• Title/Summary/Keyword: Vector Machines

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Hybrid machine learning with moth-flame optimization methods for strength prediction of CFDST columns under compression

  • Quang-Viet Vu;Dai-Nhan Le;Thai-Hoan Pham;Wei Gao;Sawekchai Tangaramvong
    • Steel and Composite Structures
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    • v.51 no.6
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    • pp.679-695
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    • 2024
  • This paper presents a novel technique that combines machine learning (ML) with moth-flame optimization (MFO) methods to predict the axial compressive strength (ACS) of concrete filled double skin steel tubes (CFDST) columns. The proposed model is trained and tested with a dataset containing 125 tests of the CFDST column subjected to compressive loading. Five ML models, including extreme gradient boosting (XGBoost), gradient tree boosting (GBT), categorical gradient boosting (CAT), support vector machines (SVM), and decision tree (DT) algorithms, are utilized in this work. The MFO algorithm is applied to find optimal hyperparameters of these ML models and to determine the most effective model in predicting the ACS of CFDST columns. Predictive results given by some performance metrics reveal that the MFO-CAT model provides superior accuracy compared to other considered models. The accuracy of the MFO-CAT model is validated by comparing its predictive results with existing design codes and formulae. Moreover, the significance and contribution of each feature in the dataset are examined by employing the SHapley Additive exPlanations (SHAP) method. A comprehensive uncertainty quantification on probabilistic characteristics of the ACS of CFDST columns is conducted for the first time to examine the models' responses to variations of input variables in the stochastic environments. Finally, a web-based application is developed to predict ACS of the CFDST column, enabling rapid practical utilization without requesting any programing or machine learning expertise.

Hybrid machine learning with HHO method for estimating ultimate shear strength of both rectangular and circular RC columns

  • Quang-Viet Vu;Van-Thanh Pham;Dai-Nhan Le;Zhengyi Kong;George Papazafeiropoulos;Viet-Ngoc Pham
    • Steel and Composite Structures
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    • v.52 no.2
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    • pp.145-163
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    • 2024
  • This paper presents six novel hybrid machine learning (ML) models that combine support vector machines (SVM), Decision Tree (DT), Random Forest (RF), Gradient Boosting (GB), extreme gradient boosting (XGB), and categorical gradient boosting (CGB) with the Harris Hawks Optimization (HHO) algorithm. These models, namely HHO-SVM, HHO-DT, HHO-RF, HHO-GB, HHO-XGB, and HHO-CGB, are designed to predict the ultimate strength of both rectangular and circular reinforced concrete (RC) columns. The prediction models are established using a comprehensive database consisting of 325 experimental data for rectangular columns and 172 experimental data for circular columns. The ML model hyperparameters are optimized through a combination of cross-validation technique and the HHO. The performance of the hybrid ML models is evaluated and compared using various metrics, ultimately identifying the HHO-CGB model as the top-performing model for predicting the ultimate shear strength of both rectangular and circular RC columns. The mean R-value and mean a20-index are relatively high, reaching 0.991 and 0.959, respectively, while the mean absolute error and root mean square error are low (10.302 kN and 27.954 kN, respectively). Another comparison is conducted with four existing formulas to further validate the efficiency of the proposed HHO-CGB model. The Shapely Additive Explanations method is applied to analyze the contribution of each variable to the output within the HHO-CGB model, providing insights into the local and global influence of variables. The analysis reveals that the depth of the column, length of the column, and axial loading exert the most significant influence on the ultimate shear strength of RC columns. A user-friendly graphical interface tool is then developed based on the HHO-CGB to facilitate practical and cost-effective usage.

