• 제목/요약/키워드: Gradient boosting(XGBoost)

검색결과 59건 처리시간 0.026초

Improved prediction of soil liquefaction susceptibility using ensemble learning algorithms

  • Satyam Tiwari;Sarat K. Das;Madhumita Mohanty;Prakhar
    • Geomechanics and Engineering
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    • 제37권5호
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    • pp.475-498
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    • 2024
  • The prediction of the susceptibility of soil to liquefaction using a limited set of parameters, particularly when dealing with highly unbalanced databases is a challenging problem. The current study focuses on different ensemble learning classification algorithms using highly unbalanced databases of results from in-situ tests; standard penetration test (SPT), shear wave velocity (Vs) test, and cone penetration test (CPT). The input parameters for these datasets consist of earthquake intensity parameters, strong ground motion parameters, and in-situ soil testing parameters. liquefaction index serving as the binary output parameter. After a rigorous comparison with existing literature, extreme gradient boosting (XGBoost), bagging, and random forest (RF) emerge as the most efficient models for liquefaction instance classification across different datasets. Notably, for SPT and Vs-based models, XGBoost exhibits superior performance, followed by Light gradient boosting machine (LightGBM) and Bagging, while for CPT-based models, Bagging ranks highest, followed by Gradient boosting and random forest, with CPT-based models demonstrating lower Gmean(error), rendering them preferable for soil liquefaction susceptibility prediction. Key parameters influencing model performance include internal friction angle of soil (ϕ) and percentage of fines less than 75 µ (F75) for SPT and Vs data and normalized average cone tip resistance (qc) and peak horizontal ground acceleration (amax) for CPT data. It was also observed that the addition of Vs measurement to SPT data increased the efficiency of the prediction in comparison to only SPT data. Furthermore, to enhance usability, a graphical user interface (GUI) for seamless classification operations based on provided input parameters was proposed.

Hybrid machine learning with moth-flame optimization methods for strength prediction of CFDST columns under compression

  • Quang-Viet Vu;Dai-Nhan Le;Thai-Hoan Pham;Wei Gao;Sawekchai Tangaramvong
    • Steel and Composite Structures
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    • 제51권6호
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    • pp.679-695
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    • 2024
  • This paper presents a novel technique that combines machine learning (ML) with moth-flame optimization (MFO) methods to predict the axial compressive strength (ACS) of concrete filled double skin steel tubes (CFDST) columns. The proposed model is trained and tested with a dataset containing 125 tests of the CFDST column subjected to compressive loading. Five ML models, including extreme gradient boosting (XGBoost), gradient tree boosting (GBT), categorical gradient boosting (CAT), support vector machines (SVM), and decision tree (DT) algorithms, are utilized in this work. The MFO algorithm is applied to find optimal hyperparameters of these ML models and to determine the most effective model in predicting the ACS of CFDST columns. Predictive results given by some performance metrics reveal that the MFO-CAT model provides superior accuracy compared to other considered models. The accuracy of the MFO-CAT model is validated by comparing its predictive results with existing design codes and formulae. Moreover, the significance and contribution of each feature in the dataset are examined by employing the SHapley Additive exPlanations (SHAP) method. A comprehensive uncertainty quantification on probabilistic characteristics of the ACS of CFDST columns is conducted for the first time to examine the models' responses to variations of input variables in the stochastic environments. Finally, a web-based application is developed to predict ACS of the CFDST column, enabling rapid practical utilization without requesting any programing or machine learning expertise.

