• Title/Summary/Keyword: Gradient boosting(XGBoost)

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A Study on the Prediction of Mortality Rate after Lung Cancer Diagnosis for Men and Women in 80s, 90s, and 100s Based on Deep Learning (딥러닝 기반 80대·90대·100대 남녀 대상 폐암 진단 후 사망률 예측에 관한 연구)

  • Kyung-Keun Byun;Doeg-Gyu Lee;Se-Young Lee
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.16 no.2
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    • pp.87-96
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    • 2023
  • Recently, research on predicting the treatment results of diseases using deep learning technology is also active in the medical community. However, small patient data and specific deep learning algorithms were selected and utilized, and research was conducted to show meaningful results under specific conditions. In this study, in order to generalize the research results, patients were further expanded and subdivided to derive the results of a study predicting mortality after lung cancer diagnosis for men and women in their 80s, 90s, and 100s. Using AutoML, which provides large-scale medical information and various deep learning algorithms from the Health Insurance Review and Assessment Service, five algorithms such as Decision Tree, Random Forest, Gradient Boosting, XGBoost, and Logistic Registration were created to predict mortality rates for 84 months after lung cancer diagnosis. As a result of the study, men in their 80s and 90s had a higher mortality prediction rate than women, and women in their 100s had a higher mortality prediction rate than men. And the factor that has the greatest influence on the mortality rate was analyzed as the treatment period.

A Study on the Retrieval of River Turbidity Based on KOMPSAT-3/3A Images (KOMPSAT-3/3A 영상 기반 하천의 탁도 산출 연구)

  • Kim, Dahui;Won, You Jun;Han, Sangmyung;Han, Hyangsun
    • Korean Journal of Remote Sensing
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    • v.38 no.6_1
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    • pp.1285-1300
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    • 2022
  • Turbidity, the measure of the cloudiness of water, is used as an important index for water quality management. The turbidity can vary greatly in small river systems, which affects water quality in national rivers. Therefore, the generation of high-resolution spatial information on turbidity is very important. In this study, a turbidity retrieval model using the Korea Multi-Purpose Satellite-3 and -3A (KOMPSAT-3/3A) images was developed for high-resolution turbidity mapping of Han River system based on eXtreme Gradient Boosting (XGBoost) algorithm. To this end, the top of atmosphere (TOA) spectral reflectance was calculated from a total of 24 KOMPSAT-3/3A images and 150 Landsat-8 images. The Landsat-8 TOA spectral reflectance was cross-calibrated to the KOMPSAT-3/3A bands. The turbidity measured by the National Water Quality Monitoring Network was used as a reference dataset, and as input variables, the TOA spectral reflectance at the locations of in situ turbidity measurement, the spectral indices (the normalized difference vegetation index, normalized difference water index, and normalized difference turbidity index), and the Moderate Resolution Imaging Spectroradiometer (MODIS)-derived atmospheric products(the atmospheric optical thickness, water vapor, and ozone) were used. Furthermore, by analyzing the KOMPSAT-3/3A TOA spectral reflectance of different turbidities, a new spectral index, new normalized difference turbidity index (nNDTI), was proposed, and it was added as an input variable to the turbidity retrieval model. The XGBoost model showed excellent performance for the retrieval of turbidity with a root mean square error (RMSE) of 2.70 NTU and a normalized RMSE (NRMSE) of 14.70% compared to in situ turbidity, in which the nNDTI proposed in this study was used as the most important variable. The developed turbidity retrieval model was applied to the KOMPSAT-3/3A images to map high-resolution river turbidity, and it was possible to analyze the spatiotemporal variations of turbidity. Through this study, we could confirm that the KOMPSAT-3/3A images are very useful for retrieving high-resolution and accurate spatial information on the river turbidity.

Estimation of Chlorophyll-a Concentration in Nakdong River Using Machine Learning-Based Satellite Data and Water Quality, Hydrological, and Meteorological Factors (머신러닝 기반 위성영상과 수질·수문·기상 인자를 활용한 낙동강의 Chlorophyll-a 농도 추정)

