Robust learning of large-scale fuzzy cognitive maps via the lasso from noisy time series

Fuzzy cognitive maps (FCMs) have been used to describe and model the behavior of complex systems. Learning large-scale FCMs from a small amount of data without any a priori knowledge remains an outstanding problem. In particular, a significant challenge arises when limited amounts of data are accompanied by noise. Here, we develop a framework based on the least absolute shrinkage and selection operator (lasso), a convex optimization method, to...