• 제목/요약/키워드: Local Approximation Function

검색결과 70건 처리시간 0.021초

Multiclass Support Vector Machines with SCAD

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
    • /
    • 제19권5호
    • /
    • pp.655-662
    • /
    • 2012
  • Classification is an important research field in pattern recognition with high-dimensional predictors. The support vector machine(SVM) is a penalized feature selector and classifier. It is based on the hinge loss function, the non-convex penalty function, and the smoothly clipped absolute deviation(SCAD) suggested by Fan and Li (2001). We developed the algorithm for the multiclass SVM with the SCAD penalty function using the local quadratic approximation. For multiclass problems we compared the performance of the SVM with the $L_1$, $L_2$ penalty functions and the developed method.

A Study on Properties of the survival function Estimators with Weibull approximation

  • Lee, Jae-Man;Cha, Young-Joon
    • Journal of the Korean Data and Information Science Society
    • /
    • 제14권2호
    • /
    • pp.279-287
    • /
    • 2003
  • In this paper we propose a local smoothing of the Nelson type estimator for the survival function based on an approximation by the Weibull distribution function. It appears that Mean Square Error and Bias of the smoothed estimator of the Nelson type survival function estimators are significantly smaller than that of the smoothed estimator of the Kaplan-Meier survival function estimator.

  • PDF

A Study on Properties of the survival function Estimators with Weibull approximation

  • 이재만;차영준
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 한국데이터정보과학회 2003년도 춘계학술대회
    • /
    • pp.109-119
    • /
    • 2003
  • In this paper we propose a local smoothing of the Nelson type estimator for the survival function based on an approximation by the Weibull distribution function. It appears that Mean Square Error and Bias of the smoothed estimator of the Nelson type survival function estimator is significantly smaller then that of the smoothed estimator of the Kaplan-Meier survival function estimator.

  • PDF

Weighted Support Vector Machines with the SCAD Penalty

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
    • /
    • 제20권6호
    • /
    • pp.481-490
    • /
    • 2013
  • Classification is an important research area as data can be easily obtained even if the number of predictors becomes huge. The support vector machine(SVM) is widely used to classify a subject into a predetermined group because it gives sound theoretical background and better performance than other methods in many applications. The SVM can be viewed as a penalized method with the hinge loss function and penalty functions. Instead of $L_2$ penalty function Fan and Li (2001) proposed the smoothly clipped absolute deviation(SCAD) satisfying good statistical properties. Despite the ability of SVMs, they have drawbacks of non-robustness when there are outliers in the data. We develop a robust SVM method using a weight function with the SCAD penalty function based on the local quadratic approximation. We compare the performance of the proposed SVM with the SVM using the $L_1$ and $L_2$ penalty functions.

비선형 구조물에 대한 이동 점근법(MMA)의 적용 (Application of Method of Moving Asymptotes for Non-Linear Structures)

  • 진경욱;한석영;최동훈
    • 한국공작기계학회:학술대회논문집
    • /
    • 한국공작기계학회 1999년도 춘계학술대회 논문집
    • /
    • pp.141-146
    • /
    • 1999
  • A new method, so called MMA(Method of Moving Asymptotes) was applied to the optimization problems of non-linear functions and non-linear structures. In each step of the iterative process, tile MMA generates a strictly convex approximation subproblems and solves them by using the dual problems. The generation of these subproblems is controlled by so called 'moving asymptotes', which may both make no oscillation and speed up tile convergence rate of optimization process. By contrast in generalized dual function, the generated function by MMA is always explicit type. Both the objective and behaviour constraints which were approximated are optimized by dual function. As the results of some examples, it was found that this method is very effective to obtain the global solution for problems with many local solutions. Also it was found that MMA is a very effective approximate method using the original function and its 1st derivatives.

  • PDF

HYBRID SAMPLING SERIES ASSOCIATED WITH ORTHOGONAL WAVELETS AND GIBBS PHENOMENON

  • Shim, Hong-Tae;Gilbert G. Walter
    • Journal of applied mathematics & informatics
    • /
    • 제12권1_2호
    • /
    • pp.199-209
    • /
    • 2003
  • When a sampling theorem holds in wavelet subspaces, sampling expansions can be a good approximation to projection expansions. Even when the sampling theorem does not hold, the scaling function series with the usual coefficients replaced by sampled function values may also be a good approximation to the projection. We refer to such series as hybrid sampling series. For this series, we shall investigate the local convergence and analyze Gibbs phenomenon.

