• Title/Summary/Keyword: Lasso Regression

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Prediction of golf scores on the PGA tour using statistical models (PGA 투어의 골프 스코어 예측 및 분석)

  • Lim, Jungeun;Lim, Youngin;Song, Jongwoo
    • The Korean Journal of Applied Statistics
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    • v.30 no.1
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    • pp.41-55
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    • 2017
  • This study predicts the average scores of top 150 PGA golf players on 132 PGA Tour tournaments (2013-2015) using data mining techniques and statistical analysis. This study also aims to predict the Top 10 and Top 25 best players in 4 different playoffs. Linear and nonlinear regression methods were used to predict average scores. Stepwise regression, all best subset, LASSO, ridge regression and principal component regression were used for the linear regression method. Tree, bagging, gradient boosting, neural network, random forests and KNN were used for nonlinear regression method. We found that the average score increases as fairway firmness or green height or average maximum wind speed increases. We also found that the average score decreases as the number of one-putts or scrambling variable or longest driving distance increases. All 11 different models have low prediction error when predicting the average scores of PGA Tournaments in 2015 which is not included in the training set. However, the performances of Bagging and Random Forest models are the best among all models and these two models have the highest prediction accuracy when predicting the Top 10 and Top 25 best players in 4 different playoffs.

A Study on the Application of Measurement Data Using Machine Learning Regression Models

  • Yun-Seok Seo;Young-Gon Kim
    • International journal of advanced smart convergence
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    • v.12 no.2
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    • pp.47-55
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    • 2023
  • The automotive industry is undergoing a paradigm shift due to the convergence of IT and rapid digital transformation. Various components, including embedded structures and systems with complex architectures that incorporate IC semiconductors, are being integrated and modularized. As a result, there has been a significant increase in vehicle defects, raising expectations for the quality of automotive parts. As more and more data is being accumulated, there is an active effort to go beyond traditional reliability analysis methods and apply machine learning models based on the accumulated big data. However, there are still not many cases where machine learning is used in product development to identify factors of defects in performance and durability of products and incorporate feedback into the design to improve product quality. In this paper, we applied a prediction algorithm to the defects of automotive door devices equipped with automatic responsive sensors, which are commonly installed in recent electric and hydrogen vehicles. To do so, we selected test items, built a measurement emulation system for data acquisition, and conducted comparative evaluations by applying different machine learning algorithms to the measured data. The results in terms of R2 score were as follows: Ordinary multiple regression 0.96, Ridge regression 0.95, Lasso regression 0.89, Elastic regression 0.91.

Study on Failure Classification of Missile Seekers Using Inspection Data from Production and Manufacturing Phases (생산 및 제조 단계의 검사 데이터를 이용한 유도탄 탐색기의 고장 분류 연구)

  • Ye-Eun Jeong;Kihyun Kim;Seong-Mok Kim;Youn-Ho Lee;Ji-Won Kim;Hwa-Young Yong;Jae-Woo Jung;Jung-Won Park;Yong Soo Kim
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.47 no.2
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    • pp.30-39
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    • 2024
  • This study introduces a novel approach for identifying potential failure risks in missile manufacturing by leveraging Quality Inspection Management (QIM) data to address the challenges presented by a dataset comprising 666 variables and data imbalances. The utilization of the SMOTE for data augmentation and Lasso Regression for dimensionality reduction, followed by the application of a Random Forest model, results in a 99.40% accuracy rate in classifying missiles with a high likelihood of failure. Such measures enable the preemptive identification of missiles at a heightened risk of failure, thereby mitigating the risk of field failures and enhancing missile life. The integration of Lasso Regression and Random Forest is employed to pinpoint critical variables and test items that significantly impact failure, with a particular emphasis on variables related to performance and connection resistance. Moreover, the research highlights the potential for broadening the scope of data-driven decision-making within quality control systems, including the refinement of maintenance strategies and the adjustment of control limits for essential test items.

Model selection algorithm in Gaussian process regression for computer experiments

  • Lee, Youngsaeng;Park, Jeong-Soo
    • Communications for Statistical Applications and Methods
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    • v.24 no.4
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    • pp.383-396
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    • 2017
  • The model in our approach assumes that computer responses are a realization of a Gaussian processes superimposed on a regression model called a Gaussian process regression model (GPRM). Selecting a subset of variables or building a good reduced model in classical regression is an important process to identify variables influential to responses and for further analysis such as prediction or classification. One reason to select some variables in the prediction aspect is to prevent the over-fitting or under-fitting to data. The same reasoning and approach can be applicable to GPRM. However, only a few works on the variable selection in GPRM were done. In this paper, we propose a new algorithm to build a good prediction model among some GPRMs. It is a post-work of the algorithm that includes the Welch method suggested by previous researchers. The proposed algorithms select some non-zero regression coefficients (${\beta}^{\prime}s$) using forward and backward methods along with the Lasso guided approach. During this process, the fixed were covariance parameters (${\theta}^{\prime}s$) that were pre-selected by the Welch algorithm. We illustrated the superiority of our proposed models over the Welch method and non-selection models using four test functions and one real data example. Future extensions are also discussed.

