• Title/Summary/Keyword: Ensemble

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Bankruptcy prediction using ensemble SVM model (앙상블 SVM 모형을 이용한 기업 부도 예측)

  • Choi, Ha Na;Lim, Dong Hoon
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1113-1125
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    • 2013
  • Corporate bankruptcy prediction has been an important topic in the accounting and finance field for a long time. Several data mining techniques have been used for bankruptcy prediction. However, there are many limits for application to real classification problem with a single model. This study proposes ensemble SVM (support vector machine) model which assembles different SVM models with each different kernel functions. Our ensemble model is made and evaluated by v-fold cross-validation approach. The k top performing models are recruited into the ensemble. The classification is then carried out using the majority voting opinion of the ensemble. In this paper, we investigate the performance of ensemble SVM classifier in terms of accuracy, error rate, sensitivity, specificity, ROC curve, and AUC to compare with single SVM classifiers based on financial ratios dataset and simulation dataset. The results confirmed the advantages of our method: It is robust while providing good performance.

Improving an Ensemble Model by Optimizing Bootstrap Sampling (부트스트랩 샘플링 최적화를 통한 앙상블 모형의 성능 개선)

  • Min, Sung-Hwan
    • Journal of Internet Computing and Services
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    • v.17 no.2
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    • pp.49-57
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    • 2016
  • Ensemble classification involves combining multiple classifiers to obtain more accurate predictions than those obtained using individual models. Ensemble learning techniques are known to be very useful for improving prediction accuracy. Bagging is one of the most popular ensemble learning techniques. Bagging has been known to be successful in increasing the accuracy of prediction of the individual classifiers. Bagging draws bootstrap samples from the training sample, applies the classifier to each bootstrap sample, and then combines the predictions of these classifiers to get the final classification result. Bootstrap samples are simple random samples selected from the original training data, so not all bootstrap samples are equally informative, due to the randomness. In this study, we proposed a new method for improving the performance of the standard bagging ensemble by optimizing bootstrap samples. A genetic algorithm is used to optimize bootstrap samples of the ensemble for improving prediction accuracy of the ensemble model. The proposed model is applied to a bankruptcy prediction problem using a real dataset from Korean companies. The experimental results showed the effectiveness of the proposed model.

Ensemble Design of Machine Learning Technigues: Experimental Verification by Prediction of Drifter Trajectory (앙상블을 이용한 기계학습 기법의 설계: 뜰개 이동경로 예측을 통한 실험적 검증)

  • Lee, Chan-Jae;Kim, Yong-Hyuk
    • Asia-pacific Journal of Multimedia Services Convergent with Art, Humanities, and Sociology
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    • v.8 no.3
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    • pp.57-67
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    • 2018
  • The ensemble is a unified approach used for getting better performance by using multiple algorithms in machine learning. In this paper, we introduce boosting and bagging, which have been widely used in ensemble techniques, and design a method using support vector regression, radial basis function network, Gaussian process, and multilayer perceptron. In addition, our experiment was performed by adding a recurrent neural network and MOHID numerical model. The drifter data used for our experimental verification consist of 683 observations in seven regions. The performance of our ensemble technique is verified by comparison with four algorithms each. As verification, mean absolute error was adapted. The presented methods are based on ensemble models using bagging, boosting, and machine learning. The error rate was calculated by assigning the equal weight value and different weight value to each unit model in ensemble. The ensemble model using machine learning showed 61.7% improvement compared to the average of four machine learning technique.

Ensemble approach for improving prediction in kernel regression and classification

  • Han, Sunwoo;Hwang, Seongyun;Lee, Seokho
    • Communications for Statistical Applications and Methods
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    • v.23 no.4
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    • pp.355-362
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    • 2016
  • Ensemble methods often help increase prediction ability in various predictive models by combining multiple weak learners and reducing the variability of the final predictive model. In this work, we demonstrate that ensemble methods also enhance the accuracy of prediction under kernel ridge regression and kernel logistic regression classification. Here we apply bagging and random forests to two kernel-based predictive models; and present the procedure of how bagging and random forests can be embedded in kernel-based predictive models. Our proposals are tested under numerous synthetic and real datasets; subsequently, they are compared with plain kernel-based predictive models and their subsampling approach. Numerical studies demonstrate that ensemble approach outperforms plain kernel-based predictive models.

A New Chemosensing Ensemble for Colorimetric Detection of Oxalate in Water

  • Tang, Li-Jun;Liu, Ming-Hui
    • Bulletin of the Korean Chemical Society
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    • v.31 no.11
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    • pp.3159-3162
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    • 2010
  • To realize highly selective recognition of oxalate in water, a new chemosensing ensemble that behaves highly selective colorimetric recognition of oxalate in water at pH 7.4 has been developed. The ensemble was constructed by a pyrrole containing mononuclear copper complex and chromeazurol S. The ensemble shows a highly selective recognition of oxalate through an obvious color change from blue to yellow upon the addition of oxalate, whereas, other dicarboxylates such as malonate, succinate, fumarate, maleate, glutarate, adipate, phthalate, isophthalate and terephthalate do not induce any noticeable color changes. The oxalate recognition process is not significantly affected by other coexisting dicarboxylate.

