• Title/Summary/Keyword: Causal Machine Learning

Search Result 20, Processing Time 0.026 seconds

Direct Divergence Approximation between Probability Distributions and Its Applications in Machine Learning

  • Sugiyama, Masashi;Liu, Song;du Plessis, Marthinus Christoffel;Yamanaka, Masao;Yamada, Makoto;Suzuki, Taiji;Kanamori, Takafumi
    • Journal of Computing Science and Engineering
    • /
    • v.7 no.2
    • /
    • pp.99-111
    • /
    • 2013
  • Approximating a divergence between two probability distributions from their samples is a fundamental challenge in statistics, information theory, and machine learning. A divergence approximator can be used for various purposes, such as two-sample homogeneity testing, change-point detection, and class-balance estimation. Furthermore, an approximator of a divergence between the joint distribution and the product of marginals can be used for independence testing, which has a wide range of applications, including feature selection and extraction, clustering, object matching, independent component analysis, and causal direction estimation. In this paper, we review recent advances in divergence approximation. Our emphasis is that directly approximating the divergence without estimating probability distributions is more sensible than a naive two-step approach of first estimating probability distributions and then approximating the divergence. Furthermore, despite the overwhelming popularity of the Kullback-Leibler divergence as a divergence measure, we argue that alternatives such as the Pearson divergence, the relative Pearson divergence, and the $L^2$-distance are more useful in practice because of their computationally efficient approximability, high numerical stability, and superior robustness against outliers.

Application of machine learning models for estimating house price (단독주택가격 추정을 위한 기계학습 모형의 응용)

  • Lee, Chang Ro;Park, Key Ho
    • Journal of the Korean Geographical Society
    • /
    • v.51 no.2
    • /
    • pp.219-233
    • /
    • 2016
  • In social science fields, statistical models are used almost exclusively for causal explanation, and explanatory modeling has been a mainstream until now. In contrast, predictive modeling has been rare in the fields. Hence, we focus on constructing the predictive non-parametric model, instead of the explanatory model. Gangnam-gu, Seoul was chosen as a study area and we collected single-family house sales data sold between 2011 and 2014. We applied non-parametric models proposed in machine learning area including generalized additive model(GAM), random forest, multivariate adaptive regression splines(MARS) and support vector machines(SVM). Models developed recently such as MARS and SVM were found to be superior in predictive power for house price estimation. Finally, spatial autocorrelation was accounted for in the non-parametric models additionally, and the result showed that their predictive power was enhanced further. We hope that this study will prompt methodology for property price estimation to be extended from traditional parametric models into non-parametric ones.

  • PDF

Forecasting volatility index by temporal convolutional neural network (Causal temporal convolutional neural network를 이용한 변동성 지수 예측)

  • Ji Won Shin;Dong Wan Shin
    • The Korean Journal of Applied Statistics
    • /
    • v.36 no.2
    • /
    • pp.129-139
    • /
    • 2023
  • Forecasting volatility is essential to avoiding the risk caused by the uncertainties of an financial asset. Complicated financial volatility features such as ambiguity between non-stationarity and stationarity, asymmetry, long-memory, sudden fairly large values like outliers bring great challenges to volatility forecasts. In order to address such complicated features implicity, we consider machine leaning models such as LSTM (1997) and GRU (2014), which are known to be suitable for existing time series forecasting. However, there are the problems of vanishing gradients, of enormous amount of computation, and of a huge memory. To solve these problems, a causal temporal convolutional network (TCN) model, an advanced form of 1D CNN, is also applied. It is confirmed that the overall forecasting power of TCN model is higher than that of the RNN models in forecasting VIX, VXD, and VXN, the daily volatility indices of S&P 500, DJIA, Nasdaq, respectively.