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

  • Jang, Phil-Sik
    • 한국컴퓨터정보학회논문지
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    • 제27권11호
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    • pp.147-155
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    • 2022
  • 본 연구에서는 그래디언트 부스팅 기계학습과 유전 알고리즘을 이용하여 일별 주식 포트폴리오를 동적으로 구성하는 시스템을 구축하고 트레이딩 시뮬레이션을 통해 성능을 분석하였다. 이를 위해 유가증권시장과 코스닥시장에 상장된 종목들의 가격 데이터 및 투자자별 거래정보를 포함한 다양한 데이터를 수집하고, 전처리 과정과 변수가공을 통해 학습-예측에 이용될 변수들을 생성하였다. 첫 번째 실험에서는 예측정확도와 정밀도, 재현율 및 F1 점수 등 네 가지 지표를 활용하여 그래디언트 부스팅 기법들(XGBoost, LightGBM, CatBoost)의 성능을 비교 평가하였다. 두 번째 실험에서는 전 단계에서 선택된 LightGBM과 유전 알고리즘을 적용하여 상장 종목들의 일별 수익 여부를 학습-예측하였다. 그리고 예측된 수익 발생확률을 바탕으로 종목을 선별하여 트레이딩 시뮬레이션을 시행하고, CAGR, MDD, 사프지수 및 변동성 측면에서 코스피, 코스닥 지수와의 성능을 비교 평가하였다. 분석 결과, 제안된 전략들 모두 네 가지 성능평가 지표상에서 시장 평균을 넘어서는 것으로 나타났으며, 그래디언트 부스팅과 유전 알고리즘의 결합이 주식 가격 예측에 효과적으로 이용될 수 있음을 보여주었다.

다양한 앙상블 알고리즘을 이용한 한국어 의존 구문 분석 (Korean Dependency Parsing Using Various Ensemble Models)

  • 조경철;김주완;김균엽;박성진;강상우
    • 한국정보과학회 언어공학연구회:학술대회논문집(한글 및 한국어 정보처리)
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    • 한국정보과학회언어공학연구회 2019년도 제31회 한글 및 한국어 정보처리 학술대회
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    • pp.543-545
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    • 2019
  • 본 논문은 최신 한국어 의존 구문 분석 모델(Korean dependency parsing model)들과 다양한 앙상블 모델(ensemble model)들을 결합하여 그 성능을 분석한다. 단어 표현은 미리 학습된 워드 임베딩 모델(word embedding model)과 ELMo(Embedding from Language Model), Bert(Bidirectional Encoder Representations from Transformer) 그리고 다양한 추가 자질들을 사용한다. 또한 사용된 의존 구문 분석 모델로는 Stack Pointer Network Model, Deep Biaffine Attention Parser와 Left to Right Pointer Parser를 이용한다. 최종적으로 각 모델의 분석 결과를 앙상블 모델인 Bagging 기법과 XGBoost(Extreme Gradient Boosting) 이용하여 최적의 모델을 제안한다.

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Limiting conditions prediction using machine learning for loss of condenser vacuum event

  • Dong-Hun Shin;Moon-Ghu Park;Hae-Yong Jeong;Jae-Yong Lee;Jung-Uk Sohn;Do-Yeon Kim
    • Nuclear Engineering and Technology
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    • 제55권12호
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    • pp.4607-4616
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    • 2023
  • We implement machine learning regression models to predict peak pressures of primary and secondary systems, a major safety concern in Loss Of Condenser Vacuum (LOCV) accident. We selected the Multi-dimensional Analysis of Reactor Safety-KINS standard (MARS-KS) code to analyze the LOCV accident, and the reference plant is the Korean Optimized Power Reactor 1000MWe (OPR1000). eXtreme Gradient Boosting (XGBoost) is selected as a machine learning tool. The MARS-KS code is used to generate LOCV accident data and the data is applied to train the machine learning model. Hyperparameter optimization is performed using a simulated annealing. The randomly generated combination of initial conditions within the operating range is put into the input of the XGBoost model to predict the peak pressure. These initial conditions that cause peak pressure with MARS-KS generate the results. After such a process, the error between the predicted value and the code output is calculated. Uncertainty about the machine learning model is also calculated to verify the model accuracy. The machine learning model presented in this paper successfully identifies a combination of initial conditions that produce a more conservative peak pressure than the values calculated with existing methodologies.

