benchmark data sets.