Optimization of Multiclass Support Vector Machine using Genetic Algorithm: Application to the Prediction of Corporate Credit Rating (유전자 알고리즘을 이용한 다분류 SVM의 최적화: 기업신용등급 예측에의 응용)

  • Ahn, Hyunchul
    • Information Systems Review
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    • v.16 no.3
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    • pp.161-177
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    • 2014
  • Corporate credit rating assessment consists of complicated processes in which various factors describing a company are taken into consideration. Such assessment is known to be very expensive since domain experts should be employed to assess the ratings. As a result, the data-driven corporate credit rating prediction using statistical and artificial intelligence (AI) techniques has received considerable attention from researchers and practitioners. In particular, statistical methods such as multiple discriminant analysis (MDA) and multinomial logistic regression analysis (MLOGIT), and AI methods including case-based reasoning (CBR), artificial neural network (ANN), and multiclass support vector machine (MSVM) have been applied to corporate credit rating.2) Among them, MSVM has recently become popular because of its robustness and high prediction accuracy. In this study, we propose a novel optimized MSVM model, and appy it to corporate credit rating prediction in order to enhance the accuracy. Our model, named 'GAMSVM (Genetic Algorithm-optimized Multiclass Support Vector Machine),' is designed to simultaneously optimize the kernel parameters and the feature subset selection. Prior studies like Lorena and de Carvalho (2008), and Chatterjee (2013) show that proper kernel parameters may improve the performance of MSVMs. Also, the results from the studies such as Shieh and Yang (2008) and Chatterjee (2013) imply that appropriate feature selection may lead to higher prediction accuracy. Based on these prior studies, we propose to apply GAMSVM to corporate credit rating prediction. As a tool for optimizing the kernel parameters and the feature subset selection, we suggest genetic algorithm (GA). GA is known as an efficient and effective search method that attempts to simulate the biological evolution phenomenon. By applying genetic operations such as selection, crossover, and mutation, it is designed to gradually improve the search results. Especially, mutation operator prevents GA from falling into the local optima, thus we can find the globally optimal or near-optimal solution using it. GA has popularly been applied to search optimal parameters or feature subset selections of AI techniques including MSVM. With these reasons, we also adopt GA as an optimization tool. To empirically validate the usefulness of GAMSVM, we applied it to a real-world case of credit rating in Korea. Our application is in bond rating, which is the most frequently studied area of credit rating for specific debt issues or other financial obligations. The experimental dataset was collected from a large credit rating company in South Korea. It contained 39 financial ratios of 1,295 companies in the manufacturing industry, and their credit ratings. Using various statistical methods including the one-way ANOVA and the stepwise MDA, we selected 14 financial ratios as the candidate independent variables. The dependent variable, i.e. credit rating, was labeled as four classes: 1(A1); 2(A2); 3(A3); 4(B and C). 80 percent of total data for each class was used for training, and remaining 20 percent was used for validation. And, to overcome small sample size, we applied five-fold cross validation to our dataset. In order to examine the competitiveness of the proposed model, we also experimented several comparative models including MDA, MLOGIT, CBR, ANN and MSVM. In case of MSVM, we adopted One-Against-One (OAO) and DAGSVM (Directed Acyclic Graph SVM) approaches because they are known to be the most accurate approaches among various MSVM approaches. GAMSVM was implemented using LIBSVM-an open-source software, and Evolver 5.5-a commercial software enables GA. Other comparative models were experimented using various statistical and AI packages such as SPSS for Windows, Neuroshell, and Microsoft Excel VBA (Visual Basic for Applications). Experimental results showed that the proposed model-GAMSVM-outperformed all the competitive models. In addition, the model was found to use less independent variables, but to show higher accuracy. In our experiments, five variables such as X7 (total debt), X9 (sales per employee), X13 (years after founded), X15 (accumulated earning to total asset), and X39 (the index related to the cash flows from operating activity) were found to be the most important factors in predicting the corporate credit ratings. However, the values of the finally selected kernel parameters were found to be almost same among the data subsets. To examine whether the predictive performance of GAMSVM was significantly greater than those of other models, we used the McNemar test. As a result, we found that GAMSVM was better than MDA, MLOGIT, CBR, and ANN at the 1% significance level, and better than OAO and DAGSVM at the 5% significance level.

