• Title/Summary/Keyword: Ensemble learning

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Optimizing SVM Ensembles Using Genetic Algorithms in Bankruptcy Prediction

  • Kim, Myoung-Jong;Kim, Hong-Bae;Kang, Dae-Ki
    • Journal of information and communication convergence engineering
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    • v.8 no.4
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    • pp.370-376
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    • 2010
  • Ensemble learning is a method for improving the performance of classification and prediction algorithms. However, its performance can be degraded due to multicollinearity problem where multiple classifiers of an ensemble are highly correlated with. This paper proposes genetic algorithm-based optimization techniques of SVM ensemble to solve multicollinearity problem. Empirical results with bankruptcy prediction on Korea firms indicate that the proposed optimization techniques can improve the performance of SVM ensemble.

A New Incremental Learning Algorithm with Probabilistic Weights Using Extended Data Expression

  • Yang, Kwangmo;Kolesnikova, Anastasiya;Lee, Won Don
    • 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.

An Efficient Deep Learning Ensemble Using a Distribution of Label Embedding

  • Park, Saerom
    • Journal of the Korea Society of Computer and Information
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    • v.26 no.1
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    • pp.27-35
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    • 2021
  • In this paper, we propose a new stacking ensemble framework for deep learning models which reflects the distribution of label embeddings. Our ensemble framework consists of two phases: training the baseline deep learning classifier, and training the sub-classifiers based on the clustering results of label embeddings. Our framework aims to divide a multi-class classification problem into small sub-problems based on the clustering results. The clustering is conducted on the label embeddings obtained from the weight of the last layer of the baseline classifier. After clustering, sub-classifiers are constructed to classify the sub-classes in each cluster. From the experimental results, we found that the label embeddings well reflect the relationships between classification labels, and our ensemble framework can improve the classification performance on a CIFAR 100 dataset.

Development of Deep Learning Ensemble Modeling for Cryptocurrency Price Prediction : Deep 4-LSTM Ensemble Model (암호화폐 가격 예측을 위한 딥러닝 앙상블 모델링 : Deep 4-LSTM Ensemble Model)

  • Choi, Soo-bin;Shin, Dong-hoon;Yoon, Sang-Hyeak;Kim, Hee-Woong
    • Journal of Information Technology Services
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    • v.19 no.6
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    • pp.131-144
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    • 2020
  • As the blockchain technology attracts attention, interest in cryptocurrency that is received as a reward is also increasing. Currently, investments and transactions are continuing with the expectation and increasing value of cryptocurrency. Accordingly, prediction for cryptocurrency price has been attempted through artificial intelligence technology and social sentiment analysis. The purpose of this paper is to develop a deep learning ensemble model for predicting the price fluctuations and one-day lag price of cryptocurrency based on the design science research method. This paper intends to perform predictive modeling on Ethereum among cryptocurrencies to make predictions more efficiently and accurately than existing models. Therefore, it collects data for five years related to Ethereum price and performs pre-processing through customized functions. In the model development stage, four LSTM models, which are efficient for time series data processing, are utilized to build an ensemble model with the optimal combination of hyperparameters found in the experimental process. Then, based on the performance evaluation scale, the superiority of the model is evaluated through comparison with other deep learning models. The results of this paper have a practical contribution that can be used as a model that shows high performance and predictive rate for cryptocurrency price prediction and price fluctuations. Besides, it shows academic contribution in that it improves the quality of research by following scientific design research procedures that solve scientific problems and create and evaluate new and innovative products in the field of information systems.

Development of Highway Traffic Information Prediction Models Using the Stacking Ensemble Technique Based on Cross-validation (스태킹 앙상블 기법을 활용한 고속도로 교통정보 예측모델 개발 및 교차검증에 따른 성능 비교)

  • Yoseph Lee;Seok Jin Oh;Yejin Kim;Sung-ho Park;Ilsoo Yun
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.22 no.6
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    • pp.1-16
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    • 2023
  • Accurate traffic information prediction is considered to be one of the most important aspects of intelligent transport systems(ITS), as it can be used to guide users of transportation facilities to avoid congested routes. Various deep learning models have been developed for accurate traffic prediction. Recently, ensemble techniques have been utilized to combine the strengths and weaknesses of various models in various ways to improve prediction accuracy and stability. Therefore, in this study, we developed and evaluated a traffic information prediction model using various deep learning models, and evaluated the performance of the developed deep learning models as a stacking ensemble. The individual models showed error rates within 10% for traffic volume prediction and 3% for speed prediction. The ensemble model showed higher accuracy compared to other models when no cross-validation was performed, and when cross-validation was performed, it showed a uniform error rate in long-term forecasting.