High Suicidal Risk Group of Elderly: Identification of Causal Factors and Development of Predictive Model (자살 고위험군 노인: 원인 파악 및 예측 모델 개발)

  • Gayeon Park;Woosik Shin;Hee-Woong Kim
    • Information Systems Review
    • /
    • v.25 no.3
    • /
    • pp.59-81
    • /
    • 2023
  • Elderly suicide problem has become worse in South Korea. With a rapid aging of the population, the trend of suicide among the elderly is expected to accelerate, preventing elderly suicide has been considered an important societal problem. Thus, we aim to investigate various factors that explain suicidal ideation and to develop a predictive model for suicidal ideation in the context of elderly people in South Korea. To this end, this study contributes to addressing the elderly suicide problem. By using seven-year panel data from the Korea Welfare Panel Survey, we extract various potential causal factors for elderly suicidal ideation based on interpersonal theory of suicide and social disorganization theory. Then a panel logit model was employed to assess the impacts of potential factors on suicidal ideation and deep learning and machine learning algorithms were used to develop a predictive model for suicidal ideation of elderly people. The results of our study provide practical implications for preventing elderly suicide by identifying causal factors of suicidal ideation and a high suicidal risk group of the elderly. This study sheds light on synergy of mixed methodology and provides various academic implications.

A study of Predicting International Gasoline Prices based on Multiple Linear Regression with Economic Indicators (경제지표를 활용한 다중선형회귀 모델 기반 국제 휘발유 가격 예측)

  • Myeongeun Han;Jiyeon Kim;Hyunhee Lee;Sein Kim;Minseo Park
    • The Journal of the Convergence on Culture Technology
    • /
    • v.10 no.1
    • /
    • pp.159-164
    • /
    • 2024
  • The domestic petroleum market is highly sensitive to changes in international oil prices. So, it is important to identify and respond to those changes. In particular, it is necessary to clearly understand the factors causing the price fluctuations of gasoline, which exhibits high consumption. International gasoline prices are influenced by global factors such as gasoline supplies, geopolitical events, and fluctuations in the U.S. dollar. However, previous studies have only focused on gasoline supplies. In this study, we explore the causal relationship between economic indicators and international gasoline prices using various machine learning-based regression models. First, we collect data on various global economic indicators. Second, we perform data preprocessing. Third, we model using Multiple linear regression, Ridge regression, and Lasso(Least Absolute Shrinkage and Selection Operator) regression. The multiple linear regression model showed the highest accuracy at 96.73% in test sets. As a result, Our Multiple linear regression model showed the highest accuracy at 96.73% in test sets. We will expect that our proposed model will be helpful for domestic economic stability and energy policy decisions.

Analyzing K-POP idol popularity factors using music charts and new media data using machine learning (머신러닝을 활용한 음원 차트와 뉴미디어 데이터를 활용한 K-POP 아이돌 인기 요인 분석)

  • Jiwon Choi;Dayeon Jung;Kangkyu Choi;Taein Lim;Daehoon Kim;Jongkyn Jung;Seunmin Rho
    • Journal of Platform Technology
    • /
    • v.12 no.1
    • /
    • pp.55-66
    • /
    • 2024
  • The K-POP market has become influential not only in culture but also in society as a whole, including diplomacy and environmental movements. As a result, various papers have been conducted based on machine learning to identify the success factors of idols by utilizing traditional data such as music and recordings. However, there is a limitation that previous studies have not reflected the influence of new media platforms such as Instagram releases, YouTube shorts, TikTok, Twitter, etc. on the popularity of idols. Therefore, it is difficult to clarify the causal relationship of recent idol success factors because the existing studies do not consider the daily changing media trends. To solve these problems, this paper proposes a data collection system and analysis methodology for idol-related data. By developing a container-based real-time data collection automation system that reflects the specificity of idol data, we secure the stability and scalability of idol data collection and compare and analyze the clusters of successful idols through a K-Means clustering-based outlier detection model. As a result, we were able to identify commonalities among successful idols such as gender, time of success after album release, and association with new media. Through this, it is expected that we can finally plan optimal comeback promotions for each idol, album type, and comeback period to improve the chances of idol success.