  • Soryeon Park;Sanghun Son;Jaegu Bae;Doi Lee;Dongju Seo;Jinsoo Kim
    • Korean Journal of Remote Sensing
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    • v.39 no.5_1
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    • pp.655-667
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    • 2023
  • Algal bloom outbreaks are frequently reported around the world, and serious water pollution problems arise every year in Korea. It is necessary to protect the aquatic ecosystem through continuous management and rapid response. Many studies using satellite images are being conducted to estimate the concentration of chlorophyll-a (Chl-a), an indicator of algal bloom occurrence. However, machine learning models have recently been used because it is difficult to accurately calculate Chl-a due to the spectral characteristics and atmospheric correction errors that change depending on the water system. It is necessary to consider the factors affecting algal bloom as well as the satellite spectral index. Therefore, this study constructed a dataset by considering water quality, hydrological and meteorological factors, and sentinel-2 images in combination. Representative ensemble models random forest and extreme gradient boosting (XGBoost) were used to predict the concentration of Chl-a in eight weirs located on the Nakdong river over the past five years. R-squared score (R2), root mean square errors (RMSE), and mean absolute errors (MAE) were used as model evaluation indicators, and it was confirmed that R2 of XGBoost was 0.80, RMSE was 6.612, and MAE was 4.457. Shapley additive expansion analysis showed that water quality factors, suspended solids, biochemical oxygen demand, dissolved oxygen, and the band ratio using red edge bands were of high importance in both models. Various input data were confirmed to help improve model performance, and it seems that it can be applied to domestic and international algal bloom detection.

A Study on Risk Parity Asset Allocation Model with XGBoos (XGBoost를 활용한 리스크패리티 자산배분 모형에 관한 연구)

  • Kim, Younghoon;Choi, HeungSik;Kim, SunWoong
    • Journal of Intelligence and Information Systems
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    • v.26 no.1
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    • pp.135-149
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    • 2020
  • Artificial intelligences are changing world. Financial market is also not an exception. Robo-Advisor is actively being developed, making up the weakness of traditional asset allocation methods and replacing the parts that are difficult for the traditional methods. It makes automated investment decisions with artificial intelligence algorithms and is used with various asset allocation models such as mean-variance model, Black-Litterman model and risk parity model. Risk parity model is a typical risk-based asset allocation model which is focused on the volatility of assets. It avoids investment risk structurally. So it has stability in the management of large size fund and it has been widely used in financial field. XGBoost model is a parallel tree-boosting method. It is an optimized gradient boosting model designed to be highly efficient and flexible. It not only makes billions of examples in limited memory environments but is also very fast to learn compared to traditional boosting methods. It is frequently used in various fields of data analysis and has a lot of advantages. So in this study, we propose a new asset allocation model that combines risk parity model and XGBoost machine learning model. This model uses XGBoost to predict the risk of assets and applies the predictive risk to the process of covariance estimation. There are estimated errors between the estimation period and the actual investment period because the optimized asset allocation model estimates the proportion of investments based on historical data. these estimated errors adversely affect the optimized portfolio performance. This study aims to improve the stability and portfolio performance of the model by predicting the volatility of the next investment period and reducing estimated errors of optimized asset allocation model. As a result, it narrows the gap between theory and practice and proposes a more advanced asset allocation model. In this study, we used the Korean stock market price data for a total of 17 years from 2003 to 2019 for the empirical test of the suggested model. The data sets are specifically composed of energy, finance, IT, industrial, material, telecommunication, utility, consumer, health care and staple sectors. We accumulated the value of prediction using moving-window method by 1,000 in-sample and 20 out-of-sample, so we produced a total of 154 rebalancing back-testing results. We analyzed portfolio performance in terms of cumulative rate of return and got a lot of sample data because of long period results. Comparing with traditional risk parity model, this experiment recorded improvements in both cumulative yield and reduction of estimated errors. The total cumulative return is 45.748%, about 5% higher than that of risk parity model and also the estimated errors are reduced in 9 out of 10 industry sectors. The reduction of estimated errors increases stability of the model and makes it easy to apply in practical investment. The results of the experiment showed improvement of portfolio performance by reducing the estimated errors of the optimized asset allocation model. Many financial models and asset allocation models are limited in practical investment because of the most fundamental question of whether the past characteristics of assets will continue into the future in the changing financial market. However, this study not only takes advantage of traditional asset allocation models, but also supplements the limitations of traditional methods and increases stability by predicting the risks of assets with the latest algorithm. There are various studies on parametric estimation methods to reduce the estimated errors in the portfolio optimization. We also suggested a new method to reduce estimated errors in optimized asset allocation model using machine learning. So this study is meaningful in that it proposes an advanced artificial intelligence asset allocation model for the fast-developing financial markets.

