• KSII Transactions on Internet and Information Systems (TIIS)
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• v.11 no.5
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• pp.2523-2538
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• 2017

In most of the existing literature, the definition of the class label has the following characteristics. First, the class label of the samples from the same object has an absolutely fixed value. Second, the difference between class labels of the samples from different objects should be maximized. However, the appearance of a face varies greatly due to the variations of the illumination, pose, and expression. Therefore, the previous definition of class label is not quite reasonable. Inspired by discriminative least squares regression algorithm (DLSR), a noisy label based discriminative least squares regression algorithm (NLDLSR) is presented in this paper. In our algorithm, the maximization difference between the class labels of the samples from different objects should be satisfied. Meanwhile, the class label of the different samples from the same object is allowed to have small difference, which is consistent with the fact that the different samples from the same object have some differences. In addition, the proposed NLDLSR is expanded to the kernel space, and we further propose a novel kernel noisy label based discriminative least squares regression algorithm (KNLDLSR). A large number of experiments show that our proposed algorithms can achieve very good performance.

• Journal of the Korean Data and Information Science Society
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• v.18 no.3
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• pp.735-744
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• 2007

Support vector machine(SVM) is capable of providing a more complete description of the linear and nonlinear relationships among random variables. In this paper we propose a sparse kernel regression(SKR) to overcome a weak point of SVM, which is, the steep growth of the number of support vectors with increasing the number of training data. The iterative reweighted least squares(IRWLS) procedure is used to solve the optimal problem of SKR with a Laplacian prior. Furthermore, the generalized cross validation(GCV) function is introduced to select the hyper-parameters which affect the performance of SKR. Experimental results are then presented which illustrate the performance of the proposed procedure.

• Proceedings of the Korea Information Processing Society Conference
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• 2018.05a
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• pp.381-383
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• 2018

이 논문은 스마트 폰에서 터치 스트로크를 이용하여 지속적 인증을 할 수 있는 딥 러닝 네트워크인 스태킹 커널 릿지 리그레션 네트워크 (Stacking Kernel Ridge Regression Network: SKRRN)에 대한 연구이다. SKRRN 은 여러 개의 커널 릿지 리그레션 (Kernel Ridge Regression: KRR) 으로 구성되어있고, 계층적이며 모든 KRR 은 해석적이고 독립적으로 훈련된다. SKRRN 은 다른 딥 러닝 네트워크와는 다르게 비가공 터치 스트로크 데이터로부터 특징을 배우지 않고 Hand-Crafted 피처와 같이 추출된 데이터로부터 재학습을 한다. 이러한 재학습은 기존 데이터 셋을 더 구별 하기 쉽고 풍부하게 만들어준다. SKRRN 은 HMOG 데이터 셋을 사용하여 4.295%의 동일 오류율을 달성하였다.

• Journal of Biosystems Engineering
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• v.23 no.1
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• pp.49-56
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• 1998

The objectives of this study were to develop models to predict the contents of moisture and protein of single kernel of brown rice based on visible/NIR (near-infrared) spectroscopic technique. The reflectance spectra of rice were obtained in the range of the wavelength 400 to 2,500 nm with 2 nm intervals. Multiple linear regression(MLR) and partial least squares (PLS) were used to develop the models. The MLR model using the first derivative spectra(10 nm of gap) with Standard Normal Variate and Detrending (SNV and Drt.) preprocessing showed the best results to predict moisture content of the sin린e kernel brown rice. To predict the protein content of a single kernel of brown ricer the PLS model used the raw spectra with multiplicative scatter correction(MSC) preprocessing over the wavelength of 1,100~1,500 nm.

• Journal of the Korean Statistical Society
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• v.27 no.4
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• pp.515-529
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• 1998

Burman (1987) and Hall and Titterington (1987) studied kernel smoothing for sparse multinomial data in detail. Both of their estimators for cell probabilities are sparse asymptotic consistent under some restrictive conditions on the true cell probabilities. Dong and Simonoff (1994) adopted boundary kernels to relieve the restrictive conditions. We propose a local linear kernel estimator which is popular in nonparametric regression to estimate cell probabilities. No boundary adjustment is necessary for this estimator since it adapts automatically to estimation at the boundaries. It is shown that our estimator attains the optimal rate of convergence in mean sum of squared error under sparseness. Some simulation results and a real data application are presented to see the performance of the estimator.

