• 제목/요약/키워드: Random Subspace Method

검색결과 24건 처리시간 0.032초

재무부실화 예측을 위한 랜덤 서브스페이스 앙상블 모형의 최적화 (Optimization of Random Subspace Ensemble for Bankruptcy Prediction)

  • 민성환
    • 한국IT서비스학회지
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    • 제14권4호
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    • pp.121-135
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    • 2015
  • Ensemble classification is to utilize multiple classifiers instead of using a single classifier. Recently ensemble classifiers have attracted much attention in data mining community. Ensemble learning techniques has been proved to be very useful for improving the prediction accuracy. Bagging, boosting and random subspace are the most popular ensemble methods. In random subspace, each base classifier is trained on a randomly chosen feature subspace of the original feature space. The outputs of different base classifiers are aggregated together usually by a simple majority vote. In this study, we applied the random subspace method to the bankruptcy problem. Moreover, we proposed a method for optimizing the random subspace ensemble. The genetic algorithm was used to optimize classifier subset of random subspace ensemble for bankruptcy prediction. This paper applied the proposed genetic algorithm based random subspace ensemble model to the bankruptcy prediction problem using a real data set and compared it with other models. Experimental results showed the proposed model outperformed the other models.

사례 선택 기법을 활용한 앙상블 모형의 성능 개선 (Improving an Ensemble Model Using Instance Selection Method)

  • 민성환
    • 산업경영시스템학회지
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    • 제39권1호
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    • pp.105-115
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    • 2016
  • Ensemble classification involves combining individually trained classifiers to yield more accurate prediction, compared with individual models. Ensemble techniques are very useful for improving the generalization ability of classifiers. The random subspace ensemble technique is a simple but effective method for constructing ensemble classifiers; it involves randomly drawing some of the features from each classifier in the ensemble. The instance selection technique involves selecting critical instances while deleting and removing irrelevant and noisy instances from the original dataset. The instance selection and random subspace methods are both well known in the field of data mining and have proven to be very effective in many applications. However, few studies have focused on integrating the instance selection and random subspace methods. Therefore, this study proposed a new hybrid ensemble model that integrates instance selection and random subspace techniques using genetic algorithms (GAs) to improve the performance of a random subspace ensemble model. GAs are used to select optimal (or near optimal) instances, which are used as input data for the random subspace ensemble model. The proposed model was applied to both Kaggle credit data and corporate credit data, and the results were compared with those of other models to investigate performance in terms of classification accuracy, levels of diversity, and average classification rates of base classifiers in the ensemble. The experimental results demonstrated that the proposed model outperformed other models including the single model, the instance selection model, and the original random subspace ensemble model.

유전자 알고리즘 기반 통합 앙상블 모형 (Genetic Algorithm based Hybrid Ensemble Model)

  • 민성환
    • Journal of Information Technology Applications and Management
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    • 제23권1호
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    • pp.45-59
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    • 2016
  • An ensemble classifier is a method that combines output of multiple classifiers. It has been widely accepted that ensemble classifiers can improve the prediction accuracy. Recently, ensemble techniques have been successfully applied to the bankruptcy prediction. Bagging and random subspace are the most popular ensemble techniques. Bagging and random subspace have proved to be very effective in improving the generalization ability respectively. However, there are few studies which have focused on the integration of bagging and random subspace. In this study, we proposed a new hybrid ensemble model to integrate bagging and random subspace method using genetic algorithm for improving the performance of the model. The proposed model is applied to the bankruptcy prediction for Korean companies and compared with other models in this study. The experimental results showed that the proposed model performs better than the other models such as the single classifier, the original ensemble model and the simple hybrid model.

부도 예측을 위한 앙상블 분류기 개발 (Developing an Ensemble Classifier for Bankruptcy Prediction)

