• Asia pacific journal of information systems
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• 제20권2호
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• pp.23-37
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• 2010

Conventional Support Vector Machines (SVMs) have been utilized as classifiers for binary classification problems. However, certain real world problems, including corporate bond rating, cannot be addressed by binary classifiers because these are multi-class problems. For this reason, numerous studies have attempted to transform the original SVM into a multiclass classifier. These studies, however, have only considered nominal classification problems. Thus, these approaches have been limited by the existence of multiclass classification problems where classes are not nominal but ordinal in real world, such as corporate bond rating and multiclass customer classification. In this study, we adopt a novel multiclass SVM which can address ordinal classification problems using ordinal pairwise partitioning (OPP). The proposed model in our study may use fewer classifiers, but it classifies more accurately because it considers the characteristics of the order of the classes. Although it can be applied to all kinds of ordinal multiclass classification problems, most prior studies have applied it to finance area like bond rating. Thus, this study applies it to a real world customer level classification case for implementing customer relationship management. The result shows that the ordinal multiclass SVM model may also be effective for customer level classification.

• Communications for Statistical Applications and Methods
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• 제19권5호
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• pp.655-662
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• 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.

• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 2006년도 추계학술대회 학술발표 논문집 제16권 제2호
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• pp.251-254
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• 2006

본 논문은 multiclass 문제에서 기존에 나와 있는 fuzzy support vector mahchines 이 decision boundary 를 설정하는데 있어 모든 훈련 데이터에 대해서 바람직한 decision boundary 를 만들지 못하므로 그러한 경우를 예로 제시한다. 그리고 그에 대한 개선점으로 밀도를 이용해 decision boundary 를 조정하여 기존 FSVM 의 decision boundary 보다 더 타당한 decision boundary 를 설정하는 것을 보인다.

• Journal of the Korean Data and Information Science Society
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• 제27권2호
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• pp.549-557
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• 2016

In this paper we propose multiclassification method for large data sets by ensembling least squares support vector machines (LS-SVM) with principal components instead of raw input vector. We use the revised one-vs-all method for multiclassification, which is one of voting scheme based on combining several binary classifications. The revised one-vs-all method is performed by using the hat matrix of LS-SVM ensemble, which is obtained by ensembling LS-SVMs trained using each random sample from the whole large training data. The leave-one-out cross validation (CV) function is used for the optimal values of hyper-parameters which affect the performance of multiclass LS-SVM ensemble. We present the generalized cross validation function to reduce computational burden of leave-one-out CV functions. Experimental results from real data sets are then obtained to illustrate the performance of the proposed multiclass LS-SVM ensemble.

• Communications for Statistical Applications and Methods
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• 제26권6호
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• pp.635-644
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• 2019

Class probability is a fundamental target in classification that contains complete classification information. In this article, we propose a class probability estimation method when the predictor is functional. Motivated by Wang et al. (Biometrika, 95, 149-167, 2007), our estimator is obtained by training a sequence of functional weighted support vector machines (FWSVM) with different weights, which can be justified by the Fisher consistency of the hinge loss. The proposed method can be extended to multiclass classification via pairwise coupling proposed by Wu et al. (Journal of Machine Learning Research, 5, 975-1005, 2004). The use of FWSVM makes our method model-free as well as computationally efficient due to the piecewise linearity of the FWSVM solutions as functions of the weight. Numerical investigation to both synthetic and real data show the advantageous performance of the proposed method.

• Communications for Statistical Applications and Methods
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• 제20권6호
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• pp.481-490
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• 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.

• 대한기계학회논문집A
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• 제34권11호
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• pp.1681-1689
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• 2010

Support Vector Machine(SVM)을 이용한 회전기계 진단 연구가 많이 수행되어 왔으나 결함 분류성능은 입력 특징과 더불어 다중 분류 방법, 이진분류기, 커널함수 등에 따라 다르다. SVM 을 이용한 대부분의 기존 연구들은 한번 입력 특징들을 선정하면 결함 분류시 동일한 특징데이터를 이용한다. 본 논문에서는 회전기계의 다양한 결함조건에서 측정한 진동신호로부터 추출한 통계적 특징들을 이용하여 각각의 결함을 분류하기 위한 최적 특징들을 선정한 후, 해당 결함상태를 분류하기 위한 SVM 학습과 분류에 각각 이용하였다. 실험자료를 이용한 검증 결과, 제안한 단계 분류 방법이 상대적으로 적은 학습시간으로 단일 다중 분류 방법과 유사한 분류 성능을 얻을 수 있었다.

• Asia pacific journal of information systems
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• 제19권2호
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• pp.157-178
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• 2009

