• Journal of Intelligence and Information Systems
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• v.18 no.2
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• pp.29-45
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• 2012

Bond rating is regarded as an important event for measuring financial risk of companies and for determining the investment returns of investors. As a result, it has been a popular research topic for researchers to predict companies' credit ratings by applying statistical and machine learning techniques. The statistical techniques, including multiple regression, multiple discriminant analysis (MDA), logistic models (LOGIT), and probit analysis, have been traditionally used in bond rating. However, one major drawback is that it should be based on strict assumptions. Such strict assumptions include linearity, normality, independence among predictor variables and pre-existing functional forms relating the criterion variablesand the predictor variables. Those strict assumptions of traditional statistics have limited their application to the real world. Machine learning techniques also used in bond rating prediction models include decision trees (DT), neural networks (NN), and Support Vector Machine (SVM). Especially, SVM is recognized as a new and promising classification and regression analysis method. SVM learns a separating hyperplane that can maximize the margin between two categories. SVM is simple enough to be analyzed mathematical, and leads to high performance in practical applications. SVM implements the structuralrisk minimization principle and searches to minimize an upper bound of the generalization error. In addition, the solution of SVM may be a global optimum and thus, overfitting is unlikely to occur with SVM. In addition, SVM does not require too many data sample for training since it builds prediction models by only using some representative sample near the boundaries called support vectors. A number of experimental researches have indicated that SVM has been successfully applied in a variety of pattern recognition fields. However, there are three major drawbacks that can be potential causes for degrading SVM's performance. First, SVM is originally proposed for solving binary-class classification problems. Methods for combining SVMs for multi-class classification such as One-Against-One, One-Against-All have been proposed, but they do not improve the performance in multi-class classification problem as much as SVM for binary-class classification. Second, approximation algorithms (e.g. decomposition methods, sequential minimal optimization algorithm) could be used for effective multi-class computation to reduce computation time, but it could deteriorate classification performance. Third, the difficulty in multi-class prediction problems is in data imbalance problem that can occur when the number of instances in one class greatly outnumbers the number of instances in the other class. Such data sets often cause a default classifier to be built due to skewed boundary and thus the reduction in the classification accuracy of such a classifier. SVM ensemble learning is one of machine learning methods to cope with the above drawbacks. Ensemble learning is a method for improving the performance of classification and prediction algorithms. AdaBoost is one of the widely used ensemble learning techniques. It constructs a composite classifier by sequentially training classifiers while increasing weight on the misclassified observations through iterations. The observations that are incorrectly predicted by previous classifiers are chosen more often than examples that are correctly predicted. Thus Boosting attempts to produce new classifiers that are better able to predict examples for which the current ensemble's performance is poor. In this way, it can reinforce the training of the misclassified observations of the minority class. This paper proposes a multiclass Geometric Mean-based Boosting (MGM-Boost) to resolve multiclass prediction problem. Since MGM-Boost introduces the notion of geometric mean into AdaBoost, it can perform learning process considering the geometric mean-based accuracy and errors of multiclass. This study applies MGM-Boost to the real-world bond rating case for Korean companies to examine the feasibility of MGM-Boost. 10-fold cross validations for threetimes with different random seeds are performed in order to ensure that the comparison among three different classifiers does not happen by chance. For each of 10-fold cross validation, the entire data set is first partitioned into tenequal-sized sets, and then each set is in turn used as the test set while the classifier trains on the other nine sets. That is, cross-validated folds have been tested independently of each algorithm. Through these steps, we have obtained the results for classifiers on each of the 30 experiments. In the comparison of arithmetic mean-based prediction accuracy between individual classifiers, MGM-Boost (52.95%) shows higher prediction accuracy than both AdaBoost (51.69%) and SVM (49.47%). MGM-Boost (28.12%) also shows the higher prediction accuracy than AdaBoost (24.65%) and SVM (15.42%)in terms of geometric mean-based prediction accuracy. T-test is used to examine whether the performance of each classifiers for 30 folds is significantly different. The results indicate that performance of MGM-Boost is significantly different from AdaBoost and SVM classifiers at 1% level. These results mean that MGM-Boost can provide robust and stable solutions to multi-classproblems such as bond rating.

