Interpretable support vector regression

Abstract

This paper deals with transforming Support vector regression (SVR) models into fuzzy systems (FIS). It is highlighted that trained support vector based models can be used for the construction of fuzzy rule-based regression models. However, the transformed support vector model does not automatically result in an interpretable fuzzy model. Training of a support vector model results a complex rule base, where the number of rules are approximately 40-60% of the number of the training data, therefore reduction of the support vector model initialized fuzzy model is an essential task. For this purpose, a three-step reduction algorithm is used based on the combination of previously published model reduction techniques, namely the reduced set method to decrease number of kernel functions, then after the reduced support vector model is transformed into fuzzy rule base similarity measure based merging and orthogonal least-squares methods are utilized. The proposed approach is applied for nonlinear system identification, the identification of a Hammerstein system is used to demonstrate accuracy of the technique with fulfilling the criteria of interpretability.