• Title/Summary/Keyword: Cross validation

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Kernel method for autoregressive data

  • Shim, Joo-Yong;Lee, Jang-Taek
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.5
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    • pp.949-954
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    • 2009
  • The autoregressive process is applied in this paper to kernel regression in order to infer nonlinear models for predicting responses. We propose a kernel method for the autoregressive data which estimates the mean function by kernel machines. We also present the model selection method which employs the cross validation techniques for choosing the hyper-parameters which affect the performance of kernel regression. Artificial and real examples are provided to indicate the usefulness of the proposed method for the estimation of mean function in the presence of autocorrelation between data.

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Censored Kernel Ridge Regression

  • Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.1045-1052
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    • 2005
  • This paper deals with the estimations of kernel ridge regression when the responses are subject to randomly right censoring. The weighted data are formed by redistributing the weights of the censored data to the uncensored data. Then kernel ridge regression can be taken up with the weighted data. The hyperparameters of model which affect the performance of the proposed procedure are selected by a generalized approximate cross validation(GACV) function. Experimental results are then presented which indicate the performance of the proposed procedure.

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e-SVR using IRWLS Procedure

  • Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.1087-1094
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    • 2005
  • e-insensitive support vector regression(e-SVR) is capable of providing more complete description of the linear and nonlinear relationships among random variables. In this paper we propose an iterative reweighted least squares(IRWLS) procedure to solve the quadratic problem of e-SVR with a modified loss function. Furthermore, we introduce the generalized approximate cross validation function to select the hyperparameters which affect the performance of e-SVR. Experimental results are then presented which illustrate the performance of the IRWLS procedure for e-SVR.

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Semisupervised support vector quantile regression

  • Seok, Kyungha
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.2
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    • pp.517-524
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    • 2015
  • Unlabeled examples are easier and less expensive to be obtained than labeled examples. In this paper semisupervised approach is used to utilize such examples in an effort to enhance the predictive performance of nonlinear quantile regression problems. We propose a semisupervised quantile regression method named semisupervised support vector quantile regression, which is based on support vector machine. A generalized approximate cross validation method is used to choose the hyper-parameters that affect the performance of estimator. The experimental results confirm the successful performance of the proposed S2SVQR.

Mixed Effects Kernel Binomial Regression

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1327-1334
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    • 2008
  • Mixed effect binomial regression models are widely used for analysis of correlated count data in which the response is the result of a series of one of two possible disjoint outcomes. In this paper, we consider kernel extensions with nonparametric fixed effects and parametric random effects. The estimation is through the penalized likelihood method based on kernel trick, and our focus is on the efficient computation and the effective hyperparameter selection. For the selection of hyperparameters, cross-validation techniques are employed. Examples illustrating usage and features of the proposed method are provided.

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Mixed-effects LS-SVR for longitudinal dat

  • Cho, Dae-Hyeon
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.2
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    • pp.363-369
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    • 2010
  • In this paper we propose a mixed-effects least squares support vector regression (LS-SVR) for longitudinal data. We add a random-effect term in the optimization function of LS-SVR to take random effects into LS-SVR for analyzing longitudinal data. We also present the model selection method that employs generalized cross validation function for choosing the hyper-parameters which affect the performance of the mixed-effects LS-SVR. A simulated example is provided to indicate the usefulness of mixed-effect method for analyzing longitudinal data.

Support vector quantile regression for longitudinal data

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.2
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    • pp.309-316
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    • 2010
  • Support vector quantile regression (SVQR) is capable of providing more complete description of the linear and nonlinear relationships among response and input variables. In this paper we propose a weighted SVQR for the longitudinal data. Furthermore, we introduce the generalized approximate cross validation function to select the hyperparameters which affect the performance of SVQR. Experimental results are the presented, which illustrate the performance of the proposed SVQR.

SVC with Modified Hinge Loss Function

  • Lee, Sang-Bock
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.3
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    • pp.905-912
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    • 2006
  • Support vector classification(SVC) provides more complete description of the linear and nonlinear relationships between input vectors and classifiers. In this paper we propose to solve the optimization problem of SVC with a modified hinge loss function, which enables to use an iterative reweighted least squares(IRWLS) procedure. We also introduce the approximate cross validation function to select the hyperparameters which affect the performance of SVC. Experimental results are then presented which illustrate the performance of the proposed procedure for classification.

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Kernel Machine for Poisson Regression

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.3
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    • pp.767-772
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    • 2007
  • A kernel machine is proposed as an estimating procedure for the linear and nonlinear Poisson regression, which is based on the penalized negative log-likelihood. The proposed kernel machine provides the estimate of the mean function of the response variable, where the canonical parameter is related to the input vector in a nonlinear form. The generalized cross validation(GCV) function of MSE-type is introduced to determine hyperparameters which affect the performance of the machine. Experimental results are then presented which indicate the performance of the proposed machine.

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A Study on Cross-Cultural Validation of Web-Based User Information Satisfaction (Flow) Measurement Model (웹기반 정보시스템 이용자정보만족도(Flow) 측정모델의 교차문화 검증에 관한 연구)

  • Jung, Jin-Taek
    • Journal of Digital Convergence
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    • v.6 no.2
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    • pp.157-164
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    • 2008
  • The current research utilized as its target population who are current users of web based information system in Korea. The research validated the dimensions by studying he constructs within the context of the web based information system user population. Correlation was found between Flow dimensions retained as components of a ross-Cultural Model. It was determined that these two dimensions-Intrinsic Interest and Control-are significant predictors of user success. The Cross-Cultural Model was validated, and it is therefore suggested as a basis for further study of user success indicators in he cross-cultural enterprise environment.

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