• Title/Summary/Keyword: Lasso 정규화

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Time delay estimation algorithm using Elastic Net (Elastic Net를 이용한 시간 지연 추정 알고리즘)

  • Jun-Seok Lim;Keunwa Lee
    • The Journal of the Acoustical Society of Korea
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    • v.42 no.4
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    • pp.364-369
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    • 2023
  • Time-delay estimation between two receivers is a technique that has been applied in a variety of fields, from underwater acoustics to room acoustics and robotics. There are two types of time delay estimation techniques: one that estimates the amount of time delay from the correlation between receivers, and the other that parametrically models the time delay between receivers and estimates the parameters by system recognition. The latter has the characteristic that only a small fraction of the system's parameters are directly related to the delay. This characteristic can be exploited to improve the accuracy of the estimation by methods such as Lasso regularization. However, in the case of Lasso regularization, the necessary information is lost. In this paper, we propose a method using Elastic Net that adds Ridge regularization to Lasso regularization to compensate for this. Comparing the proposed method with the conventional Generalized Cross Correlation (GCC) method and the method using Lasso regularization, we show that the estimation variance is very small even for white Gaussian signal sources and colored signal sources.

Lasso Regression of RNA-Seq Data based on Bootstrapping for Robust Feature Selection (안정적 유전자 특징 선택을 위한 유전자 발현량 데이터의 부트스트랩 기반 Lasso 회귀 분석)

  • Jo, Jeonghee;Yoon, Sungroh
    • KIISE Transactions on Computing Practices
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    • v.23 no.9
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    • pp.557-563
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    • 2017
  • When large-scale gene expression data are analyzed using lasso regression, the estimation of regression coefficients may be unstable due to the highly correlated expression values between associated genes. This irregularity, in which the coefficients are reduced by L1 regularization, causes difficulty in variable selection. To address this problem, we propose a regression model which exploits the repetitive bootstrapping of gene expression values prior to lasso regression. The genes selected with high frequency were used to build each regression model. Our experimental results show that several genes were consistently selected in all regression models and we verified that these genes were not false positives. We also identified that the sign distribution of the regression coefficients of the selected genes from each model was correlated to the real dependent variables.

A Study on Regularization Methods to Evaluate the Sediment Trapping Efficiency of Vegetative Filter Strips (식생여과대 유사 저감 효율 산정을 위한 정규화 방안)

  • Bae, JooHyun;Han, Jeongho;Yang, Jae E;Kim, Jonggun;Lim, Kyoung Jae;Jang, Won Seok
    • Journal of The Korean Society of Agricultural Engineers
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    • v.61 no.6
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    • pp.9-19
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    • 2019
  • Vegetative Filter Strip (VFS) is the best management practice which has been widely used to mitigate water pollutants from agricultural fields by alleviating runoff and sediment. This study was conducted to improve an equation for estimating sediment trapping efficiency of VFS using several different regularization methods (i.e., ordinary least squares analysis, LASSO, ridge regression analysis and elastic net). The four different regularization methods were employed to develop the sediment trapping efficiency equation of VFS. Each regularization method indicated high accuracy in estimating the sediment trapping efficiency of VFS. Among the four regularization methods, the ridge method showed the most accurate results according to $R^2$, RMSE and MAPE which were 0.94, 7.31% and 14.63%, respectively. The equation developed in this study can be applied in watershed-scale hydrological models in order to estimate the sediment trapping efficiency of VFS in agricultural fields for an effective watershed management in Korea.

