• Title/Summary/Keyword: Model selection

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Bayesian Model Selection for Nonlinear Regression under Noninformative Prior

  • Na, Jonghwa;Kim, Jeongsuk
    • Communications for Statistical Applications and Methods
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    • v.10 no.3
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    • pp.719-729
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    • 2003
  • We propose a Bayesian model selection procedure for nonlinear regression models under noninformative prior. For informative prior, Na and Kim (2002) suggested the Bayesian model selection procedure through MCMC techniques. We extend this method to the case of noninformative prior. The difficulty with the use of noninformative prior is that it is typically improper and hence is defined only up to arbitrary constant. The methods, such as Intrinsic Bayes Factor(IBF) and Fractional Bayes Factor(FBF), are used as a resolution to the problem. We showed the detailed model selection procedure through the specific real data set.

Variable selection in L1 penalized censored regression

  • Hwang, Chang-Ha;Kim, Mal-Suk;Shi, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.5
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    • pp.951-959
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    • 2011
  • The proposed method is based on a penalized censored regression model with L1-penalty. We use the iteratively reweighted least squares procedure to solve L1 penalized log likelihood function of censored regression model. It provide the efficient computation of regression parameters including variable selection and leads to the generalized cross validation function for the model selection. Numerical results are then presented to indicate the performance of the proposed method.

A Research on Improving the Evaluation Model for Management Innovative Enterprises (서비스 경영 혁신 기업 평가 모형의 개선 방안 연구)

  • Roh, Jae-Whak
    • International Commerce and Information Review
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    • v.12 no.4
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    • pp.279-302
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    • 2010
  • A better selection model on management innovative enterprises is needed since the Korean government provides multi benefits to those selected enterprises. However, the selection model's propriety is suspicious because of the shortage of consideration of assessment items. In particular, the most important two assessment items, strategy and performance are suspected of multicollinearity because of high correlation scores. No consideration on multicollinearity among those items leads to erroneous selection which doubly counts the same components with different item names. The principle component analysis is applied to factor out the uncorrelated items. Using the resulted principle components, the new estimations are carried out. The comparison between estimated results from using principle components and non principle components shows that the present selection model overly considers the performance items compared to the real effect of items, which is a result of multicollinearity between performance and strategy.

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A Genetic Algorithm A, pp.oach for Process Plan Selection on the CAPP (CAPP에서 공정계획 선정을 위한 유전 알고리즘 접근)

  • 문치웅;김형수;이상준
    • Journal of Intelligence and Information Systems
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    • v.4 no.1
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    • pp.1-10
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    • 1998
  • Process planning is a very complex task and requires the dynamic informatioon of shop foor and market situations. Process plan selection is one of the main problems in the process planning. In this paper, we propose a new process plan selection model considering operation flexibility for the computer aided process planing. The model is formulated as a 0-1 integer programming considering realistic shop factors such as production volume, machining time, machine capacity, transportation time and capacity of tractors such as production volume, machining time, machine capacity, transportation time capacity of transfer device. The objective of the model is to minimize the sum of the processing and transportation time for all parts. A genetic algorithm a, pp.oach is developed to solve the model. The efficiency of the proposed a, pp.oach is verified with numerical examples.

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SVM Load Forecasting using Cross-Validation (교차검증을 이용한 SVM 전력수요예측)

  • Jo, Nam-Hoon
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.55 no.11
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    • pp.485-491
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    • 2006
  • In this paper, we study the problem of model selection for Support Vector Machine(SVM) predictor for short-term load forecasting. The model selection amounts to tuning SVM parameters, such as the cost coefficient C and kernel parameters and so on, in order to maximize the prediction performance of SVM. We propose that Cross-Validation method can be used as a model selection algorithm for SVM-based load forecasting technique. Through the various experiments on several data sets, we found that the difference between the prediction error of SVM using Cross-Validation and that of ideal SVM is less than 5%. This shows that SVM parameters for load forecasting can be efficiently tuned by using Cross-Validation.