Penalized rank regression estimator with the smoothly clipped absolute deviation function

  • Park, Jong-Tae;Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
    • /
    • 제24권6호
    • /
    • pp.673-683
    • /
    • 2017
  • The least absolute shrinkage and selection operator (LASSO) has been a popular regression estimator with simultaneous variable selection. However, LASSO does not have the oracle property and its robust version is needed in the case of heavy-tailed errors or serious outliers. We propose a robust penalized regression estimator which provide a simultaneous variable selection and estimator. It is based on the rank regression and the non-convex penalty function, the smoothly clipped absolute deviation (SCAD) function which has the oracle property. The proposed method combines the robustness of the rank regression and the oracle property of the SCAD penalty. We develop an efficient algorithm to compute the proposed estimator that includes a SCAD estimate based on the local linear approximation and the tuning parameter of the penalty function. Our estimate can be obtained by the least absolute deviation method. We used an optimal tuning parameter based on the Bayesian information criterion and the cross validation method. Numerical simulation shows that the proposed estimator is robust and effective to analyze contaminated data.

A LOCAL APPROXIMATION METHOD FOR THE SOLUTION OF K-POSITIVE DEFINITE OPERATOR EQUATIONS

  • Chidume, C.E.;Aneke, S.J.
    • 대한수학회보
    • /
    • 제40권4호
    • /
    • pp.603-611
    • /
    • 2003
  • In this paper we extend the definition of K-positive definite operators from linear to Frechet differentiable operators. Under this setting, we derive from the inverse function theorem a local existence and approximation results corresponding to those of Theorems land 2 of the authors [8], in an arbitrary real Banach space. Furthermore, an asymptotically K-positive definite operator is introduced and a simplified iteration sequence which converges to the unique solution of an asymptotically K-positive definite operator equation is constructed.

적응적 영역분할법을 이용한 임의의 점군으로부터의 형상 재구성 (Shape Reconstruction from Unorganized Cloud of Points using Adaptive Domain Decomposition Method)

  • 유동진
    • 한국정밀공학회지
    • /
    • 제23권8호
    • /
    • pp.89-99
    • /
    • 2006
  • In this paper a new shape reconstruction method that allows us to construct surface models from very large sets of points is presented. In this method the global domain of interest is divided into smaller domains where the problem can be solved locally. These local solutions of subdivided domains are blended together according to weighting coefficients to obtain a global solution using partition of unity function. The suggested approach gives us considerable flexibility in the choice of local shape functions which depend on the local shape complexity and desired accuracy. At each domain, a quadratic polynomial function is created that fits the points in the domain. If the approximation is not accurate enough, other higher order functions including cubic polynomial function and RBF(Radial Basis Function) are used. This adaptive selection of local shape functions offers robust and efficient solution to a great variety of shape reconstruction problems.

이동하는 음원에 적합한 고분해능 광대역 LPA 빔형성기법 (High Resolution Wideband Local Polynomial Approximation Beamforming for Moving Sources)

  • 박도현;박규태;이정훈;이수형;이균경
    • 한국음향학회지
    • /
    • 제24권1호
    • /
    • pp.1-10
    • /
    • 2005
  • 본 논문에서는 이동하는 광대역 음원의 위치추정에 적합한 높은 분해능을 가지는 광대역LPA (local polynomial approximation) 빔형성기법을 제안한다. 제안한 기법은 여러 개의 데이터 단편으로부터 구하는 공분산행렬 대신, 하나의 데이터 단편의 여러 개 주파수 성분으로부터 얻은 조향 공분산행렬을 이용하는 STMV(steered minimum variance) 기법을 LPA 빔형성기법에 적용하였다. STMV 기법의 센서가중벡터를 이용하여 LPA 가격함수를 구성하였으며 이를 최대화 시키는 방위각과 각속도를 2차원 탐색을 통하여 추정함으로써 높은 방위각 분해능을 가지도록 하였다. 모의신호와 실제 해상 실험 데이터를 이용하여 제안한 기법의 성능을 기존의 기법과 비교, 분석 하였다