• Title/Summary/Keyword: SHAP Value

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A Securities Company's Customer Churn Prediction Model and Causal Inference with SHAP Value (증권 금융 상품 거래 고객의 이탈 예측 및 원인 추론)

  • Na, Kwangtek;Lee, Jinyoung;Kim, Eunchan;Lee, Hyochan
    • The Journal of Bigdata
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    • v.5 no.2
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    • pp.215-229
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    • 2020
  • The interest in machine learning is growing in all industries, but it is difficult to apply it to real-world tasks because of inexplicability. This paper introduces a case of developing a financial customer churn prediction model for a securities company, and introduces the research results on an attempt to develop a machine learning model that can be explained using the SHAP Value methodology and derivation of interpretability. In this study, a total of six customer churn models are compared and analyzed, and the cause of customer churn is inferred through the classification and data analysis of SHAP Value and the type of customer asset change. Based on the results of this study, it would be possible to use it as a basis for comprehensive judgment, such as using the Value of the deviation prediction result that can infer the cause of the marketing manager's actual customer marketing in the future and establishing a target marketing strategy for each customer.

The Enhancement of intrusion detection reliability using Explainable Artificial Intelligence(XAI) (설명 가능한 인공지능(XAI)을 활용한 침입탐지 신뢰성 강화 방안)

  • Jung Il Ok;Choi Woo Bin;Kim Su Chul
    • Convergence Security Journal
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    • v.22 no.3
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    • pp.101-110
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    • 2022
  • As the cases of using artificial intelligence in various fields increase, attempts to solve various issues through artificial intelligence in the intrusion detection field are also increasing. However, the black box basis, which cannot explain or trace the reasons for the predicted results through machine learning, presents difficulties for security professionals who must use it. To solve this problem, research on explainable AI(XAI), which helps interpret and understand decisions in machine learning, is increasing in various fields. Therefore, in this paper, we propose an explanatory AI to enhance the reliability of machine learning-based intrusion detection prediction results. First, the intrusion detection model is implemented through XGBoost, and the description of the model is implemented using SHAP. And it provides reliability for security experts to make decisions by comparing and analyzing the existing feature importance and the results using SHAP. For this experiment, PKDD2007 dataset was used, and the association between existing feature importance and SHAP Value was analyzed, and it was verified that SHAP-based explainable AI was valid to give security experts the reliability of the prediction results of intrusion detection models.

Exploration of Factors on Pre-service Science Teachers' Major Satisfaction and Academic Satisfaction Using Machine Learning and Explainable AI SHAP (머신러닝과 설명가능한 인공지능 SHAP을 활용한 사범대 과학교육 전공생의 전공만족도 및 학업만족도 영향요인 탐색)

  • Jibeom Seo;Nam-Hwa Kang
    • Journal of Science Education
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    • v.47 no.1
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    • pp.37-51
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    • 2023
  • This study explored the factors influencing major satisfaction and academic satisfaction of science education major students at the College of Education using machine learning models, random forest, gradient boosting model, and SHAP. Analysis results showed that the performance of the gradient boosting model was better than that of the random forest, but the difference was not large. Factors influencing major satisfaction include 'satisfaction with science teachers in high school corresponding to the subject of one's major', 'motivation for teaching job', and 'age'. Through the SHAP value, the influence of variables was identified, and the results were derived for the group as a whole and for individual analysis. The comprehensive and individual results could be complementary with each other. Based on the research results, implications for ways to support pre-service science teachers' major and academic satisfaction were proposed.

