Fuzzy rules extraction from support vector machines for multi-class classification

This paper proposes a new method for fuzzy rule extraction from trained support vector machines (SVMs) for multi-class problems, named FREx_SVM. SVMs have been used in a variety of applications. However, they are considered "black box models," where no interpretation about the input-output mapping is provided. Some methods to reduce this limitation have already been proposed, but they are restricted to binary classification problems and to the extraction of symbolic rules with intervals or functions in their antecedents. In order to improve the interpretability of the generated rules, this paper presents a new model for extracting fuzzy rules from a trained SVM. The proposed model is suited for classification in multi-class problems and includes a wrapper feature selection algorithm. It is evaluated in four benchmark databases, and results obtained demonstrate its capacity to generate a reduced set of interpretable fuzzy rules that explains both the classification database and the influence of each input variable on the determination of the final class.