Design and Implementation of Ensemble Multiplexer for Terrestrial DMB Conditional Access Service (지상파 DMB 제한수신 서비스용 앙상블 다중화기 설계 및 구현)

  • Lee, Yong-Hoon;Lee, Jin-Hwan;Ahn, Chung-Hyun;Lee, Soo-In;Kim, Nam
    • Proceedings of the IEEK Conference
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    • 2006.06a
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    • pp.457-458
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    • 2006
  • This paper propose design and implementation methods of ensemble multiplexer which is the purpose of Terrestrial DMB Conditional Access Service. Also transmit ensemble stream which is scrambled through the proposed ensemble multiplexer, by descrambling or decoding received stream as the scramble mode which is applicated through receiving verfication platform and by desplaying it, verificate the performance of ensemble multiplexer.

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Predicting stock price direction by using data mining methods : Emphasis on comparing single classifiers and ensemble classifiers

  • Eo, Kyun Sun;Lee, Kun Chang
    • Journal of the Korea Society of Computer and Information
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    • v.22 no.11
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    • pp.111-116
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    • 2017
  • This paper proposes a data mining approach to predicting stock price direction. Stock market fluctuates due to many factors. Therefore, predicting stock price direction has become an important issue in the field of stock market analysis. However, in literature, there are few studies applying data mining approaches to predicting the stock price direction. To contribute to literature, this paper proposes comparing single classifiers and ensemble classifiers. Single classifiers include logistic regression, decision tree, neural network, and support vector machine. Ensemble classifiers we consider are adaboost, random forest, bagging, stacking, and vote. For the sake of experiments, we garnered dataset from Korea Stock Exchange (KRX) ranging from 2008 to 2015. Data mining experiments using WEKA revealed that random forest, one of ensemble classifiers, shows best results in terms of metrics such as AUC (area under the ROC curve) and accuracy.

Ensemble Methods Applied to Classification Problem

  • Kim, ByungJoo
    • International Journal of Internet, Broadcasting and Communication
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    • v.11 no.1
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    • pp.47-53
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    • 2019
  • The idea of ensemble learning is to train multiple models, each with the objective to predict or classify a set of results. Most of the errors from a model's learning are from three main factors: variance, noise, and bias. By using ensemble methods, we're able to increase the stability of the final model and reduce the errors mentioned previously. By combining many models, we're able to reduce the variance, even when they are individually not great. In this paper we propose an ensemble model and applied it to classification problem. In iris, Pima indian diabeit and semiconductor fault detection problem, proposed model classifies well compared to traditional single classifier that is logistic regression, SVM and random forest.

Ensemble Deep Learning Features for Real-World Image Steganalysis

  • Zhou, Ziling;Tan, Shunquan;Zeng, Jishen;Chen, Han;Hong, Shaobin
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.14 no.11
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    • pp.4557-4572
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    • 2020
  • The Alaska competition provides an opportunity to study the practical problems of real-world steganalysis. Participants are required to solve steganalysis involving various embedding schemes, inconsistency JPEG Quality Factor and various processing pipelines. In this paper, we propose a method to ensemble multiple deep learning steganalyzers. We select SRNet and RESDET as our base models. Then we design a three-layers model ensemble network to fuse these base models and output the final prediction. By separating the three colors channels for base model training and feature replacement strategy instead of simply merging features, the performance of the model ensemble is greatly improved. The proposed method won second place in the Alaska 1 competition in the end.

Automatic Fruit Grading Using Stacking Ensemble Model Based on Visual and Physical Features (시각적 특징과 물리적 특징에 기반한 스태킹 앙상블 모델을 이용한 과일의 자동 선별)

  • Kim, Min-Ki
    • Journal of Korea Multimedia Society
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    • v.25 no.10
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    • pp.1386-1394
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    • 2022
  • As consumption of high-quality fruits increases and sales and packaging units become smaller, the demand for automatic fruit grading systems is increasing. Compared to other crops, the quality of fruit is determined by visual characteristics such as shape, color, and scratches, rather than just physical size and weight. Accordingly, this study presents a CNN model that can effectively extract and classify the visual features of fruits and a perceptron that classifies fruits using physical features, and proposes a stacking ensemble model that can effectively combine the classification results of these two neural networks. The experiments with AI Hub public data show that the stacking ensemble model is effective for grading fruits. However, the ensemble model does not always improve the performance of classifying all the fruit grading. So, it is necessary to adapt the model according to the kind of fruit.