• Journal of the Korean Institute of Intelligent Systems
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• v.23 no.3
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• pp.262-267
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• 2013

The recognition of human emotional state is one of the most important components for efficient human-human and human- computer interaction. In this paper, four emotions such as fear, disgust, joy, and neutral was a main problem of classifying emotion recognition and an approach of visual-stimuli for eliciting emotion based on physiological signals of skin conductance (SC), skin temperature (SKT), and blood volume pulse (BVP) was used to design the experiment. In order to reach the goal of solving this problem, half-against-half (HAH) multi-class support vector machine (SVM) with Gaussian radial basis function (RBF) kernel was proposed showing the effective techniques to improve the accuracy rate of emotion classification. The experimental results proved that the proposed was an efficient method for solving the emotion recognition problems with the accuracy rate of 90% of neutral, 86.67% of joy, 85% of disgust, and 80% of fear.

• Journal of Information Processing Systems
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• v.13 no.2
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• pp.321-339
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• 2017

In this work, we are interested in the extraction of areas of interest from satellite images by introducing a MO-TRIBES/OC-SVM approach. The One-Class Support Vector Machine (OC-SVM) is based on the estimation of a support that includes training data. It identifies areas of interest without including other classes from the scene. We propose generating optimal training data using the Multi-Objective TRIBES (MO-TRIBES) to improve the performances of the OC-SVM. The MO-TRIBES is a parameter-free optimization technique that manages the search space in tribes composed of agents. It makes different behavioral and structural adaptations to minimize the false positive and false negative rates of the OC-SVM. We have applied our proposed approach for the extraction of earthquakes and urban areas. The experimental results and comparisons with different state-of-the-art classifiers confirm the efficiency and the robustness of the proposed approach.

• Journal of the Institute of Convergence Signal Processing
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• v.8 no.3
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• pp.136-142
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• 2007

Recent researches in the recognition system have shown that SVM (Support Vector Machine) classifiers often have superior recognition rates in comparison to other classifiers. In this paper, we present the handwritten numeral recognition algorithm using SVM classifiers. The numeral features used in our algorithm are mesh features, directional features by Kirsch operators and concavity features, where first two features represent the foreground information of numerals and the last feature represents the background information of numerals. These features are complements each of the other. Since SVM is basically a binary classifier, it is required to construct and combine several binary SVMs to get the multi-class classifiers. We use two strategies for implementing multi-class SVM classifiers: "one against one" and "one against the rest", and examine their performances on the features used. The efficiency of our method is tested by the CENPARMI handwritten numeral database, and the recognition rate of 98.45% is achieved.

• The KIPS Transactions:PartB
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• v.16B no.4
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• pp.281-288
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• 2009

This paper proposes a novel algorithm for the efficient classification and annotation of medical images, especially X-ray images. Since X-ray images have a bright foreground against a dark background, we need to extract the different visual descriptors compare with general nature images. In this paper, a Color Structure Descriptor (CSD) based on Harris Corner Detector is only extracted from salient points, and an Edge Histogram Descriptor (EHD) used for a textual feature of image. These two feature vectors are then applied to a multi-class Support Vector Machine (SVM), respectively, to classify images into one of 20 categories. Finally, an image has the Annotation Code Array based on the pre-defined hierarchical relations of categories and priority code order, which is given the several optimal keywords by the Annotation Code Array. Our experiments show that our annotation results have better annotation performance when compared to other method.

