The Learning of Fuzzy Cognitive Maps With Noisy Data: A Rapid and Robust Learning Method With Maximum Entropy.

Numerous learning methods for fuzzy cognitive maps (FCMs), such as the Hebbian-based and the population-based learning methods, have been developed for modeling and simulating dynamic systems. However, these methods are faced with several obvious limitations. Most of these models are extremely time consuming when learning the large-scale FCMs with hundreds of nodes. Furthermore, the FCMs learned by those algorithms lack robustness when the experimental data contain noise. In addition, reasonable distribution of the weights is rarely considered in these algorithms, which could result in the reduction of the performance of the resulting FCM. In this article, a straightforward, rapid, and robust learning method is proposed to learn FCMs from noisy data, especially, to learn large-scale FCMs. The crux of the proposed algorithm is to equivalently transform the learning problem of FCMs to a classic-constrained convex optimization problem in which the least-squares term ensures the robustness of the well-learned FCM and the maximum entropy term regularizes the distribution of the weights of the well-learned FCM. A series of experiments covering two frequently used activation functions (the sigmoid and hyperbolic tangent functions) are performed on both synthetic datasets with noise and real-world datasets. The experimental results show that the proposed method is rapid and robust against data containing noise and that the well-learned weights have better distribution. In addition, the FCMs learned by the proposed method also exhibit superior performance in comparison with the existing methods.