Neighborhood based decision-theoretic rough set models

As an extension of Pawlak rough set model, decision-theoretic rough set model (DTRS) adopts the Bayesian decision theory to compute the required thresholds in probabilistic rough set models. It gives a new semantic interpretation of the positive, boundary and negative regions by using three-way decisions. DTRS has been widely discussed and applied in data mining and decision making. However, one limitation of DTRS is its lack of ability to deal with numerical data directly. In order to overcome this disadvantage and extend the theory of DTRS, this paper proposes a neighborhood based decision-theoretic rough set model (NDTRS) under the framework of DTRS. Basic concepts of NDTRS are introduced. A positive region related attribute reduct and a minimum cost attribute reduct in the proposed model are defined and analyzed. Experimental results show that our methods can get a short reduct. Furthermore, a new neighborhood classifier based on three-way decisions is constructed and compared with other classifiers. Comparison experiments show that the proposed classifier can get a high accuracy and a low misclassification cost.     

A probability maximization model based on rough approximation and its application to the inventory problem

In the present paper, we concentrate on dealing with a class of multi-objective programming problems with random coefficients and present its application to the multi-item inventory problem. The P-model is proposed to obtain the maximum probability of the objective functions and rough approximation is applied to deal with the feasible set with random parameters. The fuzzy programming technique and genetic algorithm are then applied to solve the crisp programming problem. Finally, the application to Auchan’s inventory system is given in order to show the efficiency of the proposed models and algorithms.     

Gaussian kernel based fuzzy rough sets: Model, uncertainty measures and applications

Kernel methods and rough sets are two general pursuits in the domain of machine learning and intelligent systems. Kernel methods map data into a higher dimensional feature space, where the resulting structure of the classification task is linearly separable; while rough sets granulate the universe with the use of relations and employ the induced knowledge granules to approximate arbitrary concepts existing in the problem at hand. Although it seems there is no connection between these two methodologies, both kernel methods and rough sets explicitly or implicitly dwell on relation matrices to represent the structure of sample information. Based on this observation, we combine these methodologies by incorporating Gaussian kernel with fuzzy rough sets and propose a Gaussian kernel approximation based fuzzy rough set model. Fuzzy T-equivalence relations constitute the fundamentals of most fuzzy rough set models. It is proven that fuzzy relations with Gaussian kernel are reflexive, symmetric and transitive. Gaussian kernels are introduced to acquire fuzzy relations between samples described by fuzzy or numeric attributes in order to carry out fuzzy rough data analysis. Moreover, we discuss information entropy to evaluate the kernel matrix and calculate the uncertainty of the approximation. Several functions are constructed for evaluating the significance of features based on kernel approximation and fuzzy entropy. Algorithms for feature ranking and reduction based on the proposed functions are designed. Results of experimental analysis are included to quantify the effectiveness of the proposed methods.     

多粒度模糊粗糙集研究

本文研究了模糊粗糙集中属性约简问题.利用模糊粗糙集和多粒度粗糙集各自优点的结合,提出了两类多粒度模糊粗糙集模型,使得两类粗糙集中的上下近似算子关于负算子对偶.同时研究了多粒度模糊粗糙集的性质及与单粒度模糊粗糙集的关系.并通过构造区分函数的方法提出了一类多粒度模糊粗糙集模型的近似约简方法.最后用一个实例核对了该类多粒度模糊粗糙决策系统近似约简方法的有效性.     

An efficient multi-objective evolutionary fuzzy system for regression problems

During the last years, multi-objective evolutionary algorithms (MOEAs) have been extensively employed as optimization tools for generating fuzzy rule-based systems (FRBSs) with different trade-offs between accuracy and interpretability from data. Since the size of the search space and the computational cost of the fitness evaluation depend on the number of input variables and instances, respectively, managing high-dimensional and large datasets is a critical issue.In this paper, we focus on MOEAs applied to learn concurrently the rule base and the data base of Mamdani FRBSs and propose to tackle the issue by exploiting the synergy between two different techniques. The first technique is based on a novel method which reduces the search space by learning rules not from scratch, but rather from a heuristically generated rule base. The second technique performs an instance selection by exploiting a co-evolutionary approach where cyclically a genetic algorithm evolves a reduced training set which is used in the evolution of the MOEA.The effectiveness of the synergy has been tested on twelve datasets. Using non-parametric statistical tests we show that, although achieving statistically equivalent solutions, the adoption of this synergy allows saving up to 97.38% of the execution time with respect to a state-of-the-art multi-objective evolutionary approach which learns rules from scratch.     

