• Title/Summary/Keyword: GBM (gradient boosting machine)

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Investigating the performance of different decomposition methods in rainfall prediction from LightGBM algorithm

  • Narimani, Roya;Jun, Changhyun;Nezhad, Somayeh Moghimi;Parisouj, Peiman
    • Proceedings of the Korea Water Resources Association Conference
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    • 2022.05a
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    • pp.150-150
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    • 2022
  • This study investigates the roles of decomposition methods on high accuracy in daily rainfall prediction from light gradient boosting machine (LightGBM) algorithm. Here, empirical mode decomposition (EMD) and singular spectrum analysis (SSA) methods were considered to decompose and reconstruct input time series into trend terms, fluctuating terms, and noise components. The decomposed time series from EMD and SSA methods were used as input data for LightGBM algorithm in two hybrid models, including empirical mode-based light gradient boosting machine (EMDGBM) and singular spectrum analysis-based light gradient boosting machine (SSAGBM), respectively. A total of four parameters (i.e., temperature, humidity, wind speed, and rainfall) at a daily scale from 2003 to 2017 is used as input data for daily rainfall prediction. As results from statistical performance indicators, it indicates that the SSAGBM model shows a better performance than the EMDGBM model and the original LightGBM algorithm with no decomposition methods. It represents that the accuracy of LightGBM algorithm in rainfall prediction was improved with the SSA method when using multivariate dataset.

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Predicting of the Severity of Car Traffic Accidents on a Highway Using Light Gradient Boosting Model (LightGBM 알고리즘을 활용한 고속도로 교통사고심각도 예측모델 구축)

  • Lee, Hyun-Mi;Jeon, Gyo-Seok;Jang, Jeong-Ah
    • The Journal of the Korea institute of electronic communication sciences
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    • v.15 no.6
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    • pp.1123-1130
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    • 2020
  • This study aims to classify the severity in car crashes using five classification learning models. The dataset used in this study contains 21,013 vehicle crashes, obtained from Korea Expressway Corporation, between the year of 2015-2017 and the LightGBM(Light Gradient Boosting Model) performed well with the highest accuracy. LightGBM, the number of involved vehicles, type of accident, incident location, incident lane type, types of accidents, types of vehicles involved in accidents were shown as priority factors. Based on the results of this model, the establishment of a management strategy for response of highway traffic accident should be presented through a consistent prediction process of accident severity level. This study identifies applicability of Machine Learning Models for Predicting of the Severity of Car Traffic Accidents on a Highway and suggests that various machine learning techniques based on big data that can be used in the future.

A LightGBM and XGBoost Learning Method for Postoperative Critical Illness Key Indicators Analysis

  • Lei Han;Yiziting Zhu;Yuwen Chen;Guoqiong Huang;Bin Yi
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.17 no.8
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    • pp.2016-2029
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    • 2023
  • Accurate prediction of critical illness is significant for ensuring the lives and health of patients. The selection of indicators affects the real-time capability and accuracy of the prediction for critical illness. However, the diversity and complexity of these indicators make it difficult to find potential connections between them and critical illnesses. For the first time, this study proposes an indicator analysis model to extract key indicators from the preoperative and intraoperative clinical indicators and laboratory results of critical illnesses. In this study, preoperative and intraoperative data of heart failure and respiratory failure are used to verify the model. The proposed model processes the datum and extracts key indicators through four parts. To test the effectiveness of the proposed model, the key indicators are used to predict the two critical illnesses. The classifiers used in the prediction are light gradient boosting machine (LightGBM) and eXtreme Gradient Boosting (XGBoost). The predictive performance using key indicators is better than that using all indicators. In the prediction of heart failure, LightGBM and XGBoost have sensitivities of 0.889 and 0.892, and specificities of 0.939 and 0.937, respectively. For respiratory failure, LightGBM and XGBoost have sensitivities of 0.709 and 0.689, and specificity of 0.936 and 0.940, respectively. The proposed model can effectively analyze the correlation between indicators and postoperative critical illness. The analytical results make it possible to find the key indicators for postoperative critical illnesses. This model is meaningful to assist doctors in extracting key indicators in time and improving the reliability and efficiency of prediction.

