• Title/Summary/Keyword: Ensemble-based algorithm

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Time Series Forecasting Based on Modified Ensemble Algorithm (시계열 예측의 변형된 ENSEMBLE ALGORITHM)

  • Kim Yon Hyong;Kim Jae Hoon
    • The Korean Journal of Applied Statistics
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    • v.18 no.1
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    • pp.137-146
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    • 2005
  • Neural network is one of the most notable technique. It usually provides more powerful forecasting models than the traditional time series techniques. Employing the Ensemble technique in forecasting model, one should provide a initial distribution. Usually the uniform distribution is assumed so that the initialization is noninformative. However, it would be expected a sequential informative initialization based on data rather than the uniform initialization gives further reduction in forecasting error. In this note, a modified Ensemble algorithm using sequential initial probability is developed. The sequential distribution is designed to have much weight on the recent data.

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 Study on Classification Performance Analysis of Convolutional Neural Network using Ensemble Learning Algorithm (앙상블 학습 알고리즘을 이용한 컨벌루션 신경망의 분류 성능 분석에 관한 연구)

  • Park, Sung-Wook;Kim, Jong-Chan;Kim, Do-Yeon
    • Journal of Korea Multimedia Society
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    • v.22 no.6
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    • pp.665-675
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    • 2019
  • In this paper, we compare and analyze the classification performance of deep learning algorithm Convolutional Neural Network(CNN) ac cording to ensemble generation and combining techniques. We used several CNN models(VGG16, VGG19, DenseNet121, DenseNet169, DenseNet201, ResNet18, ResNet34, ResNet50, ResNet101, ResNet152, GoogLeNet) to create 10 ensemble generation combinations and applied 6 combine techniques(average, weighted average, maximum, minimum, median, product) to the optimal combination. Experimental results, DenseNet169-VGG16-GoogLeNet combination in ensemble generation, and the product rule in ensemble combination showed the best performance. Based on this, it was concluded that ensemble in different models of high benchmarking scores is another way to get good results.

CNN-based Weighted Ensemble Technique for ImageNet Classification (대용량 이미지넷 인식을 위한 CNN 기반 Weighted 앙상블 기법)

  • Jung, Heechul;Choi, Min-Kook;Kim, Junkwang;Kwon, Soon;Jung, Wooyoung
    • 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.

Ensemble trading algorithm Using Dirichlet distribution-based model contribution prediction (디리클레 분포 기반 모델 기여도 예측을 이용한 앙상블 트레이딩 알고리즘)

  • Jeong, Jae Yong;Lee, Ju Hong;Choi, Bum Ghi;Song, Jae Won
    • 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.

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.

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.

Ensemble techniques and hybrid intelligence algorithms for shear strength prediction of squat reinforced concrete walls

  • Mohammad Sadegh Barkhordari;Leonardo M. Massone
    • Advances in Computational Design
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    • v.8 no.1
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    • pp.37-59
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    • 2023
  • Squat reinforced concrete (SRC) shear walls are a critical part of the structure for both office/residential buildings and nuclear structures due to their significant role in withstanding seismic loads. Despite this, empirical formulae in current design standards and published studies demonstrate a considerable disparity in predicting SRC wall shear strength. The goal of this research is to develop and evaluate hybrid and ensemble artificial neural network (ANN) models. State-of-the-art population-based algorithms are used in this research for hybrid intelligence algorithms. Six models are developed, including Honey Badger Algorithm (HBA) with ANN (HBA-ANN), Hunger Games Search with ANN (HGS-ANN), fitness-distance balance coyote optimization algorithm (FDB-COA) with ANN (FDB-COA-ANN), Averaging Ensemble (AE) neural network, Snapshot Ensemble (SE) neural network, and Stacked Generalization (SG) ensemble neural network. A total of 434 test results of SRC walls is utilized to train and assess the models. The results reveal that the SG model not only minimizes prediction variance but also produces predictions (with R2= 0.99) that are superior to other models.

Genetic Algorithm based Hybrid Ensemble Model (유전자 알고리즘 기반 통합 앙상블 모형)

  • Min, Sung-Hwan
    • Journal of Information Technology Applications and Management
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    • v.23 no.1
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    • pp.45-59
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    • 2016
  • An ensemble classifier is a method that combines output of multiple classifiers. It has been widely accepted that ensemble classifiers can improve the prediction accuracy. Recently, ensemble techniques have been successfully applied to the bankruptcy prediction. Bagging and random subspace are the most popular ensemble techniques. Bagging and random subspace have proved to be very effective in improving the generalization ability respectively. However, there are few studies which have focused on the integration of bagging and random subspace. In this study, we proposed a new hybrid ensemble model to integrate bagging and random subspace method using genetic algorithm for improving the performance of the model. The proposed model is applied to the bankruptcy prediction for Korean companies and compared with other models in this study. The experimental results showed that the proposed model performs better than the other models such as the single classifier, the original ensemble model and the simple hybrid model.

Extreme Learning Machine Ensemble Using Bagging for Facial Expression Recognition

  • Ghimire, Deepak;Lee, Joonwhoan
    • Journal of Information Processing Systems
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    • v.10 no.3
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    • pp.443-458
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    • 2014
  • An extreme learning machine (ELM) is a recently proposed learning algorithm for a single-layer feed forward neural network. In this paper we studied the ensemble of ELM by using a bagging algorithm for facial expression recognition (FER). Facial expression analysis is widely used in the behavior interpretation of emotions, for cognitive science, and social interactions. This paper presents a method for FER based on the histogram of orientation gradient (HOG) features using an ELM ensemble. First, the HOG features were extracted from the face image by dividing it into a number of small cells. A bagging algorithm was then used to construct many different bags of training data and each of them was trained by using separate ELMs. To recognize the expression of the input face image, HOG features were fed to each trained ELM and the results were combined by using a majority voting scheme. The ELM ensemble using bagging improves the generalized capability of the network significantly. The two available datasets (JAFFE and CK+) of facial expressions were used to evaluate the performance of the proposed classification system. Even the performance of individual ELM was smaller and the ELM ensemble using a bagging algorithm improved the recognition performance significantly.