Abstract
A game-theoretic approach for learning optimal parameter values for probabilistic rough set regions is presented. The parameters can be used to define approximation regions in a probabilistic decision space. New values for loss functions are learned from a sequence of risk modifications derived from game-theoretic analysis of the relationship between two classification measures. Using game theory to maximize these measures results in a learning method to reformulate the loss functions. The decision-theoretic rough set model acquires initial values for these parameters through a combination of loss functions provided by the user. The new game-theoretic learning method modifies these loss functions according to an acceptable threshold.
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Herbert, J.P., Yao, J. (2009). Learning Optimal Parameters in Decision-Theoretic Rough Sets. In: Wen, P., Li, Y., Polkowski, L., Yao, Y., Tsumoto, S., Wang, G. (eds) Rough Sets and Knowledge Technology. RSKT 2009. Lecture Notes in Computer Science(), vol 5589. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-02962-2_77
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DOI: https://doi.org/10.1007/978-3-642-02962-2_77
Publisher Name: Springer, Berlin, Heidelberg
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