• Journal of the Korean Data and Information Science Society
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• v.20 no.5
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• pp.905-912
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• 2009

We propose a doubly penalized kernel machine (DPKM) which uses heteroscedastic location-scale model as basic model and estimates both mean and volatility functions simultaneously by kernel machines. We also present the model selection method which employs the generalized approximate cross validation techniques for choosing the hyperparameters which affect the performance of DPKM. Artificial examples are provided to indicate the usefulness of DPKM for the mean and volatility functions estimation.

• Communications for Statistical Applications and Methods
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• v.7 no.2
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• pp.574-574
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• 2000

Consider the problem of estimating regression function from a set of data which is contaminated by a long-tailed error distribution. The linear smoother is a kind of a local weighted average of response, so it is not robust against outliers. The kernel M-smoother and the lowess attain robustness against outliers by down-weighting outliers. However, the kernel M-smoother and the lowess requires the iteration for computing the robustness weights, and as Wang and Scott(1994) pointed out, the requirement of iteration is not a desirable property. In this article, we propose the robust nonparametic regression method which does not require the iteration. Robustness can be achieved not only by down-weighting outliers but also by transforming outliers. The rank transformation is a simple procedure where the data are replaced by their corresponding ranks. Iman and Conover(1979) showed the fact that the rank transformation is a robust and powerful procedure in the linear regression. In this paper, we show that we can also use the rank transformation to nonparametric regression to achieve the robustness.

• Communications for Statistical Applications and Methods
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• v.7 no.2
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• pp.575-583
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• 2000

Consider the problem of estimating regression function from a set of data which is contaminated by a long-tailed error distribution. The linear smoother is a kind of a local weighted average of response, so it is not robust against outliers. The kernel M-smoother and the lowess attain robustness against outliers by down-weighting outliers. However, the kernel M-smoother and the lowess requires the iteration for computing the robustness weights, and as Wang and Scott(1994) pointed out, the requirement of iteration is not a desirable property. In this article, we propose the robust nonparametic regression method which does not require the iteration. Robustness can be achieved not only by down-weighting outliers but also by transforming outliers. The rank transformation is a simple procedure where the data are replaced by their corresponding ranks. Iman and Conover(1979) showed the fact that the rank transformation is a robust and powerful procedure in the linear regression. In this paper, we show that we can also use the rank transformation to nonparametric regression to achieve the robustness.

• Communications for Statistical Applications and Methods
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• v.27 no.3
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• pp.365-376
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• 2020

Interval-valued data, a type of symbolic data, is given as an interval in which the observation object is not a single value. It can also occur frequently in the process of aggregating large databases into a form that is easy to manage. Various regression methods for interval-valued data have been proposed relatively recently. In this paper, we introduce a nonparametric regression model using the kernel function and a nonlinear regression model for the interval-valued data. We also propose applying the local linear regression model, one of the nonparametric methods, to the interval-valued data. Simulations based on several distributions of the center point and the range are conducted using each of the methods presented in this paper. Various conditions confirm that the performance of the proposed local linear estimator is better than the others.

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.3 no.2
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• pp.227-232
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• 2003

Recently, support vector learning attracts an enormous amount of interest in the areas of function approximation, pattern classification, and novelty detection. One of the main reasons for the success of the support vector machines(SVMs) seems to be the availability of global and sparse solutions. Among the approaches sharing the same reasons for success and exhibiting a similarly good performance, we have KFD(kernel Fisher discriminant) approach. In this paper, we consider the problem of function approximation utilizing both predetermined basis functions and the KFD approach for regression. After reviewing support vector regression, semi-parametric approach for including predetermined basis functions, and the KFD regression, this paper presents an extension of the conventional KFD approach for regression toward the direction that can utilize predetermined basis functions. The applicability of the presented method is illustrated via a regression example.