• KSCE Journal of Civil and Environmental Engineering Research
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• v.28 no.4B
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• pp.383-392
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• 2008

It is not always easy to estimate the parameters in hydrologic models due to insufficient hydrologic data when hydraulic structures are designed or water resources plan are established. Therefore, uncertainty analysis are inevitably needed to examine reliability for the estimated results. With regard to this point, this study applies a Bayesian Markov Chain Monte Carlo scheme to the NWS-PC rainfall-runoff model that has been widely used, and a case study is performed in Soyang Dam watershed in Korea. The NWS-PC model is calibrated against observed daily runoff, and thirteen parameters in the model are optimized as well as posterior distributions associated with each parameter are derived. The Bayesian Markov Chain Monte Carlo shows a improved result in terms of statistical performance measures and graphical examination. The patterns of runoff can be influenced by various factors and the Bayesian approaches are capable of translating the uncertainties into parameter uncertainties. One could provide against an unexpected runoff event by utilizing information driven by Bayesian methods. Therefore, the rainfall-runoff analysis coupled with the uncertainty analysis can give us an insight in evaluating flood risk and dam size in a reasonable way.

• Journal of KIISE:Software and Applications
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• v.32 no.11
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• pp.1071-1083
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• 2005

By estimating probability distributions of the good solutions in the current population, some researchers try to find the optimal solution more efficiently. Particularly, finite mixtures of distributions have a very useful role in dealing with complex problems. However, it is difficult to choose the number of components in the mixture models and merge superior partial solutions represented by each component. In this paper, we propose a new continuous evolutionary optimization algorithm with distribution estimation by variational Bayesian mixtures of factor analyzers. This technique can estimate the number of mixtures automatically and combine good sub-solutions by sampling new individuals with the latent variables. In a comparison with two probabilistic model-based evolutionary algorithms, the proposed scheme achieves superior performance on the traditional benchmark function optimization. We also successfully estimate the parameters of S-system for the dynamic modeling of biochemical networks.

• Journal of Korea Water Resources Association
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• v.53 no.5
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• pp.383-393
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• 2020

The main objective of this study is to provide a robust model for estimating parameters of the Clark unit hydrograph (UH) using the observed rainfall-runoff data in the Soyangang dam basin. In general, HEC-1 and HEC-HMS models, developed by the Hydrologic Engineering Center, have been widely used to optimize the parameters in Korea. However, these models are heavily reliant on the objective function and sample size during the optimization process. Moreover, the optimization process is carried out on the basis of single rainfall-runoff data, and the process is repeated for other events. Their averaged values over different parameter sets are usually used for practical purposes, leading to difficulties in the accurate simulation of discharge. In this sense, this paper proposed a hierarchical Bayesian model for estimating parameters of the Clark UH model. The proposed model clearly showed better performance in terms of Bayesian inference criterion (BIC). Furthermore, the result of this study reveals that the proposed model can also be applied to different hydrologic fields such as dam design and design flood estimation, including parameter estimation for the probable maximum flood (PMF).

• KIPS Transactions on Software and Data Engineering
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• v.10 no.9
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• pp.339-348
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• 2021

In recent software defect prediction research, defect prediction between cross projects and cross-version projects are actively studied. Cross-version defect prediction studies assume WP(Within-Project) so far. However, in the CV(Cross-Version) environment, the previous work does not consider the distribution difference between project versions is important. In this study, we propose an automated Bayesian optimization framework that considers distribution differences between different versions. Through this, it automatically selects whether to perform transfer learning according to the difference in distribution. This framework is a technique that optimizes the distribution difference between versions, transfer learning, and hyper-parameters of the classifier. We confirmed that the method of automatically selecting whether to perform transfer learning based on the distribution difference is effective through experiments. Moreover, we can see that using our optimization framework is effective in improving performance and, as a result, can reduce software inspection effort. This is expected to support practical quality assurance activities for new version projects in a cross-version project environment.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.17 no.5
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• pp.645-652
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• 2016

The statistical modeling of input random variables is necessary in reliability analysis, reliability-based design optimization, and statistical validation and calibration of analysis models of mechanical systems. In statistical modeling methods, there are the Akaike Information Criterion (AIC), AIC correction (AICc), Bayesian Information Criterion, Maximum Likelihood Estimation (MLE), and Bayesian method. Those methods basically select the best fitted distribution among candidate models by calculating their likelihood function values from a given data set. The number of data or parameters in some methods are considered to identify the distribution types. On the other hand, the engineers in a real field have difficulties in selecting the statistical modeling method to obtain a statistical model of the experimental data because of a lack of knowledge of those methods. In this study, commonly used statistical modeling methods were compared using statistical simulation tests. Their advantages and disadvantages were then analyzed. In the simulation tests, various types of distribution were assumed as populations and the samples were generated randomly from them with different sample sizes. Real engineering data were used to verify each statistical modeling method.

