Scenario Discovery via Rule Extraction

Scenario discovery is the process of finding areas of interest, commonly referred to as scenarios, in data spaces resulting from simulations. For instance, one might search for conditions - which are inputs of the simulation model - where the system under investigation is unstable. A commonly used algorithm for scenario discovery is PRIM. It yields scenarios in the form of hyper-rectangles which are human-comprehensible. When the simulation model has many inputs, and the simulations are computationally expensive, PRIM may not produce good results, given the affordable volume of data. So we propose a new procedure for scenario discovery - we train an intermediate statistical model which generalizes fast, and use it to label (a lot of) data for PRIM. We provide the statistical intuition behind our idea. Our experimental study shows that this method is much better than PRIM itself. Specifically, our method reduces the number of simulations runs necessary by 75% on average.