A Comparative Analysis of Ensemble Learning-Based Classification Models for Explainable Term Deposit Subscription Forecasting (설명 가능한 정기예금 가입 여부 예측을 위한 앙상블 학습 기반 분류 모델들의 비교 분석)

  • Shin, Zian;Moon, Jihoon;Rho, Seungmin
    • The Journal of Society for e-Business Studies
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    • v.26 no.3
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    • pp.97-117
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    • 2021
  • Predicting term deposit subscriptions is one of representative financial marketing in banks, and banks can build a prediction model using various customer information. In order to improve the classification accuracy for term deposit subscriptions, many studies have been conducted based on machine learning techniques. However, even if these models can achieve satisfactory performance, utilizing them is not an easy task in the industry when their decision-making process is not adequately explained. To address this issue, this paper proposes an explainable scheme for term deposit subscription forecasting. For this, we first construct several classification models using decision tree-based ensemble learning methods, which yield excellent performance in tabular data, such as random forest, gradient boosting machine (GBM), extreme gradient boosting (XGB), and light gradient boosting machine (LightGBM). We then analyze their classification performance in depth through 10-fold cross-validation. After that, we provide the rationale for interpreting the influence of customer information and the decision-making process by applying Shapley additive explanation (SHAP), an explainable artificial intelligence technique, to the best classification model. To verify the practicality and validity of our scheme, experiments were conducted with the bank marketing dataset provided by Kaggle; we applied the SHAP to the GBM and LightGBM models, respectively, according to different dataset configurations and then performed their analysis and visualization for explainable term deposit subscriptions.

Prediction of Soil Moisture with Open Source Weather Data and Machine Learning Algorithms (공공 기상데이터와 기계학습 모델을 이용한 토양수분 예측)

  • Jang, Young-bin;Jang, Ik-hoon;Choe, Young-chan
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.22 no.1
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    • pp.1-12
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    • 2020
  • As one of the essential resources in the agricultural process, soil moisture has been carefully managed by predicting future changes and deficits. In recent years, statistics and machine learning based approach to predict soil moisture has been preferred in academia for its generalizability and ease of use in the field. However, little is known that machine learning based soil moisture prediction is applicable in the situation of South Korea. In this sense, this paper aims to examine 1) whether publicly available weather data generated in South Korea has sufficient quality to predict soil moisture, 2) which machine learning algorithm would perform best in the situation of South Korea, and 3) whether a single machine learning model could be generally applicable in various regions. We used various machine learning methods such as Support Vector Machines (SVM), Random Forest (RF), Extremely Randomized Trees (ET), Gradient Boosting Machines (GBM), and Deep Feedforward Network (DFN) to predict future soil moisture in Andong, Boseong, Cheolwon, Suncheon region with open source weather data. As a result, GBM model showed the lowest prediction error in every data set we used (R squared: 0.96, RMSE: 1.8). Furthermore, GBM showed the lowest variance of prediction error between regions which indicates it has the highest generalizability.

Performance Analysis of Trading Strategy using Gradient Boosting Machine Learning and Genetic Algorithm

  • Jang, Phil-Sik
    • Journal of the Korea Society of Computer and Information
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    • v.27 no.11
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    • pp.147-155
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    • 2022
  • In this study, we developed a system to dynamically balance a daily stock portfolio and performed trading simulations using gradient boosting and genetic algorithms. We collected various stock market data from stocks listed on the KOSPI and KOSDAQ markets, including investor-specific transaction data. Subsequently, we indexed the data as a preprocessing step, and used feature engineering to modify and generate variables for training. First, we experimentally compared the performance of three popular gradient boosting algorithms in terms of accuracy, precision, recall, and F1-score, including XGBoost, LightGBM, and CatBoost. Based on the results, in a second experiment, we used a LightGBM model trained on the collected data along with genetic algorithms to predict and select stocks with a high daily probability of profit. We also conducted simulations of trading during the period of the testing data to analyze the performance of the proposed approach compared with the KOSPI and KOSDAQ indices in terms of the CAGR (Compound Annual Growth Rate), MDD (Maximum Draw Down), Sharpe ratio, and volatility. The results showed that the proposed strategies outperformed those employed by the Korean stock market in terms of all performance metrics. Moreover, our proposed LightGBM model with a genetic algorithm exhibited competitive performance in predicting stock price movements.