A Study on the Prediction Model of Stock Price Index Trend based on GA-MSVM that Simultaneously Optimizes Feature and Instance Selection (입력변수 및 학습사례 선정을 동시에 최적화하는 GA-MSVM 기반 주가지수 추세 예측 모형에 관한 연구)

  • Lee, Jong-sik;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.23 no.4
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    • pp.147-168
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    • 2017
  • There have been many studies on accurate stock market forecasting in academia for a long time, and now there are also various forecasting models using various techniques. Recently, many attempts have been made to predict the stock index using various machine learning methods including Deep Learning. Although the fundamental analysis and the technical analysis method are used for the analysis of the traditional stock investment transaction, the technical analysis method is more useful for the application of the short-term transaction prediction or statistical and mathematical techniques. Most of the studies that have been conducted using these technical indicators have studied the model of predicting stock prices by binary classification - rising or falling - of stock market fluctuations in the future market (usually next trading day). However, it is also true that this binary classification has many unfavorable aspects in predicting trends, identifying trading signals, or signaling portfolio rebalancing. In this study, we try to predict the stock index by expanding the stock index trend (upward trend, boxed, downward trend) to the multiple classification system in the existing binary index method. In order to solve this multi-classification problem, a technique such as Multinomial Logistic Regression Analysis (MLOGIT), Multiple Discriminant Analysis (MDA) or Artificial Neural Networks (ANN) we propose an optimization model using Genetic Algorithm as a wrapper for improving the performance of this model using Multi-classification Support Vector Machines (MSVM), which has proved to be superior in prediction performance. In particular, the proposed model named GA-MSVM is designed to maximize model performance by optimizing not only the kernel function parameters of MSVM, but also the optimal selection of input variables (feature selection) as well as instance selection. In order to verify the performance of the proposed model, we applied the proposed method to the real data. The results show that the proposed method is more effective than the conventional multivariate SVM, which has been known to show the best prediction performance up to now, as well as existing artificial intelligence / data mining techniques such as MDA, MLOGIT, CBR, and it is confirmed that the prediction performance is better than this. Especially, it has been confirmed that the 'instance selection' plays a very important role in predicting the stock index trend, and it is confirmed that the improvement effect of the model is more important than other factors. To verify the usefulness of GA-MSVM, we applied it to Korea's real KOSPI200 stock index trend forecast. Our research is primarily aimed at predicting trend segments to capture signal acquisition or short-term trend transition points. The experimental data set includes technical indicators such as the price and volatility index (2004 ~ 2017) and macroeconomic data (interest rate, exchange rate, S&P 500, etc.) of KOSPI200 stock index in Korea. Using a variety of statistical methods including one-way ANOVA and stepwise MDA, 15 indicators were selected as candidate independent variables. The dependent variable, trend classification, was classified into three states: 1 (upward trend), 0 (boxed), and -1 (downward trend). 70% of the total data for each class was used for training and the remaining 30% was used for verifying. To verify the performance of the proposed model, several comparative model experiments such as MDA, MLOGIT, CBR, ANN and MSVM were conducted. MSVM has adopted the One-Against-One (OAO) approach, which is known as the most accurate approach among the various MSVM approaches. Although there are some limitations, the final experimental results demonstrate that the proposed model, GA-MSVM, performs at a significantly higher level than all comparative models.

Competition Relation Extraction based on Combining Machine Learning and Filtering (기계학습 및 필터링 방법을 결합한 경쟁관계 인식)

  • Lee, ChungHee;Seo, YoungHoon;Kim, HyunKi
    • Journal of KIISE
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    • v.42 no.3
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    • pp.367-378
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    • 2015
  • This study was directed at the design of a hybrid algorithm for competition relation extraction. Previous works on relation extraction have relied on various lexical and deep parsing indicators and mostly utilize only the machine learning method. We present a new algorithm integrating machine learning with various filtering methods. Some simple but useful features for competition relation extraction are also introduced, and an optimum feature set is proposed. The goal of this paper was to increase the precision of competition relation extraction by combining supervised learning with various filtering methods. Filtering methods were employed for classifying compete relation occurrence, using distance restriction for the filtering of feature pairs, and classifying whether or not the candidate entity pair is spam. For evaluation, a test set consisting of 2,565 sentences was examined. The proposed method was compared with the rule-based method and general relation extraction method. As a result, the rule-based method achieved positive precision of 0.812 and accuracy of 0.568, while the general relation extraction method achieved 0.612 and 0.563, respectively. The proposed system obtained positive precision of 0.922 and accuracy of 0.713. These results demonstrate that the developed method is effective for competition relation extraction.