Category Factor Based Feature Selection for Document Classification

  • Kang Yun-Hee
    • International Journal of Contents
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    • v.1 no.2
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    • pp.26-30
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    • 2005
  • According to the fast growth of information on the Internet, it is becoming increasingly difficult to find and organize useful information. To reduce information overload, it needs to exploit automatic text classification for handling enormous documents. Support Vector Machine (SVM) is a model that is calculated as a weighted sum of kernel function outputs. This paper describes a document classifier for web documents in the fields of Information Technology and uses SVM to learn a model, which is constructed from the training sets and its representative terms. The basic idea is to exploit the representative terms meaning distribution in coherent thematic texts of each category by simple statistics methods. Vector-space model is applied to represent documents in the categories by using feature selection scheme based on TFiDF. We apply a category factor which represents effects in category of any term to the feature selection. Experiments show the results of categorization and the correlation of vector length.

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Optimal Variable Selection in a Thermal Error Model for Real Time Error Compensation (실시간 오차 보정을 위한 열변형 오차 모델의 최적 변수 선택)

  • Hwang, Seok-Hyun;Lee, Jin-Hyeon;Yang, Seung-Han
    • Journal of the Korean Society for Precision Engineering
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    • v.16 no.3 s.96
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    • pp.215-221
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    • 1999
  • The object of the thermal error compensation system in machine tools is improving the accuracy of a machine tool through real time error compensation. The accuracy of the machine tool totally depends on the accuracy of thermal error model. A thermal error model can be obtained by appropriate combination of temperature variables. The proposed method for optimal variable selection in the thermal error model is based on correlation grouping and successive regression analysis. Collinearity matter is improved with the correlation grouping and the judgment function which minimizes residual mean square is used. The linear model is more robust against measurement noises than an engineering judgement model that includes the higher order terms of variables. The proposed method is more effective for the applications in real time error compensation because of the reduction in computational time, sufficient model accuracy, and the robustness.

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Model selection method for categorical data with non-response (무응답을 가지고 있는 범주형 자료에 대한 모형 선택 방법)

  • Yoon, Yong-Hwa;Choi, Bo-Seung
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.4
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    • pp.627-641
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    • 2012
  • We consider a model estimation and model selection methods for the multi-way contingency table data with non-response or missing values. We also consider hierarchical Bayesian model in order to handle a boundary solution problem that can happen in the maximum likelihood estimation under non-ignorable non-response model and we deal with a model selection method to find the best model for the data. We utilized Bayes factors to handle model selection problem under Bayesian approach. We applied proposed method to the pre-election survey for the 2004 Korean National Assembly race. As a result, we got the non-ignorable non-response model was favored and the variable of voting intention was most suitable.

Efficiency of Marker Assisted Selection(MAS) over The Phenotypic Selection for Economic Traits in Economic Animals (경제동물의 주요 경제형질에 대한 표지인자를 이용한 선발(MAS)의 효율성)

  • Jeon, Gwang-Joo
    • Journal of Animal Science and Technology
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    • v.44 no.6
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    • pp.669-676
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    • 2002
  • The efficiency of marker assisted selection(MAS) over conventional selection index based sorely on phenotypic records was studied by deterministic simulation model. Parameter combination of heritability and amount of genetic variation due to the markers included in the index was employed. For the index with own phenotypic information vs. the index with own phenotypic plus marker information, the relative efficiency of MAS over the selection with phenotypic records was about 38% high when heritability was low(0.05). However, when heritability was high(50%), the relative efficiency of MAS was vary low and almost negligible. For more practical situation of selection index which included information on own, sire and dam, MAS was less effective than when selection criteria was only on own performance.

Feature Selection for Multi-Class Genre Classification using Gaussian Mixture Model (Gaussian Mixture Model을 이용한 다중 범주 분류를 위한 특징벡터 선택 알고리즘)

  • Moon, Sun-Kuk;Choi, Tack-Sung;Park, Young-Cheol;Youn, Dae-Hee
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.32 no.10C
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    • pp.965-974
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    • 2007
  • In this paper, we proposed the feature selection algorithm for multi-class genre classification. In our proposed algorithm, we developed GMM separation score based on Gaussian mixture model for measuring separability between two genres. Additionally, we improved feature subset selection algorithm based on sequential forward selection for multi-class genre classification. Instead of setting criterion as entire genre separability measures, we set criterion as worst genre separability measure for each sequential selection step. In order to assess the performance proposed algorithm, we extracted various features which represent characteristics such as timbre, rhythm, pitch and so on. Then, we investigate classification performance by GMM classifier and k-NN classifier for selected features using conventional algorithm and proposed algorithm. Proposed algorithm showed improved performance in classification accuracy up to 10 percent for classification experiments of low dimension feature vector especially.