• Title/Summary/Keyword: Penalization method

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Joint penalization of components and predictors in mixture of regressions (혼합회귀모형에서 콤포넌트 및 설명변수에 대한 벌점함수의 적용)

  • Park, Chongsun;Mo, Eun Bi
    • The Korean Journal of Applied Statistics
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    • v.32 no.2
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    • pp.199-211
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    • 2019
  • This paper is concerned with issues in the finite mixture of regression modeling as well as the simultaneous selection of the number of mixing components and relevant predictors. We propose a penalized likelihood method for both mixture components and regression coefficients that enable the simultaneous identification of significant variables and the determination of important mixture components in mixture of regression models. To avoid over-fitting and bias problems, we applied smoothly clipped absolute deviation (SCAD) penalties on the logarithm of component probabilities suggested by Huang et al. (Statistical Sinica, 27, 147-169, 2013) as well as several well-known penalty functions for coefficients in regression models. Simulation studies reveal that our method is satisfactory with well-known penalties such as SCAD, MCP, and adaptive lasso.

Slat Noise Source Modeling of Multi-element Airfoil in High-lift Configuration

  • Hwang, Seung Tae;Han, Chang Kyun;Im, Yong Taek;Kim, Jong Rok;Bae, Youngmin;Moon, Young J.
    • International Journal of Aeronautical and Space Sciences
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    • v.18 no.2
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    • pp.197-205
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    • 2017
  • We investigate the slat noise generation mechanism by using large-eddy simulation (LES) and simple source modeling based on linearized Euler equations. An incompressible LES of an MD 30P30N three-element airfoil in the high-lift configuration is conducted at $Re_c=1.7{\times}10^6$. Using the total derivative of the hydrodynamic pressure (DP/Dt) acquired from the incompressible LES, representative noise sources in the slat cove region are characterized in terms of simple sources such as frequency-specific monopoles and dipoles. Acoustic radiation around the 30P30N multi-element airfoil is effectively computed using the Brinkman penalization method incorporated with the linearized Euler equation. The directivity pattern of $p^{\prime}_{rms}$ at $r=20c_{slat}$ in the multiple sources is closely compared to that obtained by the application of the LES/Ffowcs-Williams and Hawking's methods to the entire flow field. The power spectrum of p' at ${\theta}=290^{\circ}$ is in good agreement with the data reported in BANC-III, especially the broadband part of the spectrum with a decaying slope ${\propto}f^{-3}$.

Hierarchically penalized support vector machine for the classication of imbalanced data with grouped variables (그룹변수를 포함하는 불균형 자료의 분류분석을 위한 서포트 벡터 머신)

  • Kim, Eunkyung;Jhun, Myoungshic;Bang, Sungwan
    • The Korean Journal of Applied Statistics
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    • v.29 no.5
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    • pp.961-975
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    • 2016
  • The hierarchically penalized support vector machine (H-SVM) has been developed to perform simultaneous classification and input variable selection when input variables are naturally grouped or generated by factors. However, the H-SVM may suffer from estimation inefficiency because it applies the same amount of shrinkage to each variable without assessing its relative importance. In addition, when analyzing imbalanced data with uneven class sizes, the classification accuracy of the H-SVM may drop significantly in predicting minority class because its classifiers are undesirably biased toward the majority class. To remedy such problems, we propose the weighted adaptive H-SVM (WAH-SVM) method, which uses a adaptive tuning parameters to improve the performance of variable selection and the weights to differentiate the misclassification of data points between classes. Numerical results are presented to demonstrate the competitive performance of the proposed WAH-SVM over existing SVM methods.

Level Set Based Topological Shape Optimization of Hyper-elastic Nonlinear Structures using Topological Derivatives (위상 민감도를 이용한 초탄성 비선형 구조의 레벨셋 기반 위상 및 형상 최적설계)

  • Kim, Min-Geun;Ha, Seung-Hyun;Cho, Seonho
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.25 no.6
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    • pp.559-567
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    • 2012
  • A level set based topological shape optimization method for nonlinear structure considering hyper-elastic problems is developed. To relieve significant convergence difficulty in topology optimization of nonlinear structure due to inaccurate tangent stiffness which comes from material penalization of whole domain, explicit boundary for exact tangent stiffness is used by taking advantage of level set function for arbitrary boundary shape. For given arbitrary boundary which is represented by level set function, a Delaunay triangulation scheme is used for current structure discretization instead of using implicit fixed grid. The required velocity field in the actual domain to update the level set equation is determined from the descent direction of Lagrangian derived from optimality conditions. The velocity field outside the actual domain is determined through a velocity extension scheme based on the method suggested by Adalsteinsson and Sethian(1999). The topological derivatives are incorporated into the level set based framework to enable to create holes whenever and wherever necessary during the optimization.

Doubly-robust Q-estimation in observational studies with high-dimensional covariates (고차원 관측자료에서의 Q-학습 모형에 대한 이중강건성 연구)

  • Lee, Hyobeen;Kim, Yeji;Cho, Hyungjun;Choi, Sangbum
    • The Korean Journal of Applied Statistics
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    • v.34 no.3
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    • pp.309-327
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    • 2021
  • Dynamic treatment regimes (DTRs) are decision-making rules designed to provide personalized treatment to individuals in multi-stage randomized trials. Unlike classical methods, in which all individuals are prescribed the same type of treatment, DTRs prescribe patient-tailored treatments which take into account individual characteristics that may change over time. The Q-learning method, one of regression-based algorithms to figure out optimal treatment rules, becomes more popular as it can be easily implemented. However, the performance of the Q-learning algorithm heavily relies on the correct specification of the Q-function for response, especially in observational studies. In this article, we examine a number of double-robust weighted least-squares estimating methods for Q-learning in high-dimensional settings, where treatment models for propensity score and penalization for sparse estimation are also investigated. We further consider flexible ensemble machine learning methods for the treatment model to achieve double-robustness, so that optimal decision rule can be correctly estimated as long as at least one of the outcome model or treatment model is correct. Extensive simulation studies show that the proposed methods work well with practical sample sizes. The practical utility of the proposed methods is proven with real data example.