Marginal likelihood based model comparison in Fuzzy Bayesian Learning

RADITIONAL rule based fuzzy systems encode expert opinion in the form of IF-THEN rules and optimise some performance metric (typically mean squared error in predicting a data-set) to obtain the hyper-parameters of the model (like the numeric values defining the shape of the membership functions etc.) [2]-[4]. The rule base is one of the core elements driving the model and slight change in the rule base would significantly affect the performance of the fuzzy inference system. Many automated methods have been proposed where the rule base structure and parameters can be automatically determined [5]-[7]. However interpretability of such models is an issue and various methods have been proposed to alleviate the issue [8]. In the present paper however, we are interested in the actual metric for comparison between different models having different rule bases derived from expert opinion. The comparison metric can nevertheless be embedded within an automated framework to evolve the best model if so required. The most straight forward way of comparing the fuzzy rule bases is to optimise the model parameters based on the prediction error (e.g.