• Journal of Korea Multimedia Society
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• v.23 no.8
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• pp.1019-1029
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• 2020

In this paper, we propose a novel knowledge distillation algorithm to create an compressed deep ensemble network coupled with the combined use of local and global features of face images. In order to transfer the capability of high-level recognition performances of the ensemble deep networks to a single deep network, the probability for class prediction, which is the softmax output of the ensemble network, is used as soft target for training a single deep network. By applying the knowledge distillation algorithm, the local feature informations obtained by training the deep ensemble network using facial subregions of the face image as input are transmitted to a single deep network to create a so-called compressed ensemble DCNN. The experimental results demonstrate that our proposed compressed ensemble deep network can maintain the recognition performance of the complex ensemble deep networks and is superior to the recognition performance of a single deep network. In addition, our proposed method can significantly reduce the storage(memory) space and execution time, compared to the conventional ensemble deep networks developed for face recognition.

• Journal of Intelligence and Information Systems
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• v.22 no.1
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• pp.139-157
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• 2016

Bankruptcy involves considerable costs, so it can have significant effects on a country's economy. Thus, bankruptcy prediction is an important issue. Over the past several decades, many researchers have addressed topics associated with bankruptcy prediction. Early research on bankruptcy prediction employed conventional statistical methods such as univariate analysis, discriminant analysis, multiple regression, and logistic regression. Later on, many studies began utilizing artificial intelligence techniques such as inductive learning, neural networks, and case-based reasoning. Currently, ensemble models are being utilized to enhance the accuracy of bankruptcy prediction. 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 the generalization ability of the classifier. Base classifiers in the ensemble must be as accurate and diverse as possible in order to enhance the generalization ability of an ensemble model. Commonly used methods for constructing ensemble classifiers include bagging, boosting, and random subspace. The random subspace method selects a random feature subset for each classifier from the original feature space to diversify the base classifiers of an ensemble. Each ensemble member is trained by a randomly chosen feature subspace from the original feature set, and predictions from each ensemble member are combined by an aggregation method. The k-nearest neighbors (KNN) classifier is robust with respect to variations in the dataset but is very sensitive to changes in the feature space. For this reason, KNN is a good classifier for the random subspace method. The KNN random subspace ensemble model has been shown to be very effective for improving an individual KNN model. The k parameter of KNN base classifiers and selected feature subsets for base classifiers play an important role in determining the performance of the KNN ensemble model. However, few studies have focused on optimizing the k parameter and feature subsets of base classifiers in the ensemble. This study proposed a new ensemble method that improves upon the performance KNN ensemble model by optimizing both k parameters and feature subsets of base classifiers. A genetic algorithm was used to optimize the KNN ensemble model and improve the prediction accuracy of the ensemble model. The proposed model was applied to a bankruptcy prediction problem by using a real dataset from Korean companies. The research data included 1800 externally non-audited firms that filed for bankruptcy (900 cases) or non-bankruptcy (900 cases). Initially, the dataset consisted of 134 financial ratios. Prior to the experiments, 75 financial ratios were selected based on an independent sample t-test of each financial ratio as an input variable and bankruptcy or non-bankruptcy as an output variable. Of these, 24 financial ratios were selected by using a logistic regression backward feature selection method. The complete dataset was separated into two parts: training and validation. The training dataset was further divided into two portions: one for the training model and the other to avoid overfitting. The prediction accuracy against this dataset was used to determine the fitness value in order to avoid overfitting. The validation dataset was used to evaluate the effectiveness of the final model. A 10-fold cross-validation was implemented to compare the performances of the proposed model and other models. To evaluate the effectiveness of the proposed model, the classification accuracy of the proposed model was compared with that of other models. The Q-statistic values and average classification accuracies of base classifiers were investigated. The experimental results showed that the proposed model outperformed other models, such as the single model and random subspace ensemble model.

• Journal of the Korean Data and Information Science Society
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• v.27 no.2
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• pp.549-557
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• 2016

In this paper we propose multiclassification method for large data sets by ensembling least squares support vector machines (LS-SVM) with principal components instead of raw input vector. We use the revised one-vs-all method for multiclassification, which is one of voting scheme based on combining several binary classifications. The revised one-vs-all method is performed by using the hat matrix of LS-SVM ensemble, which is obtained by ensembling LS-SVMs trained using each random sample from the whole large training data. The leave-one-out cross validation (CV) function is used for the optimal values of hyper-parameters which affect the performance of multiclass LS-SVM ensemble. We present the generalized cross validation function to reduce computational burden of leave-one-out CV functions. Experimental results from real data sets are then obtained to illustrate the performance of the proposed multiclass LS-SVM ensemble.

• 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.

• The KIPS Transactions:PartB
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• v.14B no.4
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• pp.303-310
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• 2007

In machine learning, the ensemble classifier that is a set of classifiers have been introduced for higher accuracy than individual classifiers. We propose a new ensemble learning method that employs a set of region based classifiers. To show the performance of the proposed method. we compared its performance with that of bagging and boosting, which ard existing ensemble methods. Since the distribution of data can be different in different regions in the feature space, we split the data and generate classifiers based on each region and apply a weighted voting among the classifiers. We used 11 data sets from the UCI Machine Learning Repository to compare the performance of our new ensemble method with that of individual classifiers as well as existing ensemble methods such as bagging and boosting. As a result, we found that our method produced improved performance, particularly when the base learner is Naive Bayes or SVM.