Machine Learning Model for Recommending Products and Estimating Sales Prices of Reverse Direct Purchase (역직구 상품 추천 및 판매가 추정을 위한 머신러닝 모델)

  • Kyu Ik Kim;Berdibayev Yergali;Soo Hyung Kim;Jin Suk Kim
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.46 no.2
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    • pp.176-182
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    • 2023
  • With about 80% of the global economy expected to shift to the global market by 2030, exports of reverse direct purchase products, in which foreign consumers purchase products from online shopping malls in Korea, are growing 55% annually. As of 2021, sales of reverse direct purchases in South Korea increased 50.6% from the previous year, surpassing 40 million. In order for domestic SMEs(Small and medium sized enterprises) to enter overseas markets, it is important to come up with export strategies based on various market analysis information, but for domestic small and medium-sized sellers, entry barriers are high, such as lack of information on overseas markets and difficulty in selecting local preferred products and determining competitive sales prices. This study develops an AI-based product recommendation and sales price estimation model to collect and analyze global shopping malls and product trends to provide marketing information that presents promising and appropriate product sales prices to small and medium-sized sellers who have difficulty collecting global market information. The product recommendation model is based on the LTR (Learning To Rank) methodology. As a result of comparing performance with nDCG, the Pair-wise-based XGBoost-LambdaMART Model was measured to be excellent. The sales price estimation model uses a regression algorithm. According to the R-Squared value, the Light Gradient Boosting Machine performs best in this model.

A Study on Design of Real-time Big Data Collection and Analysis System based on OPC-UA for Smart Manufacturing of Machine Working

  • Kim, Jaepyo;Kim, Youngjoo;Kim, Seungcheon
    • International Journal of Internet, Broadcasting and Communication
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    • v.13 no.4
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    • pp.121-128
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    • 2021
  • In order to design a real time big data collection and analysis system of manufacturing data in a smart factory, it is important to establish an appropriate wired/wireless communication system and protocol. This paper introduces the latest communication protocol, OPC-UA (Open Platform Communication Unified Architecture) based client/server function, applied user interface technology to configure a network for real-time data collection through IoT Integration. Then, Database is designed in MES (Manufacturing Execution System) based on the analysis table that reflects the user's requirements among the data extracted from the new cutting process automation process, bush inner diameter indentation measurement system and tool monitoring/inspection system. In summary, big data analysis system introduced in this paper performs SPC (statistical Process Control) analysis and visualization analysis with interface of OPC-UA-based wired/wireless communication. Through AI learning modeling with XGBoost (eXtream Gradient Boosting) and LR (Linear Regression) algorithm, quality and visualization analysis is carried out the storage and connection to the cloud.

The Analysis of the Activity Patterns of Dog with Wearable Sensors Using Machine Learning

  • Hussain, Ali;Ali, Sikandar;Kim, Hee-Cheol
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2021.05a
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    • pp.141-143
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    • 2021
  • The Activity patterns of animal species are difficult to access and the behavior of freely moving individuals can not be assessed by direct observation. As it has become large challenge to understand the activity pattern of animals such as dogs, and cats etc. One approach for monitoring these behaviors is the continuous collection of data by human observers. Therefore, in this study we assess the activity patterns of dog using the wearable sensors data such as accelerometer and gyroscope. A wearable, sensor -based system is suitable for such ends, and it will be able to monitor the dogs in real-time. The basic purpose of this study was to develop a system that can detect the activities based on the accelerometer and gyroscope signals. Therefore, we purpose a method which is based on the data collected from 10 dogs, including different nine breeds of different sizes and ages, and both genders. We applied six different state-of-the-art classifiers such as Random forests (RF), Support vector machine (SVM), Gradient boosting machine (GBM), XGBoost, k-nearest neighbors (KNN), and Decision tree classifier, respectively. The Random Forest showed a good classification result. We achieved an accuracy 86.73% while the detecting the activity.

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Empirical evaluations for predicting the damage of FRC wall subjected to close-in explosions

  • Duc-Kien Thai;Thai-Hoan Pham;Duy-Liem Nguyen;Tran Minh Tu;Phan Van Tien
    • Steel and Composite Structures
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    • v.49 no.1
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    • pp.65-79
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    • 2023
  • This paper presents a development of empirical evaluations, which can be used to evaluate the damage of fiber-reinforced concrete composites (FRC) wall subjected to close-in blast loads. For this development, a combined application of numerical simulation and machine learning approaches are employed. First, finite element modeling of FRC wall under blast loading is developed and verified using experimental data. Numerical analyses are then carried out to investigate the dynamic behavior of the FRC wall under blast loading. In addition, a data set of 384 samples on the damage of FRC wall due to blast loads is then produced in order to develop machine learning models. Second, three robust machine learning models of Random Forest (RF), Support Vector Machine (SVM), and Extreme Gradient Boosting (XGBoost) are employed to propose empirical evaluations for predicting the damage of FRC wall. The proposed empirical evaluations are very useful for practical evaluation and design of FRC wall subjected to blast loads.