  • 민성환
    • 한국산업정보학회논문지
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    • 제17권7호
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    • pp.139-148
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    • 2012
  • 분류기의 앙상블 학습은 여러 개의 서로 다른 분류기들의 조합을 통해 만들어진다. 앙상블 학습은 기계학습 분야에서 많은 관심을 끌고 있는 중요한 연구주제이며 대부분의 경우에 있어서 앙상블 모형은 개별 기저 분류기보다 더 좋은 성과를 내는 것으로 알려져 있다. 본 연구는 부도 예측 모형의 성능개선에 관한 연구이다. 이를 위해 본 연구에서는 단일 모형으로 그 우수성을 인정받고 있는 SVM을 기저 분류기로 사용하는 앙상블 모형에 대해 고찰하였다. SVM 모형의 성능 개선을 위해 bagging과 random subspace 모형을 부도 예측 문제에 적용해 보았으며 bagging 모형과 random subspace 모형의 성과 개선을 위해 bagging과 random subspace의 통합 모형을 제안하였다. 제안한 모형의 성과를 검증하기 위해 실제 기업의 부도 예측 데이터를 사용하여 실험하였고, 실험 결과 본 연구에서 제안한 새로운 형태의 통합 모형이 가장 좋은 성과를 보임을 알 수 있었다.

Camera Source Identification of Digital Images Based on Sample Selection

  • Wang, Zhihui;Wang, Hong;Li, Haojie
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제12권7호
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    • pp.3268-3283
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    • 2018
  • With the advent of the Information Age, the source identification of digital images, as a part of digital image forensics, has attracted increasing attention. Therefore, an effective technique to identify the source of digital images is urgently needed at this stage. In this paper, first, we study and implement some previous work on image source identification based on sensor pattern noise, such as the Lukas method, principal component analysis method and the random subspace method. Second, to extract a purer sensor pattern noise, we propose a sample selection method to improve the random subspace method. By analyzing the image texture feature, we select a patch with less complexity to extract more reliable sensor pattern noise, which improves the accuracy of identification. Finally, experiment results reveal that the proposed sample selection method can extract a purer sensor pattern noise, which further improves the accuracy of image source identification. At the same time, this approach is less complicated than the deep learning models and is close to the most advanced performance.

부도예측을 위한 KNN 앙상블 모형의 동시 최적화 (Investigating Dynamic Mutation Process of Issues Using Unstructured Text Analysis)

  • 민성환
    • 지능정보연구
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    • 제22권1호
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    • pp.139-157
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    • 2016
  • 앙상블 분류기란 개별 분류기보다 더 좋은 성과를 내기 위해 다수의 분류기를 결합하는 것을 의미한다. 이와 같은 앙상블 분류기는 단일 분류기의 일반화 성능을 향상시키는데 매우 유용한 것으로 알려져 있다. 랜덤 서브스페이스 앙상블 기법은 각각의 기저 분류기들을 위해 원 입력 변수 집합으로부터 랜덤하게 입력 변수 집합을 선택하며 이를 통해 기저 분류기들을 다양화 시키는 기법이다. k-최근접 이웃(KNN: k nearest neighbor)을 기저 분류기로 하는 랜덤 서브스페이스 앙상블 모형의 성과는 단일 모형의 성과를 개선시키는 데 효과적인 것으로 알려져 있으며, 이와 같은 랜덤 서브스페이스 앙상블의 성과는 각 기저 분류기를 위해 랜덤하게 선택된 입력 변수 집합과 KNN의 파라미터 k의 값이 중요한 영향을 미친다. 하지만, 단일 모형을 위한 k의 최적 선택이나 단일 모형을 위한 입력 변수 집합의 최적 선택에 관한 연구는 있었지만 KNN을 기저 분류기로 하는 앙상블 모형에서 이들의 최적화와 관련된 연구는 없는 것이 현실이다. 이에 본 연구에서는 KNN을 기저 분류기로 하는 앙상블 모형의 성과 개선을 위해 각 기저 분류기들의 k 파라미터 값과 입력 변수 집합을 동시에 최적화하는 새로운 형태의 앙상블 모형을 제안하였다. 본 논문에서 제안한 방법은 앙상블을 구성하게 될 각각의 KNN 기저 분류기들에 대해 최적의 앙상블 성과가 나올 수 있도록 각각의 기저 분류기가 사용할 파라미터 k의 값과 입력 변수를 유전자 알고리즘을 이용해 탐색하였다. 제안한 모형의 검증을 위해 국내 기업의 부도 예측 관련 데이터를 가지고 다양한 실험을 하였으며, 실험 결과 제안한 모형이 기존의 앙상블 모형보다 기저 분류기의 다양화와 예측 성과 개선에 효과적임을 알 수 있었다.