Utilizing Unlabeled Documents in Automatic Classification with Inter-document Similarities (문헌간 유사도를 이용한 자동분류에서 미분류 문헌의 활용에 관한 연구)

  • Kim, Pan-Jun;Lee, Jae-Yun
    • Journal of the Korean Society for information Management
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    • v.24 no.1 s.63
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    • pp.251-271
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    • 2007
  • This paper studies the problem of classifying documents with labeled and unlabeled learning data, especially with regards to using document similarity features. The problem of using unlabeled data is practically important because in many information systems obtaining training labels is expensive, while large quantities of unlabeled documents are readily available. There are two steps In general semi-supervised learning algorithm. First, it trains a classifier using the available labeled documents, and classifies the unlabeled documents. Then, it trains a new classifier using all the training documents which were labeled either manually or automatically. We suggested two types of semi-supervised learning algorithm with regards to using document similarity features. The one is one step semi-supervised learning which is using unlabeled documents only to generate document similarity features. And the other is two step semi-supervised learning which is using unlabeled documents as learning examples as well as similarity features. Experimental results, obtained using support vector machines and naive Bayes classifier, show that we can get improved performance with small labeled and large unlabeled documents then the performance of supervised learning which uses labeled-only data. When considering the efficiency of a classifier system, the one step semi-supervised learning algorithm which is suggested in this study could be a good solution for improving classification performance with unlabeled documents.

Development of Knee Pain Diagnosis Questionnaire and Clinical Study of Diagnostic Correspondent Rate (슬통 진단용 설문지개발 및 진단 일치도 평가연구)

  • Hwang, Ji-Hoo;Kim, Yu-Jong;Kim, Eun-Jung;Lee, Cham-Kyul;Lee, Eun-Yong;Lee, Seung-Deok;Kim, Kap-Sung
    • Journal of Acupuncture Research
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    • v.29 no.5
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    • pp.61-74
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    • 2012
  • Objectives : This study is perfomed for preparation of oriental medicine clinical guidelines for drawing up the standards of oriental medicine demonstration and diagnosis classification about the knee pain. Methods : Statistical analysis about Crane's-knee wind(鶴膝風), arthralgia syndrome(痺症), knee injury(膝傷), gout arthritis(痛風), Youk jeol poung(歷節風) classified experts' opinions about knee pain patients by Delphi method is conducted by using oriental medicine diagnosis questionnaire. The result was classified by using linear discriminant analysis(LDA), diagonal linear discriminant analysis(DLDA), diagonal quadratic discriminant analysis(DQDA), K-nearest neighbor classification(KNN), classification and regression trees(CART), support vector machines(SVM). Results : The results are summarized as follows. 1. The result analyzed by using LDA has a hit rate of 81.65% in comparison with the original diagnosis. 2. The result analyzed by using DLDA has a hit rate of 63.3% in comparison with the original diagnosis. 3. The result analyzed by using DQDA has a hit rate of 65.14% in comparison with the original diagnosis. 4. The result analyzed by using KNN has a hit rate of 74.31% in comparison with the original diagnosis. 5. The result analyzed by using CART has a hit rate of 75.23% in comparison with the original diagnosis when the test of selected 13 significant questions based on analysis of variance was performed. 6. The result analyzed by using SVM has a hit rate of 87.16% in comparison with the original diagnosis. Conclusions : Statistical analysis using oriental medicine diagnosis questionnaire on knee pain generally turned out to have a significant result.