  • PDF

Nonstandard Machine Learning Algorithms for Microarray Data Mining

  • Zhang, Byoung-Tak
    • Proceedings of the Korean Society for Bioinformatics Conference
    • /
    • 2001.10a
    • /
    • pp.165-196
    • /
    • 2001
  • DNA chip 또는 microarray는 다수의 유전자 또는 유전자 조각을 (보통 수천내지 수만 개)칩상에 고정시켜 놓고 DNA hybridization 반응을 이용하여 유전자들의 발현 양상을 분석할 수 있는 기술이다. 이러한 high-throughput기술은 예전에는 생각하지 못했던 여러가지 분자생물학의 문제에 대한 해답을 제시해 줄 수 있을 뿐 만 아니라, 분자수준에서의 질병 진단, 신약 개발, 환경 오염 문제의 해결 등 그 응용 가능성이 무한하다. 이 기술의 실용적인 적용을 위해서는 DNA chip을 제작하기 위한 하드웨어/웻웨어 기술 외에도 이러한 데이터로부터 최대한 유용하고 새로운 지식을 창출하기 위한 bioinformatics 기술이 핵심이라고 할 수 있다. 유전자 발현 패턴을 데이터마이닝하는 문제는 크게 clustering, classification, dependency analysis로 구분할 수 있으며 이러한 기술은 통계학과인공지능 기계학습에 기반을 두고 있다. 주로 사용된 기법으로는 principal component analysis, hierarchical clustering, k-means, self-organizing maps, decision trees, multilayer perceptron neural networks, association rules 등이다. 본 세미나에서는 이러한 기본적인 기계학습 기술 외에 최근에 연구되고 있는 새로운 학습 기술로서 probabilistic graphical model (PGM)을 소개하고 이를 DNA chip 데이터 분석에 응용하는 연구를 살펴본다. PGM은 인공신경망, 그래프 이론, 확률 이론이 결합되어 형성된 기계학습 모델로서 인간 두뇌의 기억과 학습 기작에 기반을 두고 있으며 다른 기계학습 모델과의 큰 차이점 중의 하나는 generative model이라는 것이다. 즉 일단 모델이 만들어지면 이것으로부터 새로운 데이터를 생성할 수 있는 능력이 있어서, 만들어진 모델을 검증하고 이로부터 새로운 사실을 추론해 낼 수 있어 biological data mining 문제에서와 같이 새로운 지식을 발견하는 exploratory analysis에 적합하다. 또한probabilistic graphical model은 기존의 신경망 모델과는 달리 deterministic한의사결정이 아니라 확률에 기반한 soft inference를 하고 학습된 모델로부터 관련된 요인들간의 인과관계(causal relationship) 또는 상호의존관계(dependency)를 분석하기에 적합한 장점이 있다. 군체적인 PGM 모델의 예로서, Bayesian network, nonnegative matrix factorization (NMF), generative topographic mapping (GTM)의 구조와 학습 및 추론알고리즘을소개하고 이를 DNA칩 데이터 분석 평가 대회인 CAMDA-2000과 CAMDA-2001에서 사용된cancer diagnosis 문제와 gene-drug dependency analysis 문제에 적용한 결과를 살펴본다.

  • PDF

Adaptation Experience among Hemodialysis of Women with End-Stage Renal Disease (여성 말기신부전 환자의 혈액투석 적응경험)

  • Park, Eui-Jung;Kim, Young-Hae;Son, Hyun-Mi
    • Korean Journal of Adult Nursing
    • /
    • v.27 no.5
    • /
    • pp.493-504
    • /
    • 2015
  • Purpose: This study was a qualitative study to explore and understand the adaptation experiences of hemodialysis among women with End-Stage Renal Disease (ESRD) and to develop a substantive theory using the grounded theory method. Methods: Participants were 15 female patients who underwent hemodialysis for ESRD treatment from three general hospitals. The data were collected through in-depth individual interviews. Results: The adaptation experience of participants was emerged as a process of taking care and enduring. There were four adaptation stages as a negative, despair, receptive, and maintenance period in reference to hemodialysis. The causal conditions were a vague expectations of recovery and refusal to undergo hemodialysis. The core phenomenon was that of confinement to dialysis machine. The contextual conditions for this phenomenon were the loss of femininity. They used action/interaction strategies such as transition their life with a focus on hemodialysis, seeking information, and learning how to take care of their body. Through this process, they had a strong will to live or had sustained their life. Conclusion: These results indicate that there is a need for nurses to understand the different steps of adaptation experiences of the given patient population. It is necessary for nurses to support them to lead their life as much normal as possible and improve the adaptation experience of ESRD.

