• Smart Media Journal
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• v.11 no.3
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• pp.9-17
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• 2022

Algorithmic trading, which uses algorithms to trade financial products, has a problem in that the results are not stable due to many factors in the market. To alleviate this problem, ensemble techniques that combine trading algorithms have been proposed. However, there are several problems with this ensemble method. First, the trading algorithm may not be selected so as to satisfy the minimum performance requirement (more than random) of the algorithm included in the ensemble, which is a necessary requirement of the ensemble. Second, there is no guarantee that an ensemble model that performed well in the past will perform well in the future. In order to solve these problems, a method for selecting trading algorithms included in the ensemble model is proposed as follows. Based on past data, we measure the contribution of the trading algorithms included in the ensemble models with high performance. However, for contributions based only on this historical data, since there are not enough past data and the uncertainty of the past data is not reflected, the contribution distribution is approximated using the Dirichlet distribution, and the contribution values are sampled from the contribution distribution to reflect the uncertainty. Based on the contribution distribution of the trading algorithm obtained from the past data, the Transformer is trained to predict the future contribution. Trading algorithms with high predicted future contribution are selected and included in the ensemble model. Through experiments, it was proved that the proposed ensemble method showed superior performance compared to the existing ensemble methods.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.14 no.7
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• pp.2957-2980
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• 2020

Ensemble clustering commonly integrates multiple basic partitions to obtain a more accurate clustering result than a single partition. Specifically, it exists an inevitable problem that the incomplete transformation from the original space to the integrated space. In this paper, a novel ensemble clustering algorithm using a newly reconstructed mapping coefficient (ECRMC) is proposed. In the algorithm, a newly reconstructed mapping coefficient between objects and micro-clusters is designed based on the principle of increasing information entropy to enhance effective information. This can reduce the information loss in the transformation from micro-clusters to the original space. Then the correlation of the micro-clusters is creatively calculated by the Spearman coefficient. Therefore, the revised co-association graph between objects can be built more accurately because the supplementary information can well ensure the completeness of the whole conversion process. Experiment results demonstrate that the ECRMC clustering algorithm has high performance, effectiveness, and feasibility.

• IEMEK Journal of Embedded Systems and Applications
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• v.15 no.4
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• pp.197-204
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• 2020

The ImageNet dataset is a large scale dataset and contains various natural scene images. In this paper, we propose a convolutional neural network (CNN)-based weighted ensemble technique for the ImageNet classification task. First, in order to fuse several models, our technique uses weights for each model, unlike the existing average-based ensemble technique. Then we propose an algorithm that automatically finds the coefficients used in later ensemble process. Our algorithm sequentially selects the model with the best performance of the validation set, and then obtains a weight that improves performance when combined with existing selected models. We applied the proposed algorithm to a total of 13 heterogeneous models, and as a result, 5 models were selected. These selected models were combined with weights, and we achieved 3.297% Top-5 error rate on the ImageNet test dataset.

• Journal of Positioning, Navigation, and Timing
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• v.10 no.3
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• pp.197-206
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• 2021

We compared two typical ensemble time scale algorithms; AT1 and Kalman filter. Four commercial atomic clocks composed of two hydrogen masers and two cesium atomic clocks provided measurement data to the algorithms. The allocation of relative weights to the clocks is important to generate a stable ensemble time. A 30 day-average-weight model, which was obtained from the average Allan variance of each clock, was applied to the AT1 algorithm. For the reduced Kalman filter (Kred) algorithm, we gave the same weights to the two hydrogen masers. We also compared the frequency stabilities of the outcome from the algorithms when the frequency offsets and/or the frequency drift offsets estimated by the algorithms were corrected or not corrected by the KRISS-made primary frequency standard, KRISS-F1. We found that the Kred algorithm is more effective to generate a stable ensemble time scale in the long-term, and the algorithm also generates much enhanced short-term stability when the frequency offset is used for the calculation of the Allan deviation instead of the phase offset.