An Interpretable Bearing Fault Diagnosis Model Based on Hierarchical Belief Rule Base

  • Boying Zhao;Yuanyuan Qu;Mengliang Mu;Bing Xu;Wei He
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제18권5호
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    • pp.1186-1207
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    • 2024
  • Bearings are one of the main components of mechanical equipment and one of the primary components prone to faults. Therefore, conducting fault diagnosis on bearings is a key issue in mechanical equipment research. Belief rule base (BRB) is essentially an expert system that effectively integrates qualitative and quantitative information, demonstrating excellent performance in fault diagnosis. However, class imbalance often occurs in the diagnosis task, which poses challenges to the diagnosis. Models with interpretability can enhance decision-makers' trust in the output results. However, the randomness in the optimization process can undermine interpretability, thereby reducing the level of trustworthiness in the results. Therefore, a hierarchical BRB model based on extreme gradient boosting (XGBoost) feature selection with interpretability (HFS-IBRB) is proposed in this paper. Utilizing a main BRB alongside multiple sub-BRBs allows for the conversion of a multi-classification challenge into several distinct binary classification tasks, thereby leading to enhanced accuracy. By incorporating interpretability constraints into the model, interpretability is effectively ensured. Finally, the case study of the actual dataset of bearing fault diagnosis demonstrates the ability of the HFS-IBRB model to perform accurate and interpretable diagnosis.

이기종 머신러닝 모델 기반 치매예측 모델 (Dementia Prediction Model based on Gradient Boosting)

  • 이태인;오하영
    • 한국정보통신학회논문지
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    • 제25권12호
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    • pp.1729-1738
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    • 2021
  • 머신러닝은 인지심리, 뇌과학과 긴밀한 관계를 유지하며 함께 발전하고 있다. 본 논문은 OASIS-3 dataset을 머신러닝 기법을 이용하여 분석하고, 이를 통해 치매를 예측하는 모델을 제안한다. OASIS-3 데이터 중 각 영역의 부피를 수치화한 데이터들에 대해 PCA(Principal component analysis) 를 통한 차원 축소를 실행한 뒤, 중요한 요소(특징)들만 추출 후 이에 대해 그래디언트 부스팅, 스태킹을 포함한 다양한 머신러닝 모델들을 적용, 각각의 성능을 비교한다. 제안하는 기법은 기존 연구들과 달리 뇌 생체 데이터들은 물론 참가자의 성별 등의 기본 정보 데이터, 참여자의 의료 정보 데이터를 사용했기에 차별성이 크다. 또한, 다양한 성능평가를 통해 제안하는 기법이 다양한 수치 데이터 중 치매와 더 많은 관련성을 보이는 특징들을 찾아내어 치매를 더 잘 예측할 수 있는 모델임을 보였다.

대사증후군의 인지와 신체활동 실천에 영향을 미치는 요인: 데이터 마이닝 접근 (Factors influencing metabolic syndrome perception and exercising behaviors in Korean adults: Data mining approach)

  • 이수경;문미경
    • 한국산학기술학회논문지
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    • 제18권12호
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    • pp.581-588
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    • 2017
  • 본 연구는 기계 학습법 중 하나인 XGBoost를 이용하여 대사증후군을 인지하고 신체활동을 수행하는 집단을 예측하고자 2014년 7월부터 2015년 12월까지 시도되었다. 이에 2009-2013년 지역사회건강조사를 연구자료로 사용하였고 370,430명의 성인을 분석에 포함하였다. 본 연구의 종속변수는 대사증후군의 인지 및 신체활동 실천정도에 따른 단계로 3단계로 구분하였다:Stage 1(무인지, 무 신체활동), Stage 2(인지, 무 신체활동), and Stage 3(인지, 신체활동). 예측변수로는 5년간의 지역사회건강조사 중 공통으로 수집된 문항으로부터 161개의 특성을 선택하였다. 자료 분석을 위해 R program을 이용하여 XGBoost 알고리즘을 적용하였다. 분석 결과 정확도는 0.735 이었으며, 가장 영향을 미치는 10개의 특성은 나이, 교육수준, 체중조절시도 경험, EQ-5D 운동능력, 영양표시 확인, 개인 건강보험가입 유무, EQ-5D 일상활동, 금연광고경험 여부, 통증유무, 당뇨에 대한 보건기관의 교육 경험 순으로 확인되었다. 본 연구결과는 XGBoost가 보건의료빅데이터를 이용한 질병의 예방과 관리에 영향을 주는 요인을 확인하는데 유용한 도구임을 보여주었다. 또한, 본 연구를 통해 대사증후군에 취약한 계층을 확인하고 이를 위한 교육프로그램 개발에 도움을 줄 수 있을 것으로 보인다.

