A Multi-Objective Evolutionary Algorithm for enhancing Bayesian Networks hybrid-based modeling

  • Authors:
  • Carlos R. García-Alonso;Pilar Campoy-Muñoz;Melania Salazar Ordoñez

  • Affiliations:
  • Universidad LOYOLA Andalucía, Departement of Quantitative Methods, Campus of Córdoba, C/ Escritor Castilla Aguayo 4, 14004, Córdoba, Spain;Universidad LOYOLA Andalucía, Department of Economics, Campus of Córdoba, C/ Escritor Castilla Aguayo 4, 14004, Córdoba, Spain;Universidad LOYOLA Andalucía, Department of Economics, Campus of Córdoba, C/ Escritor Castilla Aguayo 4, 14004, Córdoba, Spain

  • Venue:
  • Computers & Mathematics with Applications
  • Year:
  • 2013

Quantified Score

Hi-index 0.09

Visualization

Abstract

Bayesian Networks are increasingly being used to model complex socio-economic systems by expert knowledge elicitation even when data is scarce or does not exist. In this paper, a Multi-Objective Evolutionary Algorithm (MOEA) is presented for assessing the parameters (input relevance/weights) of fuzzy dependence relationships in a Bayesian Network (BN). The MOEA was designed to include a hybrid model that combines Monte-Carlo simulation and fuzzy inference. The MOEA-based prototype assesses the input weights of fuzzy dependence relationships by learning from available output data. In socio-economic systems, the determination of how a specific input variable affects the expected results can be critical and it is still one of the most important challenges in Bayesian modeling. The MOEA was checked by estimating the migrant stock as a relevant variable in a BN model for forecasting remittances. For a specific year, results showed similar input weights than those given by economists but it is very computationally demanding. The proposed hybrid-approach is an efficient procedure to estimate output values in BN.