基于多目标属性权重优化的犹豫模糊语言TOPSIS决策方法

犹豫模糊语言术语集作为一种有效的信息表达形式,能够很好的反映出人们的定性且犹豫的决策信息。传统的距离测度会导致犹豫模糊语言信息的流失,因此,本文首先提出了一种新的犹豫模糊语言距离测度,并研究了该距离测度的性质。其次,针对属性权重完全未知的犹豫模糊语言多属性决策问题,考虑方案和属性两个层面,构建了多目标优化的属性权重确定模型。进而,基于多目标权重优化模型和犹豫模糊语言距离测度,提出了一种改进的犹豫模糊语言TOPSIS法。最后通过实例说明了所提出的TOPSIS法的实用性和有效性,并进行了灵敏度和比较分析。     

An approximation algorithm for convex multi-objective programming problems

In multi-objective convex optimization it is necessary to compute an infinite set of nondominated points. We propose a method for approximating the nondominated set of a multi-objective nonlinear programming problem, where the objective functions and the feasible set are convex. This method is an extension of Benson’s outer approximation algorithm for multi-objective linear programming problems. We prove that this method provides a set of weakly ε-nondominated points. For the case that the objectives and constraints are differentiable, we describe an efficient way to carry out the main step of the algorithm, the construction of a hyperplane separating an exterior point from the feasible set in objective space. We provide examples that show that this cannot always be done in the same way in the case of non-differentiable objectives or constraints.     

Computational Study of the Relationships Between Feasible and Efficient Sets and an Approximation

The computational difficulty of obtaining the efficient set in multi-objective programming, specially in nonlinear problems, suggest the need of considering an approximation approach to this problem. In this paper, we provide the computational results of the relationships between an approximation to the efficient set and the feasible and efficient sets. Random problem generation is considered for different sizes of the feasible set and we study the implications with respect to the number of objective functions and various kinds of objective functions. Computational experience with this approximation suggests that we obtain a substantial improvement when it increases the number of objective functions.     

装备费用预测中的混合核函数支持向量机

在支持向量机预测建模中,核函数用来将低维特征空间中的非线性问题映射为高维特征空间中的线性问题.核函数的特征对于支持向量机的学习和预测都有很重要的影响.考虑到两种典型核函数—全局核(多项式核函数)和局部核(RBF核函数)在拟合与泛化方面的特性,采用了一种基于混合核函数的支持向量机方法用于预测建模.为了评价不同核函数的建模效果、得到更好的预测性能,采用遗传算法自适应进化支持向量机模型的各项参数,并将其应用于装备费用预测的实际问题中.实际计算表明采用混合核函数的支持向量机较单一核函数时有更好的预测性能,可以作为一种有效的预测建模方法在装备管理中推广应用.     

Topology vs generalized rough sets

This paper investigates the relationship between topology and generalized rough sets induced by binary relations. Some known results regarding the relation based rough sets are reviewed, and some new results are given. Particularly, the relationship between different topologies corresponding to the same rough set model is examined. These generalized rough sets are induced by inverse serial relations, reflexive relations and pre-order relations, respectively. We point that inverse serial relations are weakest relations which can induce topological spaces, and that different relation based generalized rough set models will induce different topological spaces. We proved that two known topologies corresponding to reflexive relation based rough set model given recently are different, and gave a condition under which the both are the same topology.     

基于集对分析下的变精度Bayesian粗糙集模型

引入集对分析概念,提出了一种基于集对分析下的变精度Bayesian粗糙集模型,这就将经典粗糙集模型和变精度Bayesian粗糙集模型推广到了不完备信息系统,并且得到了该模型的上、下近似的一些性质.最后,给出了与该模型定义等价的一个定理.     

Output learning and duality in joint production programs

Summary Output learning is incorporated into a short-run static cost-minimizing model of the multiproduct, multifactor firm which employs a fixed-coefficients technology. The firm's output processes or activities are ultimately specified as functions of the activity variables themselves, thus rentering a generalization to a concave program. A Lagrange dual formulation is then used to obtain the indirect cost objective. Given that this optimal cost function is differentiable and satisfies a regularity condition, its price derivatives serve as input demand functions while its derivatives with respect to the minimum output requirements yield a set of (implicit) marginal costs or dual variables.     

数据挖掘在房地产价格预测中的应用研究

通过基于数据挖掘理论的粗糙集和神经网络的研究,用属性约简算法约简并提取了影响房地产价格的主要指标因素,对降维后的数据进行网络学习和训练,最后用训练好的的网络检验测试样本.方法使学习训练的速度和识别率提高了,为房地产价格预测提供了一种更为有效和实用的新途径.     