Classification for Imbalanced Breast Cancer Dataset Using Resampling Methods

  • Hana Babiker, Nassar
    • International Journal of Computer Science & Network Security
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    • 제23권1호
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    • pp.89-95
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    • 2023
  • Analyzing breast cancer patient files is becoming an exciting area of medical information analysis, especially with the increasing number of patient files. In this paper, breast cancer data is collected from Khartoum state hospital, and the dataset is classified into recurrence and no recurrence. The data is imbalanced, meaning that one of the two classes have more sample than the other. Many pre-processing techniques are applied to classify this imbalanced data, resampling, attribute selection, and handling missing values, and then different classifiers models are built. In the first experiment, five classifiers (ANN, REP TREE, SVM, and J48) are used, and in the second experiment, meta-learning algorithms (Bagging, Boosting, and Random subspace). Finally, the ensemble model is used. The best result was obtained from the ensemble model (Boosting with J48) with the highest accuracy 95.2797% among all the algorithms, followed by Bagging with J48(90.559%) and random subspace with J48(84.2657%). The breast cancer imbalanced dataset was classified into recurrence, and no recurrence with different classified algorithms and the best result was obtained from the ensemble model.

효과적인 간섭 부공간 추정을 통한 조향에러에 강인한 고유공간 기반 적응 어레이 (Eigenspace-Based Adaptive Array Robust to Steering Errors By Effective Interference Subspace Estimation)

  • 최양호
    • 한국통신학회논문지
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    • 제37권4A호
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    • pp.269-277
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    • 2012
  • 원하는 신호의 어레이 응답벡터와 조향벡터사이에 불일치가 있다면 적응 어레이는 원하는 신호와 간섭신호를 동시에 감쇠하기 때문에 심한 성능저하를 가져올 수 있다. 본 논문에서는 조향벡터에 도래각 에러뿐만 아니라 랜덤에러가 있을 때 이에 대처하는 강인한 적응 어레이 기법을 제시한다. 제시된 기법에서는 상관행렬로부터 SIS(signal-plus-interference subspace) 부공간을 구한 후, ULA(uniform linear array) 구조를 이용하여 원하는 신호의 방향벡터 영향을 가능한 줄이면서 간섭 부공간을 추출하고 이에 직교하도록 가중벡터를 구하여 조향벡터 에러에 대한 강인성을 얻는다. 제안된 방식은 DCRCB(doubly constrained robust Capon beamformer) 등 기존방식보다 우수한 SINR(signal-to-interference plus noise ratio) 성능을 가짐을 시뮬레이션 결과는 보여준다.

Determination of flutter derivatives by stochastic subspace identification technique

  • Qin, Xian-Rong;Gu, Ming
    • Wind and Structures
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    • 제7권3호
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    • pp.173-186
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    • 2004
  • Flutter derivatives provide the basis of predicting the critical wind speed in flutter and buffeting analysis of long-span cable-supported bridges. In this paper, one popular stochastic system identification technique, covariance-driven Stochastic Subspace Identification(SSI in short), is firstly presented for estimation of the flutter derivatives of bridge decks from their random responses in turbulent flow. Secondly, wind tunnel tests of a streamlined thin plate model and a ${\Pi}$ type blunt bridge section model are conducted in turbulent flow and the flutter derivatives are determined by SSI. The flutter derivatives of the thin plate model identified by SSI are very comparable to those identified by the unifying least-square method and Theodorson's theoretical values. As to the ${\Pi}$ type section model, the effect of turbulence on aerodynamic damping seems to be somewhat notable, therefore perhaps the wind tunnel tests for flutter derivative estimation of those models with similar blunt sections should be conducted in turbulent flow.

Nonnegative estimates of variance components in a two-way random model

  • Choi, Jaesung
    • Communications for Statistical Applications and Methods
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    • 제26권4호
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    • pp.337-346
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    • 2019
  • This paper discusses a method for obtaining nonnegative estimates for variance components in a random effects model. A variance component should be positive by definition. Nevertheless, estimates of variance components are sometimes given as negative values, which is not desirable. The proposed method is based on two basic ideas. One is the identification of the orthogonal vector subspaces according to factors and the other is to ascertain the projection in each orthogonal vector subspace. Hence, an observation vector can be denoted by the sum of projections. The method suggested here always produces nonnegative estimates using projections. Hartley's synthesis is used for the calculation of expected values of quadratic forms. It also discusses how to set up a residual model for each projection.