Domain Knowledge Incorporated Counterfactual Example-Based Explanation for Bankruptcy Prediction Model (부도예측모형에서 도메인 지식을 통합한 반사실적 예시 기반 설명력 증진 방법)

  • Cho, Soo Hyun;Shin, Kyung-shik
    • Journal of Intelligence and Information Systems
    • /
    • v.28 no.2
    • /
    • pp.307-332
    • /
    • 2022
  • One of the most intensively conducted research areas in business application study is a bankruptcy prediction model, a representative classification problem related to loan lending, investment decision making, and profitability to financial institutions. Many research demonstrated outstanding performance for bankruptcy prediction models using artificial intelligence techniques. However, since most machine learning algorithms are "black-box," AI has been identified as a prominent research topic for providing users with an explanation. Although there are many different approaches for explanations, this study focuses on explaining a bankruptcy prediction model using a counterfactual example. Users can obtain desired output from the model by using a counterfactual-based explanation, which provides an alternative case. This study introduces a counterfactual generation technique based on a genetic algorithm (GA) that leverages both domain knowledge (i.e., causal feasibility) and feature importance from a black-box model along with other critical counterfactual variables, including proximity, distribution, and sparsity. The proposed method was evaluated quantitatively and qualitatively to measure the quality and the validity.

A Study of 'Emotion Trigger' by Text Mining Techniques (텍스트 마이닝을 이용한 감정 유발 요인 'Emotion Trigger'에 관한 연구)

  • An, Juyoung;Bae, Junghwan;Han, Namgi;Song, Min
    • Journal of Intelligence and Information Systems
    • /
    • v.21 no.2
    • /
    • pp.69-92
    • /
    • 2015
  • The explosion of social media data has led to apply text-mining techniques to analyze big social media data in a more rigorous manner. Even if social media text analysis algorithms were improved, previous approaches to social media text analysis have some limitations. In the field of sentiment analysis of social media written in Korean, there are two typical approaches. One is the linguistic approach using machine learning, which is the most common approach. Some studies have been conducted by adding grammatical factors to feature sets for training classification model. The other approach adopts the semantic analysis method to sentiment analysis, but this approach is mainly applied to English texts. To overcome these limitations, this study applies the Word2Vec algorithm which is an extension of the neural network algorithms to deal with more extensive semantic features that were underestimated in existing sentiment analysis. The result from adopting the Word2Vec algorithm is compared to the result from co-occurrence analysis to identify the difference between two approaches. The results show that the distribution related word extracted by Word2Vec algorithm in that the words represent some emotion about the keyword used are three times more than extracted by co-occurrence analysis. The reason of the difference between two results comes from Word2Vec's semantic features vectorization. Therefore, it is possible to say that Word2Vec algorithm is able to catch the hidden related words which have not been found in traditional analysis. In addition, Part Of Speech (POS) tagging for Korean is used to detect adjective as "emotional word" in Korean. In addition, the emotion words extracted from the text are converted into word vector by the Word2Vec algorithm to find related words. Among these related words, noun words are selected because each word of them would have causal relationship with "emotional word" in the sentence. The process of extracting these trigger factor of emotional word is named "Emotion Trigger" in this study. As a case study, the datasets used in the study are collected by searching using three keywords: professor, prosecutor, and doctor in that these keywords contain rich public emotion and opinion. Advanced data collecting was conducted to select secondary keywords for data gathering. The secondary keywords for each keyword used to gather the data to be used in actual analysis are followed: Professor (sexual assault, misappropriation of research money, recruitment irregularities, polifessor), Doctor (Shin hae-chul sky hospital, drinking and plastic surgery, rebate) Prosecutor (lewd behavior, sponsor). The size of the text data is about to 100,000(Professor: 25720, Doctor: 35110, Prosecutor: 43225) and the data are gathered from news, blog, and twitter to reflect various level of public emotion into text data analysis. As a visualization method, Gephi (http://gephi.github.io) was used and every program used in text processing and analysis are java coding. The contributions of this study are as follows: First, different approaches for sentiment analysis are integrated to overcome the limitations of existing approaches. Secondly, finding Emotion Trigger can detect the hidden connections to public emotion which existing method cannot detect. Finally, the approach used in this study could be generalized regardless of types of text data. The limitation of this study is that it is hard to say the word extracted by Emotion Trigger processing has significantly causal relationship with emotional word in a sentence. The future study will be conducted to clarify the causal relationship between emotional words and the words extracted by Emotion Trigger by comparing with the relationships manually tagged. Furthermore, the text data used in Emotion Trigger are twitter, so the data have a number of distinct features which we did not deal with in this study. These features will be considered in further study.