Experimental Analysis of Bankruptcy Prediction with SHAP framework on Polish Companies

  • Tuguldur Enkhtuya;Dae-Ki Kang
    • International journal of advanced smart convergence
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    • v.12 no.1
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    • pp.53-58
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    • 2023
  • With the fast development of artificial intelligence day by day, users are demanding explanations about the results of algorithms and want to know what parameters influence the results. In this paper, we propose a model for bankruptcy prediction with interpretability using the SHAP framework. SHAP (SHAPley Additive exPlanations) is framework that gives a visualized result that can be used for explanation and interpretation of machine learning models. As a result, we can describe which features are important for the result of our deep learning model. SHAP framework Force plot result gives us top features which are mainly reflecting overall model score. Even though Fully Connected Neural Networks are a "black box" model, Shapley values help us to alleviate the "black box" problem. FCNNs perform well with complex dataset with more than 60 financial ratios. Combined with SHAP framework, we create an effective model with understandable interpretation. Bankruptcy is a rare event, then we avoid imbalanced dataset problem with the help of SMOTE. SMOTE is one of the oversampling technique that resulting synthetic samples are generated for the minority class. It uses K-nearest neighbors algorithm for line connecting method in order to producing examples. We expect our model results assist financial analysts who are interested in forecasting bankruptcy prediction of companies in detail.

A Study on the Prediction Models of Used Car Prices Using Ensemble Model And SHAP Value: Focus on Feature of the Vehicle Type (앙상블 모델과 SHAP Value를 활용한 국내 중고차 가격 예측 모델에 관한 연구: 차종 특성을 중심으로)

  • Seungjun Yim;Joungho Lee;Choonho Ryu
    • Journal of Service Research and Studies
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    • v.14 no.1
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    • pp.27-43
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    • 2024
  • The market share of online platform services in the used car market continues to expand. And The used car online platform service provides service users with specifications of vehicles, accident history, inspection details, detailed options, and prices of used cars. SUV vehicle type's share in the domestic automobile market will be more than 50% in 2023, Sales of Hybrid vehicle type are doubled compared to last year. And these vehicle types are also gaining popularity in the used car market. Prior research has proposed a used car price prediction model by executing a Machine Learning model for all vehicles or vehicles by brand. On the other hand, the popularity of SUV and Hybrid vehicles in the domestic market continues to rise, but It was difficult to find a study that proposed a used car price prediction model for these vehicle type. This study selects a used car price prediction model by vehicle type using vehicle specifications and options for Sedans, SUV, and Hybrid vehicles produced by domestic brands. Accordingly, after selecting feature through the Lasso regression model, which is a feature selection, the ensemble model was sequentially executed with the same sampling, and the best model by vehicle type was selected. As a result, the best model for all models was selected as the CBR model, and the contribution and direction of the features were confirmed by visualizing Tree SHAP Value for the best model for each model. The implications of this study are expected to propose a used car price prediction model by vehicle type to sales officials using online platform services, confirm the attribution and direction of features, and help solve problems caused by asymmetry fo information between them.

Deep learning-based AI constitutive modeling for sandstone and mudstone under cyclic loading conditions

  • Luyuan Wu;Meng Li;Jianwei Zhang;Zifa Wang;Xiaohui Yang;Hanliang Bian
    • Geomechanics and Engineering
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    • v.37 no.1
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    • pp.49-64
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    • 2024
  • Rocks undergoing repeated loading and unloading over an extended period, such as due to earthquakes, human excavation, and blasting, may result in the gradual accumulation of stress and deformation within the rock mass, eventually reaching an unstable state. In this study, a CNN-CCM is proposed to address the mechanical behavior. The structure and hyperparameters of CNN-CCM include Conv2D layers × 5; Max pooling2D layers × 4; Dense layers × 4; learning rate=0.001; Epoch=50; Batch size=64; Dropout=0.5. Training and validation data for deep learning include 71 rock samples and 122,152 data points. The AI Rock Constitutive Model learned by CNN-CCM can predict strain values(ε1) using Mass (M), Axial stress (σ1), Density (ρ), Cyclic number (N), Confining pressure (σ3), and Young's modulus (E). Five evaluation indicators R2, MAPE, RMSE, MSE, and MAE yield respective values of 0.929, 16.44%, 0.954, 0.913, and 0.542, illustrating good predictive performance and generalization ability of model. Finally, interpreting the AI Rock Constitutive Model using the SHAP explaining method reveals that feature importance follows the order N > M > σ1 > E > ρ > σ3.Positive SHAP values indicate positive effects on predicting strain ε1 for N, M, σ1, and σ3, while negative SHAP values have negative effects. For E, a positive value has a negative effect on predicting strain ε1, consistent with the influence patterns of conventional physical rock constitutive equations. The present study offers a novel approach to the investigation of the mechanical constitutive model of rocks under cyclic loading and unloading conditions.

