Manifold-regularized Multitask Fuzzy System Modeling with Low-rank and Sparse Structures in Consequent Parameters

Multitask modeling methods for Takagi-Sugeno-Kang (TSK) fuzzy systems exhibit better generalization ability attributed to the utilization of the knowledge of inter-task correlation. However, existing methods usually ignore the balance between the sharing of the common knowledge across multiple tasks and the preservation of the task-specific characteristics of each rule. To this end, we propose a novel manifold-regularized multitask modeling method for TSK fuzzy system by introducing low-rank and sparse structures into consequent parameters across multiple tasks. Specifically, we decompose the consequent parameters into two components the low-rank structure shared by multiple tasks and the task-specific component that encodes the sparse characteristics of the individual tasks. An efficient Augmented Lagrange Multiplier is developed to solve the optimization problem. The experimental results demonstrate that the proposed model significantly outperforms the existing methods.