基于双论域模糊粗糙集的应急决策模型与方法

以突发危机事件应急决策为应用背景,讨论了双论域上模糊粗糙集的基本理论,建立了基于模糊相容关系的双论域模糊粗糙集模型. 在此基础上,把突发危机事件应急决策转化为一个具有模糊决策对象的双论域决策近似空间上的粗糙近似问题,构建了基于双论域模糊粗糙集的应急决策模型.首先在双论域近似空间中计算模糊决策对象的上(下)近似,进而结合经典非确定型决策的思想给出了突发危机事件应急决策的规则.同时,给出了模型的算法.该模型给出了一种在不完全信息环境下应急决策的方法,给出了在充分考虑决策者个人偏好信息基础上的决策置信度以及最优决策规则.该方法能够比较充分地符合应急决策信息不充分、资源有限以及时间紧迫的基本特征, 进而对突发危机事件应急决策提供科学的理论基础和现实的决策方法.最后,通过应用算例说明了模型的应用过程,结果验证了本文给出模型的有效性。     

基于DEA方法和粗糙集的政府效率评估模型

政府效率影响政府的执政能力。评价政府效率必须考虑投入和产出之间的关系。本文首先利用DEA方法建立投入一产出多指标模型评价政府工作的相对有效性，并对评价结果进行离散化处理；然后运用粗糙集方法对离散后的数据进行分析，得出每个待评对象的综合评分。两种方法的有机结合，使得建立的政府效率评价模型既能充分反映政府效率投入一产出的特点，又能有效避免人为因素对模型的影响，以得到更合理的评估结果。     

Multi-objective algorithm for the design of prediction intervals for wind power forecasting model

A composite forecasting framework is designed and implemented successfully to estimate the prediction intervals of wind speed time series simultaneously through machine learning method embedding a newly proposed optimization method (multi-objective salp swarm algorithm). In this study, data pre-process strategy based on feature extraction is served for reducing the fluctuations of wind power generation and select appropriate input forms of wind speed datasets for the sake of improving the overall performance. Besides, fuzzy set theory selection technique is used to determine the best compromise solutions from Pareto front set deriving from the optimization phase. To test the effectiveness of the proposed composite forecasting framework, several case studies based on different time-scale wind speed datasets are conducted. The corresponding results present that the proposed framework significantly outperforms other benchmark methods, and it can provide very satisfactory results in both goals between high coverage and small width.     

Diverse reduct subspaces based co-training for partially labeled data

Rough set theory is an effective supervised learning model for labeled data. However, it is often the case that practical problems involve both labeled and unlabeled data, which is outside the realm of traditional rough set theory. In this paper, the problem of attribute reduction for partially labeled data is first studied. With a new definition of discernibility matrix, a Markov blanket based heuristic algorithm is put forward to compute the optimal reduct of partially labeled data. A novel rough co-training model is then proposed, which could capitalize on the unlabeled data to improve the performance of rough classifier learned only from few labeled data. The model employs two diverse reducts of partially labeled data to train its base classifiers on the labeled data, and then makes the base classifiers learn from each other on the unlabeled data iteratively. The classifiers constructed in different reduct subspaces could benefit from their diversity on the unlabeled data and significantly improve the performance of the rough co-training model. Finally, the rough co-training model is theoretically analyzed, and the upper bound on its performance improvement is given. The experimental results show that the proposed model outperforms other representative models in terms of accuracy and even compares favorably with rough classifier trained on all training data labeled.     

Flexible capacity strategy with multiple market periods under demand uncertainty and investment constraint

We establish a flexible capacity strategy model with multiple market periods under demand uncertainty and investment constraints. In the model, a firm makes its capacity decision under a financial budget constraint at the beginning of the planning horizon which embraces n market periods. In each market period, the firm goes through three decision-making stages: the safety production stage, the additional production stage and the optimal sales stage. We formulate the problem and obtain the optimal capacity, the optimal safety production, the optimal additional production and the optimal sales of each market period under different situations. We find that there are two thresholds for the unit capacity cost. When the capacity cost is very low, the optimal capacity is determined by its financial budget; when the capacity cost is very high, the firm keeps its optimal capacity at its safety production level; and when the cost is in between of the two thresholds, the optimal capacity is determined by the capacity cost, the number of market periods and the unit cost of additional production. Further, we explore the endogenous safety production level. We verify the conditions under which the firm has different optimal safety production levels. Finally, we prove that the firm can benefit from the investment only when the designed planning horizon is longer than a threshold. Moreover, we also derive the formulae for the above three thresholds.     

粒度空间约简及其粗糙集模型研究

针对交可约粒度空间中覆盖、基和粒结构的关系,结合偏序关系的哈斯图,给出一种约简粒度空间的方法.另外,通过限定上、下近似算子的取值范围,重新定义了交可约粒度空间上的粗糙集模型,并讨论了其相关性质.