• Journal of KIISE:Computing Practices and Letters
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• v.15 no.2
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• pp.135-139
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• 2009

We present a new ensemble learning method that employs the set of region experts, each of which learns to handle a subset of the training data. We split the training data and generate experts for different regions in the feature space. When classifying a data, we apply a weighted voting among the experts that include the data in their region. We used ten datasets to compare the performance of our new ensemble method with that of single classifiers as well as other ensemble methods such as Bagging and Adaboost. We used SMO, Naive Bayes and C4.5 as base learning algorithms. As a result, we found that the performance of our method is comparable to that of Adaboost and Bagging when the base learner is C4.5. In the remaining cases, our method outperformed the benchmark methods.

• 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.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.10 no.3
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• pp.97-102
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• 2010

The purpose of medical data mining for efficient algorithms and techniques throughout the various diseases is to increase the reliability of estimates to classify. Previous studies, an algorithm based on a single model, and even the existence of the model to better predict the classification accuracy of multi-model ensemble-based research techniques are being applied. In this paper, the higher the medical data to predict the reliability of the existing scope of the ensemble technique applied to the I-ENSEMBLE offers. Data for the diagnosis of hypothyroidism is the result of applying the experimental technique, a representative ensemble Bagging, Boosting, Stacking technique significantly improved accuracy compared to all existing, respectively. In addition, compared to traditional single-model techniques and ensemble techniques Multi modeling when applied to represent the effects were more pronounced.

• Journal of Intelligence and Information Systems
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• v.16 no.4
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• pp.99-112
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• 2010

Ensemble learning is a method for improving the performance of classification and prediction algorithms. It is a method for finding a highly accurateclassifier on the training set by constructing and combining an ensemble of weak classifiers, each of which needs only to be moderately accurate on the training set. Ensemble learning has received considerable attention from machine learning and artificial intelligence fields because of its remarkable performance improvement and flexible integration with the traditional learning algorithms such as decision tree (DT), neural networks (NN), and SVM, etc. In those researches, all of DT ensemble studies have demonstrated impressive improvements in the generalization behavior of DT, while NN and SVM ensemble studies have not shown remarkable performance as shown in DT ensembles. Recently, several works have reported that the performance of ensemble can be degraded where multiple classifiers of an ensemble are highly correlated with, and thereby result in multicollinearity problem, which leads to performance degradation of the ensemble. They have also proposed the differentiated learning strategies to cope with performance degradation problem. Hansen and Salamon (1990) insisted that it is necessary and sufficient for the performance enhancement of an ensemble that the ensemble should contain diverse classifiers. Breiman (1996) explored that ensemble learning can increase the performance of unstable learning algorithms, but does not show remarkable performance improvement on stable learning algorithms. Unstable learning algorithms such as decision tree learners are sensitive to the change of the training data, and thus small changes in the training data can yield large changes in the generated classifiers. Therefore, ensemble with unstable learning algorithms can guarantee some diversity among the classifiers. To the contrary, stable learning algorithms such as NN and SVM generate similar classifiers in spite of small changes of the training data, and thus the correlation among the resulting classifiers is very high. This high correlation results in multicollinearity problem, which leads to performance degradation of the ensemble. Kim,s work (2009) showedthe performance comparison in bankruptcy prediction on Korea firms using tradition prediction algorithms such as NN, DT, and SVM. It reports that stable learning algorithms such as NN and SVM have higher predictability than the unstable DT. Meanwhile, with respect to their ensemble learning, DT ensemble shows the more improved performance than NN and SVM ensemble. Further analysis with variance inflation factor (VIF) analysis empirically proves that performance degradation of ensemble is due to multicollinearity problem. It also proposes that optimization of ensemble is needed to cope with such a problem. This paper proposes a hybrid system for coverage optimization of NN ensemble (CO-NN) in order to improve the performance of NN ensemble. Coverage optimization is a technique of choosing a sub-ensemble from an original ensemble to guarantee the diversity of classifiers in coverage optimization process. CO-NN uses GA which has been widely used for various optimization problems to deal with the coverage optimization problem. The GA chromosomes for the coverage optimization are encoded into binary strings, each bit of which indicates individual classifier. The fitness function is defined as maximization of error reduction and a constraint of variance inflation factor (VIF), which is one of the generally used methods to measure multicollinearity, is added to insure the diversity of classifiers by removing high correlation among the classifiers. We use Microsoft Excel and the GAs software package called Evolver. Experiments on company failure prediction have shown that CO-NN is effectively applied in the stable performance enhancement of NNensembles through the choice of classifiers by considering the correlations of the ensemble. The classifiers which have the potential multicollinearity problem are removed by the coverage optimization process of CO-NN and thereby CO-NN has shown higher performance than a single NN classifier and NN ensemble at 1% significance level, and DT ensemble at 5% significance level. However, there remain further research issues. First, decision optimization process to find optimal combination function should be considered in further research. Secondly, various learning strategies to deal with data noise should be introduced in more advanced further researches in the future.

• The Korean Journal of Applied Statistics
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• v.32 no.2
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• pp.319-330
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• 2019

Forecasting the electricity consumption through analyzing the past electricity consumption a advantageous for energy planing and policy. Machine learning is widely used as a method to predict electricity consumption. Among them, ensemble learning is a method to avoid the overfitting of models and reduce variance to improve prediction accuracy. However, ensemble learning applied to daily data shows the disadvantages of predicting a center value without showing a peak due to the characteristics of ensemble learning. In this study, we overcome the shortcomings of ensemble learning by considering the temperature trend. We compare nine models and propose a model using random forest with the linear trend of temperature.