• Journal of information and communication convergence engineering
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• v.11 no.4
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• pp.258-267
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• 2013

New incremental learning algorithm using extended data expression, based on probabilistic compounding, is presented in this paper. Incremental learning algorithm generates an ensemble of weak classifiers and compounds these classifiers to a strong classifier, using a weighted majority voting, to improve classification performance. We introduce new probabilistic weighted majority voting founded on extended data expression. In this case class distribution of the output is used to compound classifiers. UChoo, a decision tree classifier for extended data expression, is used as a base classifier, as it allows obtaining extended output expression that defines class distribution of the output. Extended data expression and UChoo classifier are powerful techniques in classification and rule refinement problem. In this paper extended data expression is applied to obtain probabilistic results with probabilistic majority voting. To show performance advantages, new algorithm is compared with Learn++, an incremental ensemble-based algorithm.

• International Journal of Internet, Broadcasting and Communication
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• v.10 no.4
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• pp.50-64
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• 2018

This paper describes a visual object detection approach utilizing ensemble based machine learning. Object detection methods employing 1D features have the benefit of fast calculation speed. However, for real image with complex background, detection accuracy and performance are degraded. In this paper, we propose an ensemble learning algorithm that combines a 1D feature classifier and 2D DNF (Disjunctive Normal Form) classifier to improve the object detection performance in a single input image. Also, to improve the computing efficiency and accuracy, we propose a feature selecting method to reduce the computing time and ensemble algorithm by combining the 1D features and 2D DNF features. In the verification experiments, we selected the Haar-like feature as the 1D image descriptor, and demonstrated the performance of the algorithm on a few datasets such as face and vehicle.

• Communications for Statistical Applications and Methods
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• v.29 no.6
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• pp.629-640
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• 2022

Variable selection is one of the most crucial tasks in supervised learning, such as regression and classification. The best subset selection is straightforward and optimal but not practically applicable unless the number of predictors is small. In this article, we propose directly solving the best subset selection via the genetic algorithm (GA), a popular stochastic optimization algorithm based on the principle of Darwinian evolution. To further improve the variable selection performance, we propose to run multiple GA to solve the best subset selection and then synthesize the results, which we call ensemble GA (EGA). The EGA significantly improves variable selection performance. In addition, the proposed method is essentially the best subset selection and hence applicable to a variety of models with different selection criteria. We compare the proposed EGA to existing variable selection methods under various models, including linear regression, Poisson regression, and Cox regression for survival data. Both simulation and real data analysis demonstrate the promising performance of the proposed method.

• The KIPS Transactions:PartB
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• v.14B no.5
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• pp.369-376
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• 2007

This paper proposes a hybrid genetic algorithm(HGA) for the classifier ensemble selection. HGA is added a local search operation for increasing the fine-turning of local area. This paper apply hybrid and simple genetic algorithms(SGA) to the classifier ensemble selection problem in order to show the superiority of HGA. And this paper propose two methods(SSO: Sequential Search Operations, CSO: Combinational Search Operations) of local search operation of hybrid genetic algorithm. Experimental results show that the HGA has better searching capability than SGA. The experiments show that the CSO considering the correlation among classifiers is better than the SSO.

• Journal of KIISE:Software and Applications
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• v.34 no.9
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• pp.857-868
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• 2007

The good classifier ensemble should have a high complementarity among classifiers in order to produce a high recognition rate and its size is small in order to be efficient. This paper proposes a classifier ensemble selection algorithm with coarse-to-fine stages. for the algorithm to be successful, the original classifier pool should be sufficiently diverse. This paper produces a large classifier pool by combining several different classification algorithms and lots of feature subsets. The aim of the coarse selection is to reduce the size of classifier pool with little sacrifice of recognition performance. The fine selection finds near-optimal ensemble using genetic algorithms. A hybrid genetic algorithm with improved searching capability is also proposed. The experimentation uses the worldwide handwritten numeral databases. The results showed that the proposed algorithm is superior to the conventional ones.

• Journal of Institute of Control, Robotics and Systems
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• v.16 no.1
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• pp.96-100
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• 2010

This paper proposes novel genetic design of optimal classifier ensemble for vehicle detection using Genetic Algorithm with Varying Population Size (GAVaPS). Recently, many classifiers are used in classifier ensemble to deal with tremendous amounts of data. However the problem has a exponential large search space due to the increasing the number of classifier pool. To solve this problem, we employ the GAVaPS which outperforms comparison with simple genetic algorithm (SGA). Experiments are performed to demonstrate the efficiency of the proposed method.