응용통계연구 (The Korean Journal of Applied Statistics)

  • 제28권1호
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  • Pages.9-21
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  • 2015
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  • 1225-066X(pISSN)
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  • 2383-5818(eISSN)
한국통계학회 (The Korean Statistical Society)
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불균형 자료의 분류분석을 위한 가중 L1-norm SVM

Weighted L1-Norm Support Vector Machine for the Classification of Highly Imbalanced Data

  • 투고 : 2014.09.18
  • 심사 : 2015.01.13
  • 발행 : 2015.02.28
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⟨ 이전 논문 다음 논문 ⟩

초록

SVM은 높은 수준의 분류 정확도와 유연성을 바탕으로 다양한 분야의 분류분석에서 널리 사용되고 있다. 그러나 집단별 개체수가 상이한 불균형 자료의 분류분석에서 SVM은 다수집단으로 편향되게 분류함수를 추정하므로 소수집단의 분류 정확도가 심각하게 감소하게 된다. 불균형 자료의 분류분석을 위하여 집단별 오분류 비용을 차등 적용하는 가중 $L_2$-norm SVM이 개발되었으나, 이는 릿지 형태의 벌칙함수를 사용하므로 분류함수의 추정에서 불필요한 잡음변수의 제거에는 효율적이지 못하다. 따라서 본 논문에서는 라소 형태의 별칙함수를 사용하고 훈련개체의 오분류 비용을 차등적으로 부여함으로서 불균형 자료의 분류분석에서 변수선택의 기능을 지니는 가중 $L_1$-norm SVM을 제안하였으며, 모의실험과 실제자료의 분석을 통하여 제안한 방법론의 효율적인 성능과 유용성을 확인하였다.

The support vector machine has been successfully applied to various classification areas due to its flexibility and a high level of classification accuracy. However, when analyzing imbalanced data with uneven class sizes, the classification accuracy of SVM may drop significantly in predicting minority class because the SVM classifiers are undesirably biased toward the majority class. The weighted $L_2$-norm SVM was developed for the analysis of imbalanced data; however, it cannot identify irrelevant input variables due to the characteristics of the ridge penalty. Therefore, we propose the weighted $L_1$-norm SVM, which uses lasso penalty to select important input variables and weights to differentiate the misclassification of data points between classes. We demonstrate the satisfactory performance of the proposed method through simulation studies and a real data analysis.

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참고문헌

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피인용 문헌

  1. Hierarchically penalized support vector machine for the classication of imbalanced data with grouped variables vol.29, pp.5, 2016, https://doi.org/10.5351/KJAS.2016.29.5.961