• Title/Summary/Keyword: Loss function

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Robust Bayesian inference in finite population sampling with auxiliary information under balanced loss function

  • Kim, Eunyoung;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • 제25권3호
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    • pp.685-696
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    • 2014
  • In this paper, we develop Bayesian inference of the finite population mean with the assumption of posterior linearity rather than normality of the superpopulation in the presence of auxiliary information under the balanced loss function. We compare the performance of the optimal Bayes estimator under the balanced loss function with ones of the classical ratio estimator and the usual Bayes estimator in terms of the posterior expected losses, risks and Bayes risks.

공정변수의 변동을 고려한 손실함수를 통한 다중반응표면 최적화 (Multiresponse Optimization through a Loss Function Considering Process Parameter Fluctuation)

  • 권준범;이종석;이상호;전치혁;김광재
    • 대한산업공학회지
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    • 제31권2호
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    • pp.164-172
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    • 2005
  • A loss function approach to a multiresponse problem is considered, when process parameters are regarded as random variables. The variation of each response may be amplified through so called propagation of error (POE), which is defined as the standard deviation of the transmitted variability in the response as a function of process parameters. The forms of POE for each response and for a pair of responses are proposed and they are reflected in our loss function approach to determine the optimal condition. The proposed method is illustrated using a polymer case. The result is compared with the case where parameter fluctuation is not considered.

Study of Optimal Location and Compensation Rate of Thyristor-Controlled Series Capacitor Considering Multi-objective Function

  • Shin, Hee-Sang;Cho, Sung-Min;Kim, Jin-Su;Kim, Jae-Chul
    • Journal of Electrical Engineering and Technology
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    • 제8권3호
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    • pp.428-435
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    • 2013
  • Flexible AC Transmission System (FACTS) application study on enhancing the flexibility of AC power system has continued to make progress. A thyristor-controlled series capacitor (TCSC) is a useful FACTS device that can control the power flow by adjusting line impedances and minimize the loss of power flow and voltage drop in a transmission system by adjusting line impedances. Reduced power flow loss leads to increased loadability, low system loss, and improved stability of the power system. This study proposes the optimal location and compensation rate method for TCSCs, by considering both the power system loss and voltage drop of transmission systems. The proposed method applies a multi-objective function consisting of a minimizing function for power flow loss and voltage drop. The effectiveness of the proposed method is demonstrated using IEEE 14- and a 30-bus system.

가시광-근적외선 혼합 영상에서의 얼굴인식에 관한 연구 (Face Recognition in Visual and Infra-Red Complex Images)

  • 김광주;원철호
    • 한국멀티미디어학회논문지
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    • 제22권8호
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    • pp.844-851
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    • 2019
  • In this paper, we propose a loss function in CNN that introduces inter-class amplitudes to increase inter-class loss and reduce intra-class loss to increase of face recognition performance. This loss function increases the distance between the classes and decreases the distance in the class, thereby improving the performance of the face recognition finally. It is confirmed that the accuracy of face recognition for visible light image of proposed loss function is 99.62%, which is better than other loss functions. We also applied it to face recognition of visible and near-infrared complex images to obtain satisfactory results of 99.76%.

손해보험 위험도 추정에 대한 베이즈 위험 비교 연구 (Bayes Risk Comparison for Non-Life Insurance Risk Estimation)

  • 김명준;우호영;김영화
    • 응용통계연구
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    • 제27권6호
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    • pp.1017-1028
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    • 2014
  • 잘 알려져 있는 것처럼 일반적인 베이즈 추정량(Bayes estimator)과 경험적 베이즈 추정량(empirical Bayes estimator)은 모수를 추정하는데 있어서 오차를 과다축소하는 단점을 가지고 있다. 따라서 이러한 단점을 극복하기 위하여 constrained 베이즈 추정량이 일차 적률과 이차 적률을 일치시키는 성질을 만족시키며 제안되었다. 또한 평균 제곱오차 함수와 같은 전통적인 손실함수에서는 추정의 정확성만을 고려하는 특징을 가지고 있기 때문에, 추정의 정확성과 정합성을 동시에 고려하는 균형 손실함수가 제안되었다. 이러한 이유로 인하여 균형손실 함수하에서의 제한적 베이즈 추정량의 활용이 손해 보험의 가격 산출에 제안되는 것은 타당하다. 그러나 대부분의 연구는 추정의 문제에만 집중하는 경향이 있으며. 이는 새롭게 제안되는 특정 손실함수하에서의 constrained 베이즈 추정량과 constrained empirical 베이즈 추정량의 베이즈 위험의 계산이 어렵다는 점에서 기인한다. 본 연구에서는 다양한 베이즈 추정량들에 대한 베이즈 위험을 서로 다른 두 손실함수하에서 비교하였으며, 그 대상은 자동차 보험 산업에서의 위험도 추정 분야이다. 또한 자동차 보험 산업의 실제 사고 데이터를 이용하여 새롭게 제안된 베이즈 추정량의 베이즈 위험을 비교함으로써 그 효용성을 입증하였다.