Penalized logistic regression models for determining the discharge of dyspnea patients (호흡곤란 환자 퇴원 결정을 위한 벌점 로지스틱 회귀모형)

  • Park, Cheolyong;Kye, Myo Jin
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.1
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    • pp.125-133
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    • 2013
  • In this paper, penalized binary logistic regression models are employed as statistical models for determining the discharge of 668 patients with a chief complaint of dyspnea based on 11 blood tests results. Specifically, the ridge model based on $L^2$ penalty and the Lasso model based on $L^1$ penalty are considered in this paper. In the comparison of prediction accuracy, our models are compared with the logistic regression models with all 11 explanatory variables and the selected variables by variable selection method. The results show that the prediction accuracy of the ridge logistic regression model is the best among 4 models based on 10-fold cross-validation.

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.

A study on entertainment TV show ratings and the number of episodes prediction (국내 예능 시청률과 회차 예측 및 영향요인 분석)

  • Kim, Milim;Lim, Soyeon;Jang, Chohee;Song, Jongwoo
    • The Korean Journal of Applied Statistics
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    • v.30 no.6
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    • pp.809-825
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    • 2017
  • The number of TV entertainment shows is increasing. Competition among programs in the entertainment market is intensifying since cable channels air many entertainment TV shows. There is now a need for research on program ratings and the number of episodes. This study presents predictive models for entertainment TV show ratings and number of episodes. We use various data mining techniques such as linear regression, logistic regression, LASSO, random forests, gradient boosting, and support vector machine. The analysis results show that the average program ratings before the first broadcast is affected by broadcasting company, average ratings of the previous season, starting year and number of articles. The average program ratings after the first broadcast is influenced by the rating of the first broadcast, broadcasting company and program type. We also found that the predicted average ratings, starting year, type and broadcasting company are important variables in predicting of the number of episodes.

The Doubly Regularized Quantile Regression

  • Choi, Ho-Sik;Kim, Yong-Dai
    • Communications for Statistical Applications and Methods
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    • v.15 no.5
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    • pp.753-764
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    • 2008
  • The $L_1$ regularized estimator in quantile problems conduct parameter estimation and model selection simultaneously and have been shown to enjoy nice performance. However, $L_1$ regularized estimator has a drawback: when there are several highly correlated variables, it tends to pick only a few of them. To make up for it, the proposed method adopts doubly regularized framework with the mixture of $L_1$ and $L_2$ norms. As a result, the proposed method can select significant variables and encourage the highly correlated variables to be selected together. One of the most appealing features of the new algorithm is to construct the entire solution path of doubly regularized quantile estimator. From simulations and real data analysis, we investigate its performance.

A note on standardization in penalized regressions

  • Lee, Sangin
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.2
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    • pp.505-516
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    • 2015
  • We consider sparse high-dimensional linear regression models. Penalized regressions have been used as effective methods for variable selection and estimation in high-dimensional models. In penalized regressions, it is common practice to standardize variables before fitting a penalized model and then fit a penalized model with standardized variables. Finally, the estimated coefficients from a penalized model are recovered to the scale on original variables. However, these procedures produce a slightly different solution compared to the corresponding original penalized problem. In this paper, we investigate issues on the standardization of variables in penalized regressions and formulate the definition of the standardized penalized estimator. In addition, we compare the original penalized estimator with the standardized penalized estimator through simulation studies and real data analysis.

Efficient estimation and variable selection for partially linear single-index-coefficient regression models

  • Kim, Young-Ju
    • Communications for Statistical Applications and Methods
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    • v.26 no.1
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    • pp.69-78
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    • 2019
  • A structured model with both single-index and varying coefficients is a powerful tool in modeling high dimensional data. It has been widely used because the single-index can overcome the curse of dimensionality and varying coefficients can allow nonlinear interaction effects in the model. For high dimensional index vectors, variable selection becomes an important question in the model building process. In this paper, we propose an efficient estimation and a variable selection method based on a smoothing spline approach in a partially linear single-index-coefficient regression model. We also propose an efficient algorithm for simultaneously estimating the coefficient functions in a data-adaptive lower-dimensional approximation space and selecting significant variables in the index with the adaptive LASSO penalty. The empirical performance of the proposed method is illustrated with simulated and real data examples.