• Journal of the Korean Institute of Intelligent Systems
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• v.15 no.3
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• pp.282-288
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• 2005

In this paper, we propose a new intrusion detection model, which keeps advantages of existing misuse detection model and anomaly detection model and resolves their problems. This new intrusion detection system, named to MMIDS, was designed to satisfy all the following requirements : 1) Fast detection of new types of attack unknown to the system; 2) Provision of detail information about the detected types of attack; 3) cost-effective maintenance due to fast and efficient learning and update; 4) incrementality and scalability of system. The fast and efficient training and updating faculties of proposed novel multi-class SVM which is a core component of MMIDS provide cost-effective maintenance of intrusion detection system. According to the experimental results, our method can provide superior performance in separating similar patterns and detailed separation capability of MMIDS is relatively good.

• Journal of Sensor Science and Technology
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• v.24 no.1
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• pp.47-53
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• 2015

Fall-related injuries in elderly people are a major health care problem. This paper introduces determination of fall direction before impact using support vector machine (SVM). Once a falling phase is detected, dynamic characteristic parameters measured by the accelerometer and gyroscope and then processed by a Kalman filter are used in the SVM to determine the fall directions, i.e., forward (F), backward (B), rightward (R), and leftward (L). This paper compares the determination sensitivities according to the selected parameters for the SVM (velocities, tilt angles, vs. accelerations) and sensor attachment locations (waist vs. chest) with regards to the binary classification (i.e., F vs. B and R vs. L) and the multi-class classification (i.e., F, B, R, vs. L). Based on the velocity of waist which was superior to other parameters, the SVM in the binary case achieved 100% sensitivities for both F vs. B and R vs. L, while the SVM in the multi-class case achieved the sensitivities of F 93.8%, B 91.3%, R 62.3%, and L 63.6%.

• Journal of the Korean Society for information Management
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• v.17 no.4
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• pp.229-248
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• 2000

Among several learning algorithms for lexl calegoriration. SVM(Snpport Vsctor Machines) has been provcd to ouq~e~fotm other classifiers. Th~study e~~aluales the categarizalion ability of en SVM classifier using the ModApte split of the Reutcrs-21578 dataset. First. an experiment 1s perlormed to test a few feature wetghtlng schemes that will be used in thc calegarization tasks. Second, (he categorization periarrnances of the lulear SVM and the non-linear SVM are compared. Finally. the binary SVM classifier is expanded into a multi-class classifier and thek pcrforrnnnces are comparativcly evaluated.

• The Journal of the Korea Contents Association
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• v.17 no.11
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• pp.600-608
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• 2017

Recently data growth rates are growing exponentially according to the rapid expansion of internet. Since users need some of all the information, they carry a heavy workload for examination and discovery of the necessary contents. Therefore information retrieval must provide hierarchical class information and the priority of examination through the evaluation of similarity on query and documents. In this paper we propose an Multi-class support vector machines model based clustering for hierarchical document categorization that make semantic search possible considering the word co-occurrence measures. A combination of hierarchical document categorization and SVM classifier gives high performance for analytical classification of web documents that increase exponentially according to extension of document hierarchy. More information retrieval systems are expected to use our proposed model in their developments and can perform a accurate and rapid information retrieval service.

• Journal of KIISE:Software and Applications
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• v.33 no.10
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• pp.886-895
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• 2006

Fingerprint classification reduces the number of matches required in automated fingerprint identification systems by categorizing fingerprints into a predefined class. Support vector machines (SVMs), widely used in pattern classification, have produced a high accuracy rate when performing fingerprint classification. In order to effectively apply SVMs to multi-class fingerprint classification systems, we propose a novel method in which SVMs are generated with the one-vs-all (OVA) scheme and dynamically ordered with $na{\ddot{i}}ve$ Bayes classifiers. More specifically, it uses representative fingerprint features such as the FingerCode, singularities and pseudo ridges to train the OVA SVMs and $na{\ddot{i}}ve$ Bayes classifiers. The proposed method has been validated on the NIST-4 database and produced a classification accuracy of 90.8% for 5-class classification. Especially, it has effectively managed tie problems usually occurred in applying OVA SVMs to multi-class classification.