• Journal of the Korean Institute of Intelligent Systems
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• v.26 no.4
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• pp.253-258
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• 2016

This paper proposes a method that utilizes optimization approach for localization of an indoor mobile robot. Bayesian filters which have been widely used for localization of a mobile robot use many control parameters to take the uncertainties in measurement and environment into account. The estimation performance depends on the selection of these parameter values. Also, the performance of the Bayesian filters deteriorate as the non-linearity of the motion and measurement increases. On the other hand, the optimization approach uses fewer control parameters and is less influenced by the non-linearity than the Bayesian methods. This paper compares the localization performance of the proposed method with the performance of the extended Kalman filter to verify the feasibility of the proposed method. Measurements of ranges from beacons of ultrasonic satellite to the robot are used for localization. Mahalanobis distance is used for detection and rejection of outlier in the measurements. The optimization method sets performance index as a function of the measured range values, and finds the optimized estimation of the location through iteration. The method can improve the localization performance and reduce the computation time in corporation with Bayesian filter which provides proper initial location for the iteration.

• Journal of the Korean Society of Manufacturing Process Engineers
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• v.20 no.5
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• pp.55-60
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• 2021

We applied an artificial neural network (ANN) and evaluated surface roughness prediction in lateral milling using an endmill. The selected workpiece was AL6061-T4 to obtain data of surface roughness measurement based on the spindle speed, feed, and depth of cut. The Bayesian optimization algorithm was applied to the number of nodes and the learning rate of each hidden layer to optimize the neural network. Experimental results show that the neural network applied to optimize using the Expected Improvement(EI) algorithm showed the best performance. Additionally, the predicted values do not exactly match during the neural network evaluation; however, the predicted tendency does march. Moreover, it is found that the neural network can be used to predict the surface roughness in the milling of aluminum alloy.

• Proceedings of the Korea Information Processing Society Conference
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• 2020.11a
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• pp.846-849
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• 2020

하이퍼파라미터(초매개변수) 최적화란 모델의 학습에 앞서 미리 설정해야 하는 값인 하이퍼파라미터의 최적값을 탐색하는 문제이다. 이때의 최적값은 학습을 끝낸 모델의 성능을 가능한 최대치로 높이게 하는 값이다. 한편, 최근 모바일 장치를 이용한 포지셔닝 데이터의 대량 수집이 가능해지면서 이를 활용하여 위치 기반 서비스(Location-Based Service)를 위한 데이터 분석 및 예측에 관한 연구가 활발히 이루어졌다. 그중 이동 경로를 이미지로 패턴화하여 국소 지역 내에서 다음 위치를 예측하는 CNN 모델에 대해서 하이퍼파라미터 튜닝을 진행하였다. 결과적으로 베이지안 최적화(Bayesian Optimization)를 통해 모델의 성능을 평균 3.7%, 최대 9.5%까지 개선할 수 있음을 확인하였다.

• Journal of Korea Multimedia Society
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• v.6 no.1
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• pp.136-147
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• 2003

To achieve an optimal performance for a given problem, we need an integrative process of the parameter optimization via learning and the structure optimization via model selection. In this paper, we propose an efficient optimization method for improving generalization performance by considering the property of each sub-method and by combining them with common theoretical properties. First, weight parameters are optimized by natural gradient teaming with adaptive regularization, which uses a diverse error function. Second, the network structure is optimized by eliminating unnecessary parameters with natural pruning. Through iterating these processes, candidate models are constructed and evaluated based on the Bayesian Information Criterion so that an optimal one is finally selected. Through computational experiments on benchmark problems, we confirm the weight parameter and structure optimization performance of the proposed method.

• Smart Structures and Systems
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• v.21 no.5
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• pp.601-609
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• 2018

The estimated probabilistic model of wind data based on the conventional approach may have high discrepancy compared with the true distribution because of the uncertainty caused by the instrument error and limited monitoring data. A sequential quadratic programming (SQP) algorithm-based finite mixture modeling method has been developed in the companion paper and is conducted to formulate the joint probability density function (PDF) of wind speed and direction using the wind monitoring data of the investigated bridge. The established bivariate model of wind speed and direction only represents the features of available wind monitoring data. To characterize the stochastic properties of the wind parameters with the subsequent wind monitoring data, in this study, Bayesian inference approach considering the uncertainty is proposed to update the wind parameters in the bivariate probabilistic model. The slice sampling algorithm of Markov chain Monte Carlo (MCMC) method is applied to establish the multi-dimensional and complex posterior distribution which is analytically intractable. The numerical simulation examples for univariate and bivariate models are carried out to verify the effectiveness of the proposed method. In addition, the proposed Bayesian inference approach is used to update and optimize the parameters in the bivariate model using the wind monitoring data from the investigated bridge. The results indicate that the proposed Bayesian inference approach is feasible and can be employed to predict the bivariate distribution of wind speed and direction with limited monitoring data.