VRIFA: A Prediction and Nonlinear SVM Visualization Tool using LRBF kernel and Nomogram (VRIFA: LRBF 커널과 Nomogram을 이용한 예측 및 비선형 SVM 시각화도구)

  • Kim, Sung-Chul;Yu, Hwan-Jo
    • Journal of Korea Multimedia Society
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    • v.13 no.5
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    • pp.722-729
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    • 2010
  • Prediction problems are widely used in medical domains. For example, computer aided diagnosis or prognosis is a key component in a CDSS (Clinical Decision Support System). SVMs with nonlinear kernels like RBF kernels, have shown superior accuracy in prediction problems. However, they are not preferred by physicians for medical prediction problems because nonlinear SVMs are difficult to visualize, thus it is hard to provide intuitive interpretation of prediction results to physicians. Nomogram was proposed to visualize SVM classification models. However, it cannot visualize nonlinear SVM models. Localized Radial Basis Function (LRBF) was proposed which shows comparable accuracy as the RBF kernel while the LRBF kernel is easier to interpret since it can be linearly decomposed. This paper presents a new tool named VRIFA, which integrates the nomogram and LRBF kernel to provide users with an interactive visualization of nonlinear SVM models, VRIFA visualizes the internal structure of nonlinear SVM models showing the effect of each feature, the magnitude of the effect, and the change at the prediction output. VRIFA also performs nomogram-based feature selection while training a model in order to remove noise or redundant features and improve the prediction accuracy. The area under the ROC curve (AUC) can be used to evaluate the prediction result when the data set is highly imbalanced. The tool can be used by biomedical researchers for computer-aided diagnosis and risk factor analysis for diseases.

Multiple Cause Model-based Topic Extraction and Semantic Kernel Construction from Text Documents (다중요인모델에 기반한 텍스트 문서에서의 토픽 추출 및 의미 커널 구축)

  • 장정호;장병탁
    • Journal of KIISE:Software and Applications
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    • v.31 no.5
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    • pp.595-604
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    • 2004
  • Automatic analysis of concepts or semantic relations from text documents enables not only an efficient acquisition of relevant information, but also a comparison of documents in the concept level. We present a multiple cause model-based approach to text analysis, where latent topics are automatically extracted from document sets and similarity between documents is measured by semantic kernels constructed from the extracted topics. In our approach, a document is assumed to be generated by various combinations of underlying topics. A topic is defined by a set of words that are related to the same topic or cooccur frequently within a document. In a network representing a multiple-cause model, each topic is identified by a group of words having high connection weights from a latent node. In order to facilitate teaming and inferences in multiple-cause models, some approximation methods are required and we utilize an approximation by Helmholtz machines. In an experiment on TDT-2 data set, we extract sets of meaningful words where each set contains some theme-specific terms. Using semantic kernels constructed from latent topics extracted by multiple cause models, we also achieve significant improvements over the basic vector space model in terms of retrieval effectiveness.

3D Film Image Inspection Based on the Width of Optimized Height of Histogram (히스토그램의 최적 높이의 폭에 기반한 3차원 필름 영상 검사)

  • Jae-Eun Lee;Jong-Nam Kim
    • Journal of the Institute of Convergence Signal Processing
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    • v.23 no.2
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    • pp.107-114
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    • 2022
  • In order to classify 3D film images as right or wrong, it is necessary to detect the pattern in a 3D film image. However, if the contrast of the pixels in the 3D film image is low, it is not easy to classify as the right and wrong 3D film images because the pattern in the image might not be clear. In this paper, we propose a method of classifying 3D film images as right or wrong by comparing the width at a specific frequency of each histogram after obtaining the histogram. Since, it is classified using the width of the histogram, the analysis process is not complicated. From the experiment, the histograms of right and wrong 3D film images were distinctly different, and the proposed algorithm reflects these features, and showed that all 3D film images were accurately classified at a specific frequency of the histogram. The performance of the proposed algorithm was verified to be the best through the comparison test with the other methods such as image subtraction, otsu thresholding, canny edge detection, morphological geodesic active contour, and support vector machines, and it was shown that excellent classification accuracy could be obtained without detecting the patterns in 3D film images.