An Energy Consumption Prediction Model for Smart Factory Using Data Mining Algorithms (데이터 마이닝 기반 스마트 공장 에너지 소모 예측 모델)

  • Sathishkumar, VE;Lee, Myeongbae;Lim, Jonghyun;Kim, Yubin;Shin, Changsun;Park, Jangwoo;Cho, Yongyun
    • KIPS Transactions on Software and Data Engineering
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    • v.9 no.5
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    • pp.153-160
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    • 2020
  • Energy Consumption Predictions for Industries has a prominent role to play in the energy management and control system as dynamic and seasonal changes are occurring in energy demand and supply. This paper introduces and explores the steel industry's predictive models of energy consumption. The data used includes lagging and leading reactive power lagging and leading current variable, emission of carbon dioxide (tCO2) and load type. Four statistical models are trained and tested in the test set: (a) Linear Regression (LR), (b) Radial Kernel Support Vector Machine (SVM RBF), (c) Gradient Boosting Machine (GBM), and (d) Random Forest (RF). Root Mean Squared Error (RMSE), Mean Absolute Error (MAE) and Mean Absolute Percentage Error (MAPE) are used for calculating regression model predictive performance. When using all the predictors, the best model RF can provide RMSE value 7.33 in the test set.

Comparative studies of different machine learning algorithms in predicting the compressive strength of geopolymer concrete

  • Sagar Paruthi;Ibadur Rahman;Asif Husain
    • Computers and Concrete
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    • v.32 no.6
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    • pp.607-613
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    • 2023
  • The objective of this work is to determine the compressive strength of geopolymer concrete utilizing four distinct machine learning approaches. These techniques are known as gradient boosting machine (GBM), generalized linear model (GLM), extremely randomized trees (XRT), and deep learning (DL). Experimentation is performed to collect the data that is then utilized for training the models. Compressive strength is the response variable, whereas curing days, curing temperature, silica fume, and nanosilica concentration are the different input parameters that are taken into consideration. Several kinds of errors, including root mean square error (RMSE), coefficient of correlation (CC), variance account for (VAF), RMSE to observation's standard deviation ratio (RSR), and Nash-Sutcliffe effectiveness (NSE), were computed to determine the effectiveness of each algorithm. It was observed that, among all the models that were investigated, the GBM is the surrogate model that can predict the compressive strength of the geopolymer concrete with the highest degree of precision.

Attack Detection and Classification Method Using PCA and LightGBM in MQTT-based IoT Environment (MQTT 기반 IoT 환경에서의 PCA와 LightGBM을 이용한 공격 탐지 및 분류 방안)

  • Lee Ji Gu;Lee Soo Jin;Kim Young Won
    • Convergence Security Journal
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    • v.22 no.4
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    • pp.17-24
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    • 2022
  • Recently, machine learning-based cyber attack detection and classification research has been actively conducted, achieving a high level of detection accuracy. However, low-spec IoT devices and large-scale network traffic make it difficult to apply machine learning-based detection models in IoT environment. Therefore, In this paper, we propose an efficient IoT attack detection and classification method through PCA(Principal Component Analysis) and LightGBM(Light Gradient Boosting Model) using datasets collected in a MQTT(Message Queuing Telementry Transport) IoT protocol environment that is also used in the defense field. As a result of the experiment, even though the original dataset was reduced to about 15%, the performance was almost similar to that of the original. It also showed the best performance in comparative evaluation with the four dimensional reduction techniques selected in this paper.

Using Mechanical Learning Analysis of Determinants of Housing Sales and Establishment of Forecasting Model (기계학습을 활용한 주택매도 결정요인 분석 및 예측모델 구축)

  • Kim, Eun-mi;Kim, Sang-Bong;Cho, Eun-seo
    • Journal of Cadastre & Land InformatiX
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    • v.50 no.1
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    • pp.181-200
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    • 2020
  • This study used the OLS model to estimate the determinants affecting the tenure of a home and then compared the predictive power of each model with SVM, Decision Tree, Random Forest, Gradient Boosting, XGBooest and LightGBM. There is a difference from the preceding study in that the Stacking model, one of the ensemble models, can be used as a base model to establish a more predictable model to identify the volume of housing transactions in the housing market. OLS analysis showed that sales profits, housing prices, the number of household members, and the type of residential housing (detached housing, apartments) affected the period of housing ownership, and compared the predictability of the machine learning model with RMSE, the results showed that the machine learning model had higher predictability. Afterwards, the predictive power was compared by applying each machine learning after rebuilding the data with the influencing variables, and the analysis showed the best predictive power of Random Forest. In addition, the most predictable Random Forest, Decision Tree, Gradient Boosting, and XGBooost models were applied as individual models, and the Stacking model was constructed using Linear, Ridge, and Lasso models as meta models. As a result of the analysis, the RMSE value in the Ridge model was the lowest at 0.5181, thus building the highest predictive model.