Research on Insurance Claim Prediction Using Ensemble Learning-Based Dynamic Weighted Allocation Model (앙상블 러닝 기반 동적 가중치 할당 모델을 통한 보험금 예측 인공지능 연구)

  • Jong-Seok Choi
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.17 no.4
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    • pp.221-228
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    • 2024
  • Predicting insurance claims is a key task for insurance companies to manage risks and maintain financial stability. Accurate insurance claim predictions enable insurers to set appropriate premiums, reduce unexpected losses, and improve the quality of customer service. This study aims to enhance the performance of insurance claim prediction models by applying ensemble learning techniques. The predictive performance of models such as Random Forest, Gradient Boosting Machine (GBM), XGBoost, Stacking, and the proposed Dynamic Weighted Ensemble (DWE) model were compared and analyzed. Model performance was evaluated using Mean Absolute Error (MAE), Mean Squared Error (MSE), and the Coefficient of Determination (R2). Experimental results showed that the DWE model outperformed others in terms of evaluation metrics, achieving optimal predictive performance by combining the prediction results of Random Forest, XGBoost, LR, and LightGBM. This study demonstrates that ensemble learning techniques are effective in improving the accuracy of insurance claim predictions and suggests the potential utilization of AI-based predictive models in the insurance industry.

Comparative characteristic of ensemble machine learning and deep learning models for turbidity prediction in a river (딥러닝과 앙상블 머신러닝 모형의 하천 탁도 예측 특성 비교 연구)

  • Park, Jungsu
    • Journal of Korean Society of Water and Wastewater
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    • v.35 no.1
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    • pp.83-91
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    • 2021
  • The increased turbidity in rivers during flood events has various effects on water environmental management, including drinking water supply systems. Thus, prediction of turbid water is essential for water environmental management. Recently, various advanced machine learning algorithms have been increasingly used in water environmental management. Ensemble machine learning algorithms such as random forest (RF) and gradient boosting decision tree (GBDT) are some of the most popular machine learning algorithms used for water environmental management, along with deep learning algorithms such as recurrent neural networks. In this study GBDT, an ensemble machine learning algorithm, and gated recurrent unit (GRU), a recurrent neural networks algorithm, are used for model development to predict turbidity in a river. The observation frequencies of input data used for the model were 2, 4, 8, 24, 48, 120 and 168 h. The root-mean-square error-observations standard deviation ratio (RSR) of GRU and GBDT ranges between 0.182~0.766 and 0.400~0.683, respectively. Both models show similar prediction accuracy with RSR of 0.682 for GRU and 0.683 for GBDT. The GRU shows better prediction accuracy when the observation frequency is relatively short (i.e., 2, 4, and 8 h) where GBDT shows better prediction accuracy when the observation frequency is relatively long (i.e. 48, 120, 160 h). The results suggest that the characteristics of input data should be considered to develop an appropriate model to predict turbidity.

Optimization of Random Subspace Ensemble for Bankruptcy Prediction (재무부실화 예측을 위한 랜덤 서브스페이스 앙상블 모형의 최적화)

  • Min, Sung-Hwan
    • Journal of Information Technology Services
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    • v.14 no.4
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    • pp.121-135
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    • 2015
  • Ensemble classification is to utilize multiple classifiers instead of using a single classifier. Recently ensemble classifiers have attracted much attention in data mining community. Ensemble learning techniques has been proved to be very useful for improving the prediction accuracy. Bagging, boosting and random subspace are the most popular ensemble methods. In random subspace, each base classifier is trained on a randomly chosen feature subspace of the original feature space. The outputs of different base classifiers are aggregated together usually by a simple majority vote. In this study, we applied the random subspace method to the bankruptcy problem. Moreover, we proposed a method for optimizing the random subspace ensemble. The genetic algorithm was used to optimize classifier subset of random subspace ensemble for bankruptcy prediction. This paper applied the proposed genetic algorithm based random subspace ensemble model to the bankruptcy prediction problem using a real data set and compared it with other models. Experimental results showed the proposed model outperformed the other models.

Gait Type Classification Using Multi-modal Ensemble Deep Learning Network

  • Park, Hee-Chan;Choi, Young-Chan;Choi, Sang-Il
    • Journal of the Korea Society of Computer and Information
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    • v.27 no.11
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    • pp.29-38
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    • 2022
  • This paper proposes a system for classifying gait types using an ensemble deep learning network for gait data measured by a smart insole equipped with multi-sensors. The gait type classification system consists of a part for normalizing the data measured by the insole, a part for extracting gait features using a deep learning network, and a part for classifying the gait type by inputting the extracted features. Two kinds of gait feature maps were extracted by independently learning networks based on CNNs and LSTMs with different characteristics. The final ensemble network classification results were obtained by combining the classification results. For the seven types of gait for adults in their 20s and 30s: walking, running, fast walking, going up and down stairs, and going up and down hills, multi-sensor data was classified into a proposed ensemble network. As a result, it was confirmed that the classification rate was higher than 90%.

Fail Prediction of DRAM Module Outgoing Quality Assurance Inspection using Ensemble Learning Algorithm (앙상블 학습을 이용한 DRAM 모듈 출하 품질보증 검사 불량 예측)

  • Kim, Min-Seok;Baek, Jun-Geol
    • IE interfaces
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    • v.25 no.2
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    • pp.178-186
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    • 2012
  • The DRAM module is an important part of servers, workstations and personal computer. Its malfunction causes a lot of damage on customer system. Therefore, customers demand the highest quality products. The company applies DRAM module Outgoing Quality Assurance Inspection(OQA) to secures the highest quality. It is the key process to decides shipment of products through sample inspection method with customer oriented tests. High fraction of defectives entering to OQA causes inevitable high quality cost. This article proposes the application of ensemble learning to classify the lot status to minimize the ratio of wrong decision in OQA, observing a potential in reducing the wrong decision.