Combination of dependent and partially reliable Gaussian random fuzzy numbers
Résumé
Gaussian random fuzzy numbers are random fuzzy sets generalizing Gaussian random variables and possibility distributions. They define belief functions on the real line that can be conveniently combined by the product-intersection rule under the independence assumption. In this paper, we introduce various extensions of this rule to account for dependence and partial reliability of the pieces of evidence. We first provide formulas for the combination of an arbitrary number of Gaussian random fuzzy numbers whose dependence is described by a correlation matrix, and we introduce a minimum-conflict combination operation. To account for partially reliable evidence, we then introduce two discounting operations called possibilistic and evidential discounting, as well as several combination operators based on different assumptions, each one parameterized by a correlation matrix and a vector of discounting coefficients. We demonstrate the application of these operators to the combination of predictions with different sets of inputs in machine learning, and show that performance can be enhanced by optimizing the parameters of the combination operators.
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