GEMM-eMFIS (FRI/E): A Novel General Episodic Memory Mechanism for Fuzzy Neural Networks

Abstract

In fields such as finance, medicine, engineering, and science, making real-time predictions during transient periods characterized by sudden and large changes is a hard challenge for machine learning. Humans keep memory of these transient events, abstractly learn the most relevant rules and reuse them when similar events occur, which stems from episodic memory that allows storage and recall of similar events. This paper proposes a novel online general episodic memory mechanism (GEMM) and demonstrates its integration into the Neuro-Fuzzy system (NFS) architecture called evolving Mamdani Fuzzy Inference System (eMFIS) with Fuzzy Rule Interpolation and Extrapolation (FRI/E). Our proposition, called GEMM-eMFIS(FRI/E), learns from past events by storing and retrieving them from an episodic memory cache during event-driven transient behavior, thereby boosting performance while using a few rules only. GEMMeMFIS(FRI/E) further has several in-built mechanisms that enable it to learn effectively from continuous stream of online data. They include associative-dissociative learning theory to keep its rule base updated, 2-stage incremental clustering; (2SIC) to determine cluster width, interpolation and extrapolation of rules to deal with concept shifts and drifts in the time-variant data, and rule pruning and merging to keep the rule base compact. GEMM-eMFIS (FRI/E) is benchmarked against other NFS’ on various time-variant datasets such as stock index prices and rainfall runoff with 3%-5% improvement during transient period and shows strong forecasting performances with 4%-5% more interpretability with lesser rules.