XGBoost와 SHAP 기법을 활용한 근로자 이직 예측에 관한 연구 (A Study on the Employee Turnover Prediction using XGBoost and SHAP)

  • 이재준;이유린;임도현;안현철
    • 한국정보시스템학회지:정보시스템연구
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    • 제30권4호
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    • pp.21-42
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    • 2021
  • Purpose In order for companies to continue to grow, they should properly manage human resources, which are the core of corporate competitiveness. Employee turnover means the loss of talent in the workforce. When an employee voluntarily leaves his or her company, it will lose hiring and training cost and lead to the withdrawal of key personnel and new costs to train a new employee. From an employee's viewpoint, moving to another company is also risky because it can be time consuming and costly. Therefore, in order to reduce the social and economic costs caused by employee turnover, it is necessary to accurately predict employee turnover intention, identify the factors affecting employee turnover, and manage them appropriately in the company. Design/methodology/approach Prior studies have mainly used logistic regression and decision trees, which have explanatory power but poor predictive accuracy. In order to develop a more accurate prediction model, XGBoost is proposed as the classification technique. Then, to compensate for the lack of explainability, SHAP, one of the XAI techniques, is applied. As a result, the prediction accuracy of the proposed model is improved compared to the conventional methods such as LOGIT and Decision Trees. By applying SHAP to the proposed model, the factors affecting the overall employee turnover intention as well as a specific sample's turnover intention are identified. Findings Experimental results show that the prediction accuracy of XGBoost is superior to that of logistic regression and decision trees. Using SHAP, we find that jobseeking, annuity, eng_test, comm_temp, seti_dev, seti_money, equl_ablt, and sati_safe significantly affect overall employee turnover intention. In addition, it is confirmed that the factors affecting an individual's turnover intention are more diverse. Our research findings imply that companies should adopt a personalized approach for each employee in order to effectively prevent his or her turnover.

Comparative Analysis of Machine Learning Techniques for IoT Anomaly Detection Using the NSL-KDD Dataset

  • Zaryn, Good;Waleed, Farag;Xin-Wen, Wu;Soundararajan, Ezekiel;Maria, Balega;Franklin, May;Alicia, Deak
    • International Journal of Computer Science & Network Security
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    • 제23권1호
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    • pp.46-52
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    • 2023
  • With billions of IoT (Internet of Things) devices populating various emerging applications across the world, detecting anomalies on these devices has become incredibly important. Advanced Intrusion Detection Systems (IDS) are trained to detect abnormal network traffic, and Machine Learning (ML) algorithms are used to create detection models. In this paper, the NSL-KDD dataset was adopted to comparatively study the performance and efficiency of IoT anomaly detection models. The dataset was developed for various research purposes and is especially useful for anomaly detection. This data was used with typical machine learning algorithms including eXtreme Gradient Boosting (XGBoost), Support Vector Machines (SVM), and Deep Convolutional Neural Networks (DCNN) to identify and classify any anomalies present within the IoT applications. Our research results show that the XGBoost algorithm outperformed both the SVM and DCNN algorithms achieving the highest accuracy. In our research, each algorithm was assessed based on accuracy, precision, recall, and F1 score. Furthermore, we obtained interesting results on the execution time taken for each algorithm when running the anomaly detection. Precisely, the XGBoost algorithm was 425.53% faster when compared to the SVM algorithm and 2,075.49% faster than the DCNN algorithm. According to our experimental testing, XGBoost is the most accurate and efficient method.