Rule Extraction from Support Vector Machines

Support vector machines (SVMs) are learning systems based on the statistical learning theory, which are exhibiting good generalization ability on real data sets. Nevertheless, a possible limitation of SVM is that they generate black box models. In this work, a procedure for rule extraction from support vector machines is proposed: the SVM+Prototypes method. This method allows to give explanation ability to SVM. Once determined the decision function by means of a SVM, a clustering algorithm is used to determine prototype vectors for each class. These points are combined with the support vectors using geometric methods to define ellipsoids in the input space, which are later transfers to if-then rules. By using the support vectors we can establish the limits of these regions.