Who Gets Government SME R&D Subsidy? Application of Gradient Boosting Model (Gradient Boosting 모형을 이용한 중소기업 R&D 지원금 결정요인 분석)

  • Kang, Sung Won;Kang, HeeChan
    • The Journal of Society for e-Business Studies
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    • v.25 no.4
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    • pp.77-109
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    • 2020
  • In this paper, we build a gradient Boosting model to predict government SME R&D subsidy, select features of high importance, and measure the impact of each features to the predicted subsidy using PDP and SHAP value. Unlike previous empirical researches, we focus on the effect of the R&D subsidy distribution pattern to the incentive of the firms participating subsidy competition. We used the firm data constructed by KISTEP linking government R&D subsidy record with financial statements provided by NICE, and applied a Gradient Boosting model to predict R&D subsidy. We found that firms with higher R&D performance and larger R&D investment tend to have higher R&D subsidies, but firms with higher operation profit or total asset turnover rate tend to have lower R&D subsidies. Our results suggest that current government R&D subsidy distribution pattern provides incentive to improve R&D project performance, but not business performance.

Prediction of Key Variables Affecting NBA Playoffs Advancement: Focusing on 3 Points and Turnover Features (미국 프로농구(NBA)의 플레이오프 진출에 영향을 미치는 주요 변수 예측: 3점과 턴오버 속성을 중심으로)

  • An, Sehwan;Kim, Youngmin
    • Journal of Intelligence and Information Systems
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    • v.28 no.1
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    • pp.263-286
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    • 2022
  • This study acquires NBA statistical information for a total of 32 years from 1990 to 2022 using web crawling, observes variables of interest through exploratory data analysis, and generates related derived variables. Unused variables were removed through a purification process on the input data, and correlation analysis, t-test, and ANOVA were performed on the remaining variables. For the variable of interest, the difference in the mean between the groups that advanced to the playoffs and did not advance to the playoffs was tested, and then to compensate for this, the average difference between the three groups (higher/middle/lower) based on ranking was reconfirmed. Of the input data, only this year's season data was used as a test set, and 5-fold cross-validation was performed by dividing the training set and the validation set for model training. The overfitting problem was solved by comparing the cross-validation result and the final analysis result using the test set to confirm that there was no difference in the performance matrix. Because the quality level of the raw data is high and the statistical assumptions are satisfied, most of the models showed good results despite the small data set. This study not only predicts NBA game results or classifies whether or not to advance to the playoffs using machine learning, but also examines whether the variables of interest are included in the major variables with high importance by understanding the importance of input attribute. Through the visualization of SHAP value, it was possible to overcome the limitation that could not be interpreted only with the result of feature importance, and to compensate for the lack of consistency in the importance calculation in the process of entering/removing variables. It was found that a number of variables related to three points and errors classified as subjects of interest in this study were included in the major variables affecting advancing to the playoffs in the NBA. Although this study is similar in that it includes topics such as match results, playoffs, and championship predictions, which have been dealt with in the existing sports data analysis field, and comparatively analyzed several machine learning models for analysis, there is a difference in that the interest features are set in advance and statistically verified, so that it is compared with the machine learning analysis result. Also, it was differentiated from existing studies by presenting explanatory visualization results using SHAP, one of the XAI models.

