• Title/Summary/Keyword: 커널근사

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Failure Probability Calculation Method Using Kriging Metamodel-based Importance Sampling Method (크리깅 근사모델 기반의 중요도 추출법을 이용한 고장확률 계산 방안)

  • Lee, Seunggyu;Kim, Jae Hoon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.41 no.5
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    • pp.381-389
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    • 2017
  • The kernel density was determined based on sampling points obtained in a Markov chain simulation and was assumed to be an important sampling function. A Kriging metamodel was constructed in more detail in the vicinity of a limit state. The failure probability was calculated based on importance sampling, which was performed for the Kriging metamodel. A pre-existing method was modified to obtain more sampling points for a kernel density in the vicinity of a limit state. A stable numerical method was proposed to find a parameter of the kernel density. To assess the completeness of the Kriging metamodel, the possibility of changes in the calculated failure probability due to the uncertainty of the Kriging metamodel was calculated.

Kernel Adatron Algorithm of Support Vector Machine for Function Approximation (함수근사를 위한 서포트 벡터 기계의 커널 애더트론 알고리즘)

  • Seok, Kyung-Ha;Hwang, Chang-Ha
    • The Transactions of the Korea Information Processing Society
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    • v.7 no.6
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    • pp.1867-1873
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    • 2000
  • Function approximation from a set of input-output pairs has numerous applications in scientific and engineering areas. Support vector machine (SVM) is a new and very promising classification, regression and function approximation technique developed by Vapnik and his group at AT&TG Bell Laboratories. However, it has failed to establish itself as common machine learning tool. This is partly due to the fact that this is not easy to implement, and its standard implementation requires the use of optimization package for quadratic programming (QP). In this appear we present simple iterative Kernel Adatron (KA) algorithm for function approximation and compare it with standard SVM algorithm using QP.

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Combining Radar and Rain Gauge Observations Utilizing Gaussian-Process-Based Regression and Support Vector Learning (가우시안 프로세스 기반 함수근사와 서포트 벡터 학습을 이용한 레이더 및 강우계 관측 데이터의 융합)

  • Yoo, Chul-Sang;Park, Joo-Young
    • Journal of the Korean Institute of Intelligent Systems
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    • v.18 no.3
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    • pp.297-305
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    • 2008
  • Recently, kernel methods have attracted great interests in the areas of pattern classification, function approximation, and anomaly detection. The role of the kernel is particularly important in the methods such as SVM(support vector machine) and KPCA(kernel principal component analysis), for it can generalize the conventional linear machines to be capable of efficiently handling nonlinearities. This paper considers the problem of combining radar and rain gauge observations utilizing the regression approach based on the kernel-based gaussian process and support vector learning. The data-assimilation results of the considered methods are reported for the radar and rain gauge observations collected over the region covering parts of Gangwon, Kyungbuk, and Chungbuk provinces of Korea, along with performance comparison.

Quantile regression using asymmetric Laplace distribution (비대칭 라플라스 분포를 이용한 분위수 회귀)

  • Park, Hye-Jung
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.6
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    • pp.1093-1101
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    • 2009
  • Quantile regression has become a more widely used technique to describe the distribution of a response variable given a set of explanatory variables. This paper proposes a novel modelfor quantile regression using doubly penalized kernel machine with support vector machine iteratively reweighted least squares (SVM-IRWLS). To make inference about the shape of a population distribution, the widely popularregression, would be inadequate, if the distribution is not approximately Gaussian. We present a likelihood-based approach to the estimation of the regression quantiles that uses the asymmetric Laplace density.

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Structural Design of Radial Basis function Neural Network(RBFNN) Based on PSO (PSO 기반 RBFNN의 구조적 설계)

  • Seok, Jin-Wook;Kim, Young-Hoon;Oh, Sung-Kwun
    • Proceedings of the IEEK Conference
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    • 2009.05a
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    • pp.381-383
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    • 2009
  • 본 논문에서는 대표적인 시스템 모델링 도구중의 하나인 RBF 뉴럴 네트워크(Radial Basis Function Neural Network)를 설계하고 모델을 최적화하기 위하여 최적화 알고리즘인 PSO(Particle Swarm Optimization) 알고리즘을 이용하였다. 즉, 모델의 최적화에 주요한 영향을 미치는 모델의 파라미터들을 PSO 알고리즘을 이용하여 동정한다. 제안된 RBF 뉴럴 네트워크는 은닉층에서의 활성함수로서 일반적으로 많이 사용되어지는 가우시안 커널함수를 사용한다. 더 나아가 모델의 최적화를 위하여 각 커널함수의 중심값은 HCM 클러스터링에 기반을 두어 중심값을 결정하고, PSO 알고리즘을 통하여 가우시안 커널함수의 분포상수, 은닉층에서의 노드 수 그리고 다수의 입력을 가질 경우 입력의 종류를 동정한다. 제안한 모델의 성능을 평가하기 위해 Mackey-Glass 시계열 공정 데이터를 적용하였으며 제안된 모델의 근사화와 일반화 능력을 분석한다.

