Fuzzy ARTMAP, Slow Learning and Probability Estimation

A nonparametric probability estimation procedure using the fuzzy ARTMAP neural network is here described. Because the procedure does not make a priori assumptions about underlying probability distributions, it yields accurate estimates on a wide variety of prediction tasks. Fuzzy ARTMAP is used to perform probability estimation in two different modes. In a 'slow-learning' mode, input-output associations change slowly, with the strength of each association computing a conditional probability estimate. In 'max-nodes' mode, a fixed number of categories are coded during an initial fast learning interval, and weights are then tuned by slow learning. Simulations illustrate system performance on tasks in which various numbers of clusters in the set of input vectors mapped to a given class.British Petroleum (89-A-1204); Defense Advanced Research Projects Agency (AFOSR-90-0083, ONR-N00014-92-J-4015); National Science Foundation (IRI-90-00530); Office of Naval Research (N00014-91-J-4100); Air Force Office of Scientific Research (90-1075