불균형 블랙박스 동영상 데이터에서 충돌 상황의 다중 분류를 위한 손실 함수 비교 (Comparison of Loss Function for Multi-Class Classification of Collision Events in Imbalanced Black-Box Video Data)

  • 이의상;한석민
    • 한국인터넷방송통신학회논문지
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    • 제24권1호
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    • pp.49-54
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    • 2024
  • 데이터 불균형은 분류 문제에서 흔히 마주치는 문제로, 데이터셋 내의 클래스간 샘플 수의 현저한 차이에서 기인한다. 이러한 데이터 불균형은 일반적으로 분류 모델에서 과적합, 과소적합, 성능 지표의 오해 등의 문제를 야기한다. 이를 해결하기 위한 방법으로는 Resampling, Augmentation, 규제 기법, 손실 함수 조정 등이 있다. 본 논문에서는 손실 함수 조정에 대해 다루며 특히, 불균형 문제를 가진 Multi-Class 블랙박스 동영상 데이터에서 여러 구성의 손실 함수(Cross Entropy, Balanced Cross Entropy, 두 가지 Focal Loss 설정: 𝛼 = 1 및 𝛼 = Balanced, Asymmetric Loss)의 성능을 I3D, R3D_18 모델을 활용하여 비교하였다.

Cpm+ 기준에서의 공정평균이동에 대한 재조정 기간 결정 (Determination of the Resetting Time to the Process Mean Shift based on the Cpm+)

  • 이도경
    • 산업경영시스템학회지
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    • 제41권1호
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    • pp.110-117
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    • 2018
  • Machines and facilities are physically or chemically degenerated by continuous usage. One of the results of this degeneration is the process mean shift. By the result of degeneration, non-conforming products and malfunction of machine occur. Therefore a periodic preventive resetting the process is necessary. This type of preventive action is called 'preventive maintenance policy.' Preventive maintenance presupposes that the preventive (resetting the process) cost is smaller than the cost of failure caused by the malfunction of machine. The process mean shift problem is a field of preventive maintenance. This field deals the interrelationship between the quality cost and the process resetting cost before machine breaks down. Quality cost is the sum of the non-conforming item cost and quality loss cost. Quality loss cost is due to the deviation between the quality characteristics from the target value. Under the process mean shift, the quality cost is increasing continuously whereas the process resetting cost is constant value. The objective function is total costs per unit wear, the decision variables are the wear limit (resetting period) and the initial process mean. Comparing the previous studies, we set the process variance as an increasing concave function and set the quality loss function as Cpm+ simultaneously. In the Cpm+, loss function has different cost coefficients according to the direction of the quality characteristics from target value. A numerical example is presented.

A Novel Algorithm of Joint Probability Data Association Based on Loss Function

  • Jiao, Hao;Liu, Yunxue;Yu, Hui;Li, Ke;Long, Feiyuan;Cui, Yingjie
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제15권7호
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    • pp.2339-2355
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    • 2021
  • In this paper, a joint probabilistic data association algorithm based on loss function (LJPDA) is proposed so that the computation load and accuracy of the multi-target tracking algorithm can be guaranteed simultaneously. Firstly, data association is divided in to three cases based on the relationship among validation gates and the number of measurements in the overlapping area for validation gates. Also the contribution coefficient is employed for evaluating the contribution of a measurement to a target, and the loss function, which reflects the cost of the new proposed data association algorithm, is defined. Moreover, the equation set of optimal contribution coefficient is given by minimizing the loss function, and the optimal contribution coefficient can be attained by using the Newton-Raphson method. In this way, the weighted value of each target can be achieved, and the data association among measurements and tracks can be realized. Finally, we compare performances of LJPDA proposed and joint probabilistic data association (JPDA) algorithm via numerical simulations, and much attention is paid on real-time performance and estimation error. Theoretical analysis and experimental results reveal that the LJPDA algorithm proposed exhibits small estimation error and low computation complexity.

품질손실을 고려한 경제적 CUSUM 관리도 (A Design of Economic CUSUM Control Chart Incorporating Quality Loss Function)

  • 김정대
    • 산업경영시스템학회지
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    • 제41권4호
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    • pp.203-212
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    • 2018
  • Quality requirements of manufactured products or parts are given in the form of specification limits on the quality characteristics of individual units. If a product is to meet the customer's fitness for use criteria, it should be produced by a process which is stable or repeatable. In other words, it must be capable of operating with little variability around the target value or nominal value of the product's quality characteristic. In order to maintain and improve product quality, we need to apply statistical process control techniques such as histogram, check sheet, Pareto chart, cause and effect diagram, or control charts. Among those techniques, the most important one is control charting. The cumulative sum (CUSUM) control charts have been used in statistical process control (SPC) in industries for monitoring process shifts and supporting online measurement. The objective of this research is to apply Taguchi's quality loss function concept to cost based CUSUM control chart design. In this study, a modified quality loss function was developed to reflect quality loss situation where general quadratic loss curve is not appropriate. This research also provided a methodology for the design of CUSUM charts using Taguchi quality loss function concept based on the minimum cost per hour criterion. The new model differs from previous models in that the model assumes that quality loss is incurred even in the incontrol period. This model was compared with other cost based CUSUM models by Wu and Goel, According to numerical sensitivity analysis, the proposed model results in longer average run length in in-control period compared to the other two models.

손실함수에 의한 베이지안 퍼지 가설검정 (A Bayesian Fuzzy Hypotheses Testing with Loss Function)

  • 강만기;한성일;최규탁
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 2003년도 추계 학술대회 학술발표 논문집
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    • pp.45-48
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    • 2003
  • We propose some properties of Bayesian fuzzy hypotheses testing by revision for prior possibility distribution and posterior possibility distribution using weighted fuzzy hypotheses H$\sub$0/($\theta$) versus H$_1$($\theta$) on $\theta$ with loss function.

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