Corporate credit rating is a very important factor in the market for corporate debt. Information concerning corporate operations is often disseminated to market participants through the changes in credit ratings that are published by professional rating agencies, such as Standard and Poor's (S&P) and Moody's Investor Service. Since these agencies generally require a large fee for the service, and the periodically provided ratings sometimes do not reflect the default risk of the company at the time, it may be advantageous for bond-market participants to be able to classify credit ratings before the agencies actually publish them. As a result, it is very important for companies (especially, financial companies) to develop a proper model of credit rating. From a technical perspective, the credit rating constitutes a typical, multiclass, classification problem because rating agencies generally have ten or more categories of ratings. For example, S&P's ratings range from AAA for the highest-quality bonds to D for the lowest-quality bonds. The professional rating agencies emphasize the importance of analysts' subjective judgments in the determination of credit ratings. However, in practice, a mathematical model that uses the financial variables of companies plays an important role in determining credit ratings, since it is convenient to apply and cost efficient. These financial variables include the ratios that represent a company's leverage status, liquidity status, and profitability status. Several statistical and artificial intelligence (AI) techniques have been applied as tools for predicting credit ratings. Among them, artificial neural networks are most prevalent in the area of finance because of their broad applicability to many business problems and their preeminent ability to adapt. However, artificial neural networks also have many defects, including the difficulty in determining the values of the control parameters and the number of processing elements in the layer as well as the risk of over-fitting. Of late, because of their robustness and high accuracy, support vector machines (SVMs) have become popular as a solution for problems with generating accurate prediction. An SVM's solution may be globally optimal because SVMs seek to minimize structural risk. On the other hand, artificial neural network models may tend to find locally optimal solutions because they seek to minimize empirical risk. In addition, no parameters need to be tuned in SVMs, barring the upper bound for non-separable cases in linear SVMs. Since SVMs were originally devised for binary classification, however they are not intrinsically geared for multiclass classifications as in credit ratings. Thus, researchers have tried to extend the original SVM to multiclass classification. Hitherto, a variety of techniques to extend standard SVMs to multiclass SVMs (MSVMs) has been proposed in the literature Only a few types of MSVM are, however, tested using prior studies that apply MSVMs to credit ratings studies. In this study, we examined six different techniques of MSVMs: (1) One-Against-One, (2) One-Against-AIL (3) DAGSVM, (4) ECOC, (5) Method of Weston and Watkins, and (6) Method of Crammer and Singer. In addition, we examined the prediction accuracy of some modified version of conventional MSVM techniques. To find the most appropriate technique of MSVMs for corporate bond rating, we applied all the techniques of MSVMs to a real-world case of credit rating in Korea. The best application is in corporate bond rating, which is the most frequently studied area of credit rating for specific debt issues or other financial obligations. For our study the research data were collected from National Information and Credit Evaluation, Inc., a major bond-rating company in Korea. The data set is comprised of the bond-ratings for the year 2002 and various financial variables for 1,295 companies from the manufacturing industry in Korea. We compared the results of these techniques with one another, and with those of traditional methods for credit ratings, such as multiple discriminant analysis (MDA), multinomial logistic regression (MLOGIT), and artificial neural networks (ANNs). As a result, we found that DAGSVM with an ordered list was the best approach for the prediction of bond rating. In addition, we found that the modified version of ECOC approach can yield higher prediction accuracy for the cases showing clear patterns.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제7권11호
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• pp.2824-2838
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• 2013

There has been a lot of attention paid recently to analyze dynamic human gestures that vary over time. Most attention to dynamic gestures concerns with spatio-temporal features, as compared to analyzing each frame of gestures separately. For accurate dynamic gesture recognition, motion feature extraction algorithms need to find representative features that uniquely identify time-varying gestures. This paper proposes a new feature-extraction algorithm using temporal self-similarity based on a hierarchical human model. Because a conventional temporal self-similarity method computes a whole movement among the continuous frames, the conventional temporal self-similarity method cannot recognize different gestures with the same amount of movement. The proposed model-based temporal self-similarity method groups body parts of a hierarchical model into several sets and calculates movements for each set. While recognition results can depend on how the sets are made, the best way to find optimal sets is to separate frequently used body parts from less-used body parts. Then, we apply a multiclass support vector machine whose optimization algorithm is based on structural support vector machines. In this paper, the effectiveness of the proposed feature extraction algorithm is demonstrated in an application for taebo gesture recognition. We show that the model-based temporal self-similarity method can overcome the shortcomings of the conventional temporal self-similarity method and the recognition results of the model-based method are superior to that of the conventional method.

• 경영정보학연구
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• 제16권3호
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• pp.161-177
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• 2014

기업신용등급은 금융시장의 신뢰를 구축하고 거래를 활성화하는데 있어 매우 중요한 요소로서, 오래 전부터 학계에서는 보다 정확한 기업신용등급 예측을 가능케 하는 다양한 모형들을 연구해 왔다. 구체적으로 다중판별분석(Multiple Discriminant Analysis, MDA)이나 다항 로지스틱 회귀분석(multinomial logistic regression analysis, MLOGIT)과 같은 통계기법을 비롯해, 인공신경망(Artificial Neural Networks, ANN), 사례기반추론(Case-based Reasoning, CBR), 그리고 다분류 문제해결을 위해 확장된 다분류 Support Vector Machines(Multiclass SVM)에 이르기까지 다양한 기법들이 학자들에 의해 적용되었는데, 최근의 연구결과들에 따르면 이 중에서도 다분류 SVM이 가장 우수한 예측성과를 보이고 있는 것으로 보고되고 있다. 본 연구에서는 이러한 다분류 SVM의 성능을 한 단계 더 개선하기 위한 대안으로 유전자 알고리즘(GA, Genetic Algorithm)을 활용한 최적화 모형을 제안한다. 구체적으로 본 연구의 제안모형은 유전자 알고리즘을 활용해 다분류 SVM에 적용되어야 할 최적의 커널 함수 파라미터값들과 최적의 입력변수 집합(feature subset)을 탐색하도록 설계되었다. 실제 데이터셋을 활용해 제안모형을 적용해 본 결과, MDA나 MLOGIT, CBR, ANN과 같은 기존 인공지능/데이터마이닝 기법들은 물론 지금까지 가장 우수한 예측성과를 보이는 것으로 알려져 있던 전통적인 다분류 SVM 보다도 제안모형이 더 우수한 예측성과를 보임을 확인할 수 있었다.