Application of Regularized Linear Regression Models Using Public Domain data for Cycle Life Prediction of Commercial Lithium-Ion Batteries (상업용 리튬 배터리의 수명 예측을 위한 고속대량충방전 데이터 정규화 선형회귀모델의 적용)

  • KIM, JANG-GOON;LEE, JONG-SOOK
    • Transactions of the Korean hydrogen and new energy society
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    • v.32 no.6
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    • pp.592-611
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    • 2021
  • In this study a rarely available high-throughput cycling data set of 124 commercial lithium iron phosphate/graphite cells cycled under fast-charging conditions, with widely varying cycle lives ranging from 150 to 2,300 cycles including in-cycle temperature and per-cycle IR measurements. We worked out own Python codes which reproduced the various data plots and machine learning approaches for cycle life prediction using early cycles and more details not presented in the article and the supplementary information. Particularly, we applied regularized ridge, lasso and elastic net linear regression models using features extracted from capacity fade curves, discharge voltage curves, and other data such as internal resistance and cell can temperature. We found that due to the limitation in the quantity and quality of the data from costly and lengthy battery testing a careful hyperparameter tuning may be required and that model features need to be extracted based on the domain knowledge.

Prediction of the Following BCI Performance by Means of Spectral EEG Characteristics in the Prior Resting State (뇌신호 주파수 특성을 이용한 CNN 기반 BCI 성능 예측)

  • Kang, Jae-Hwan;Kim, Sung-Hee;Youn, Joosang;Kim, Junsuk
    • KIPS Transactions on Computer and Communication Systems
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    • v.9 no.11
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    • pp.265-272
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    • 2020
  • In the research of brain computer interface (BCI) technology, one of the big problems encountered is how to deal with some people as called the BCI-illiteracy group who could not control the BCI system. To approach this problem efficiently, we investigated a kind of spectral EEG characteristics in the prior resting state in association with BCI performance in the following BCI tasks. First, spectral powers of EEG signals in the resting state with both eyes-open and eyes-closed conditions were respectively extracted. Second, a convolution neural network (CNN) based binary classifier discriminated the binary motor imagery intention in the BCI task. Both the linear correlation and binary prediction methods confirmed that the spectral EEG characteristics in the prior resting state were highly related to the BCI performance in the following BCI task. Linear regression analysis demonstrated that the relative ratio of the 13 Hz below and above the spectral power in the resting state with only eyes-open, not eyes-closed condition, were significantly correlated with the quantified metrics of the BCI performance (r=0.544). A binary classifier based on the linear regression with L1 regularization method was able to discriminate the high-performance group and low-performance group in the following BCI task by using the spectral-based EEG features in the precedent resting state (AUC=0.817). These results strongly support that the spectral EEG characteristics in the frontal regions during the resting state with eyes-open condition should be used as a good predictor of the following BCI task performance.

Adaptive Residual DPCM using Weighted Linear Combination of Adjacent Residues in Screen Content Video Coding (스크린 콘텐츠 비디오의 압축을 위한 인접 화소의 가중 합을 이용한 적응적 Residual DPCM 기법)

  • Kang, Je-Won
    • Journal of Broadcast Engineering
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    • v.20 no.5
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    • pp.782-785
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    • 2015
  • In this paper, we propose a novel residual differential pulse-code modulation (RDPCM) coding technique to improve coding efficiency of screen content videos. The proposed method uses a weighted combination of adjacent residues to provide an accurate estimate in RDPCM. The weights are trained in previously coded samples by using an L1 optimization problem with the least absolute shrinkage and selection operation (LASSO). The proposed method achieves BD-rate saving about 3.1% in all-intra coding.

Value at Risk calculation using sparse vine copula models (성근 바인 코풀라 모형을 이용한 고차원 금융 자료의 VaR 추정)

  • An, Kwangjoon;Baek, Changryong
    • The Korean Journal of Applied Statistics
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    • v.34 no.6
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    • pp.875-887
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    • 2021
  • Value at Risk (VaR) is the most popular measure for market risk. In this paper, we consider the VaR estimation of portfolio consisting of a variety of assets based on multivariate copula model known as vine copula. In particular, sparse vine copula which penalizes too many parameters is considered. We show in the simulation study that sparsity indeed improves out-of-sample forecasting of VaR. Empirical analysis on 60 KOSPI stocks during the last 5 years also demonstrates that sparse vine copula outperforms regular copula model.