Development of Tree Detection Methods for Estimating LULUCF Settlement Greenhouse Gas Inventories Using Vegetation Indices (식생지수를 활용한 LULUCF 정주지 온실가스 인벤토리 산정을 위한 수목탐지 방법 개발)

  • Joon-Woo Lee;Yu-Han Han;Jeong-Taek Lee;Jin-Hyuk Park;Geun-Han Kim
    • Korean Journal of Remote Sensing
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    • v.39 no.6_3
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    • pp.1721-1730
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    • 2023
  • As awareness of the problem of global warming emerges around the world, the role of carbon sinks in settlement is increasingly emphasized to achieve carbon neutrality in urban areas. In order to manage carbon sinks in settlement, it is necessary to identify the current status of carbon sinks. Identifying the status of carbon sinks requires a lot of manpower and time and a corresponding budget. Therefore, in this study, a map predicting the location of trees was created using already established tree location information and Sentinel-2 satellite images targeting Seoul. To this end, after constructing a tree presence/absence dataset, structured data was generated using 16 types of vegetation indices information constructed from satellite images. After learning this by applying the Extreme Gradient Boosting (XGBoost) model, a tree prediction map was created. Afterward, the correlation between independent and dependent variables was investigated in model learning using the Shapely value of Shapley Additive exPlanations(SHAP). A comparative analysis was performed between maps produced for local parts of Seoul and sub-categorized land cover maps. In the case of the tree prediction model produced in this study, it was confirmed that even hard-to-detect street trees around the main street were predicted as trees.

Export Prediction Using Separated Learning Method and Recommendation of Potential Export Countries (분리학습 모델을 이용한 수출액 예측 및 수출 유망국가 추천)

  • Jang, Yeongjin;Won, Jongkwan;Lee, Chaerok
    • Journal of Intelligence and Information Systems
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    • v.28 no.1
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    • pp.69-88
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    • 2022
  • One of the characteristics of South Korea's economic structure is that it is highly dependent on exports. Thus, many businesses are closely related to the global economy and diplomatic situation. In addition, small and medium-sized enterprises(SMEs) specialized in exporting are struggling due to the spread of COVID-19. Therefore, this study aimed to develop a model to forecast exports for next year to support SMEs' export strategy and decision making. Also, this study proposed a strategy to recommend promising export countries of each item based on the forecasting model. We analyzed important variables used in previous studies such as country-specific, item-specific, and macro-economic variables and collected those variables to train our prediction model. Next, through the exploratory data analysis(EDA) it was found that exports, which is a target variable, have a highly skewed distribution. To deal with this issue and improve predictive performance, we suggest a separated learning method. In a separated learning method, the whole dataset is divided into homogeneous subgroups and a prediction algorithm is applied to each group. Thus, characteristics of each group can be more precisely trained using different input variables and algorithms. In this study, we divided the dataset into five subgroups based on the exports to decrease skewness of the target variable. After the separation, we found that each group has different characteristics in countries and goods. For example, In Group 1, most of the exporting countries are developing countries and the majority of exporting goods are low value products such as glass and prints. On the other hand, major exporting countries of South Korea such as China, USA, and Vietnam are included in Group 4 and Group 5 and most exporting goods in these groups are high value products. Then we used LightGBM(LGBM) and Exponential Moving Average(EMA) for prediction. Considering the characteristics of each group, models were built using LGBM for Group 1 to 4 and EMA for Group 5. To evaluate the performance of the model, we compare different model structures and algorithms. As a result, it was found that the separated learning model had best performance compared to other models. After the model was built, we also provided variable importance of each group using SHAP-value to add explainability of our model. Based on the prediction model, we proposed a second-stage recommendation strategy for potential export countries. In the first phase, BCG matrix was used to find Star and Question Mark markets that are expected to grow rapidly. In the second phase, we calculated scores for each country and recommendations were made according to ranking. Using this recommendation framework, potential export countries were selected and information about those countries for each item was presented. There are several implications of this study. First of all, most of the preceding studies have conducted research on the specific situation or country. However, this study use various variables and develops a machine learning model for a wide range of countries and items. Second, as to our knowledge, it is the first attempt to adopt a separated learning method for exports prediction. By separating the dataset into 5 homogeneous subgroups, we could enhance the predictive performance of the model. Also, more detailed explanation of models by group is provided using SHAP values. Lastly, this study has several practical implications. There are some platforms which serve trade information including KOTRA, but most of them are based on past data. Therefore, it is not easy for companies to predict future trends. By utilizing the model and recommendation strategy in this research, trade related services in each platform can be improved so that companies including SMEs can fully utilize the service when making strategies and decisions for exports.