Genetic learning of fuzzy cognitive maps

Fuzzy cognitive maps (FCMs) are a very convenient, simple, and powerful tool for simulation and analysis of dynamic systems. They were originally developed in 1980 by Kosko, and since then successfully applied to numerous domains, such as engineering, medicine, control, and political affairs. Their popularity stems from simplicity and transparency of the underlying model. At the same time FCMs are hindered by necessity of involving domain experts to develop the model. Since human experts are subjective and can handle only relatively simple networks (maps), there is an urgent need to develop methods for automated generation of FCM models. This study proposes a novel learning method that is able to generate FCM models from input historical data, and without human intervention. The proposed method is based on genetic algorithms, and requires only a single state vector sequence as an input. The paper proposes and experimentally compares several different design alternatives of genetic optimization and thoroughly tests and discusses the best design. Extensive benchmarking tests, which involve 200 FCMs with varying size and density of connections, performed on both synthetic and real-life data quantifies the performance of the development method and emphasizes its suitability.