A Recidivism Prediction Model Based on XGBoost Considering Asymmetric Error Costs (비대칭 오류 비용을 고려한 XGBoost 기반 재범 예측 모델)

  • Won, Ha-Ram;Shim, Jae-Seung;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.25 no.1
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    • pp.127-137
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    • 2019
  • Recidivism prediction has been a subject of constant research by experts since the early 1970s. But it has become more important as committed crimes by recidivist steadily increase. Especially, in the 1990s, after the US and Canada adopted the 'Recidivism Risk Assessment Report' as a decisive criterion during trial and parole screening, research on recidivism prediction became more active. And in the same period, empirical studies on 'Recidivism Factors' were started even at Korea. Even though most recidivism prediction studies have so far focused on factors of recidivism or the accuracy of recidivism prediction, it is important to minimize the prediction misclassification cost, because recidivism prediction has an asymmetric error cost structure. In general, the cost of misrecognizing people who do not cause recidivism to cause recidivism is lower than the cost of incorrectly classifying people who would cause recidivism. Because the former increases only the additional monitoring costs, while the latter increases the amount of social, and economic costs. Therefore, in this paper, we propose an XGBoost(eXtream Gradient Boosting; XGB) based recidivism prediction model considering asymmetric error cost. In the first step of the model, XGB, being recognized as high performance ensemble method in the field of data mining, was applied. And the results of XGB were compared with various prediction models such as LOGIT(logistic regression analysis), DT(decision trees), ANN(artificial neural networks), and SVM(support vector machines). In the next step, the threshold is optimized to minimize the total misclassification cost, which is the weighted average of FNE(False Negative Error) and FPE(False Positive Error). To verify the usefulness of the model, the model was applied to a real recidivism prediction dataset. As a result, it was confirmed that the XGB model not only showed better prediction accuracy than other prediction models but also reduced the cost of misclassification most effectively.

Performance of Prediction Models for Diagnosing Severe Aortic Stenosis Based on Aortic Valve Calcium on Cardiac Computed Tomography: Incorporation of Radiomics and Machine Learning

  • Nam gyu Kang;Young Joo Suh;Kyunghwa Han;Young Jin Kim;Byoung Wook Choi
    • Korean Journal of Radiology
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    • v.22 no.3
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    • pp.334-343
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    • 2021
  • Objective: We aimed to develop a prediction model for diagnosing severe aortic stenosis (AS) using computed tomography (CT) radiomics features of aortic valve calcium (AVC) and machine learning (ML) algorithms. Materials and Methods: We retrospectively enrolled 408 patients who underwent cardiac CT between March 2010 and August 2017 and had echocardiographic examinations (240 patients with severe AS on echocardiography [the severe AS group] and 168 patients without severe AS [the non-severe AS group]). Data were divided into a training set (312 patients) and a validation set (96 patients). Using non-contrast-enhanced cardiac CT scans, AVC was segmented, and 128 radiomics features for AVC were extracted. After feature selection was performed with three ML algorithms (least absolute shrinkage and selection operator [LASSO], random forests [RFs], and eXtreme Gradient Boosting [XGBoost]), model classifiers for diagnosing severe AS on echocardiography were developed in combination with three different model classifier methods (logistic regression, RF, and XGBoost). The performance (c-index) of each radiomics prediction model was compared with predictions based on AVC volume and score. Results: The radiomics scores derived from LASSO were significantly different between the severe AS and non-severe AS groups in the validation set (median, 1.563 vs. 0.197, respectively, p < 0.001). A radiomics prediction model based on feature selection by LASSO + model classifier by XGBoost showed the highest c-index of 0.921 (95% confidence interval [CI], 0.869-0.973) in the validation set. Compared to prediction models based on AVC volume and score (c-indexes of 0.894 [95% CI, 0.815-0.948] and 0.899 [95% CI, 0.820-0.951], respectively), eight and three of the nine radiomics prediction models showed higher discrimination abilities for severe AS. However, the differences were not statistically significant (p > 0.05 for all). Conclusion: Models based on the radiomics features of AVC and ML algorithms may perform well for diagnosing severe AS, but the added value compared to AVC volume and score should be investigated further.