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Kernel Pattern Recognition using K-means Clustering Method (K-평균 군집방법을 이요한 가중커널분류기)

  • 백장선;심정욱
    • The Korean Journal of Applied Statistics
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    • v.13 no.2
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    • pp.447-455
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    • 2000
  • We propose a weighted kernel pattern recognition method using the K -means clustering algorithm to reduce computation and storage required for the full kernel classifier. This technique finds a set of reference vectors and weights which are used to approximate the kernel classifier. Since the hierarchical clustering method implemented in the 'Weighted Parzen Window (WP\V) classifier is not able to rearrange the proper clusters, we adopt the K -means algorithm to find reference vectors and weights from the more properly rearranged clusters \Ve find that the proposed method outperforms the \VP\V method for the repre~entativeness of the reference vectors and the data reduction.

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Estimating GARCH models using kernel machine learning (커널기계 기법을 이용한 일반화 이분산자기회귀모형 추정)

  • Hwang, Chang-Ha;Shin, Sa-Im
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.3
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    • pp.419-425
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    • 2010
  • Kernel machine learning is gaining a lot of popularities in analyzing large or high dimensional nonlinear data. We use this technique to estimate a GARCH model for predicting the conditional volatility of stock market returns. GARCH models are usually estimated using maximum likelihood (ML) procedures, assuming that the data are normally distributed. In this paper, we show that GARCH models can be estimated using kernel machine learning and that kernel machine has a higher predicting ability than ML methods and support vector machine, when estimating volatility of financial time series data with fat tail.

Asymptotic optimal bandwidth selection in kernel regression function estimation (커널 회귀함수 추정에서 점근최적인 평활량의 선택에 관한 연구)

  • Seong, Kyoung-Ha;Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.1
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    • pp.19-27
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    • 1998
  • We considered the bandwidth selection method which has asymptotic optimal convergence rate $n^{-1/2}$ in kernel regression function estimation. For the proposed bandwidth selection, we considered Mean Averaged Squared Error as a performance criterion and its Taylor expansion to the fourth order. Then we estimate the bandwidth which minimizes the estimated approximate value of MASE. Finally we show the relative convergence rate between optimal bandwidth and proposed bandwidth.

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Ontology Alignment based on Parse Tree Kernel usig Structural and Semantic Information (구조 및 의미 정보를 활용한 파스 트리 커널 기반의 온톨로지 정렬 방법)

  • Son, Jeong-Woo;Park, Seong-Bae
    • Journal of KIISE:Software and Applications
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    • v.36 no.4
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    • pp.329-334
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    • 2009
  • The ontology alignment has two kinds of major problems. First, the features used for ontology alignment are usually defined by experts, but it is highly possible for some critical features to be excluded from the feature set. Second, the semantic and the structural similarities are usually computed independently, and then they are combined in an ad-hoc way where the weights are determined heuristically. This paper proposes the modified parse tree kernel (MPTK) for ontology alignment. In order to compute the similarity between entities in the ontologies, a tree is adopted as a representation of an ontology. After transforming an ontology into a set of trees, their similarity is computed using MPTK without explicit enumeration of features. In computing the similarity between trees, the approximate string matching is adopted to naturally reflect not only the structural information but also the semantic information. According to a series of experiments with a standard data set, the kernel method outperforms other structural similarities such as GMO. In addition, the proposed method shows the state-of-the-art performance in the ontology alignment.

A Study of Normalized Smoothed Particle Hydrodynamics (정규 완화입자유동법의 고찰)

  • 박정수;이진성;박희덕;김용석;이재민
    • Journal of the Korea Institute of Military Science and Technology
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    • v.6 no.4
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    • pp.89-99
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    • 2003
  • Smoothed particle hydrodynamics, SPH, is a gridless Lagrangian technique which is a useful alternative numerical analysis method to simulate high velocity deformation problems as well as astrophysical and cosmological problems. The SPH method brings about some difficulties such as tensile Instability and stress oscillation. A new SPH method, so called normalized algorithm, was introduced to overcome these difficulties. In this paper we aimed to estimate this method and have developed an one-dimensional normalized SPH program. The high velocity impact model of an aluminum bar has been analysed by using the developed program and a commercial hydrocode, LS-DYNA. The obtained numerical results showed good agreement with the results of the same model in reference. The program also showed more stable results than those of LS-DYNA in stress oscillation. We hopefully expect that the developed one-dimensional normalized SPH program can be used to solve hydrodynamic problems especially for explosive detonation analysis.