• Title/Summary/Keyword: Weighted Loss Function

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Better Estimators of Multiple Poisson Parameters under Weighted Loss Function

  • Kim, Jai-Young
    • Journal of the military operations research society of Korea
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    • v.11 no.2
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    • pp.69-82
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    • 1985
  • In this study, we consider the simultaneous estimation of the parameters of the distribution of p independent Poisson random variables using the weighted loss function. The relation between the estimation under the weighted loss function and the case when more than one observation is taken from some population is studied. We derive an estimator which dominates Tsui and Press's estimator when certain conditions hold. We also derive an estimator which dominates the maximum likelihood estimator(MLE) under the various loss function. The risk performances of proposed estimators are compared to that of MLE by computer simulation.

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ESTIMATION OF SCALE PARAMETER AND P(Y < X) FROM RAYLEIGH DISTRIBUTION

  • Kim, Chan-Soo;Chung, Youn-Shik
    • Journal of the Korean Statistical Society
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    • v.32 no.3
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    • pp.289-298
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    • 2003
  • We consider the estimation problem for the scale parameter of the Rayleigh distribution using weighted balanced loss function (WBLF) which reflects both goodness of fit and precision. Under WBLF, we obtain the optimal estimator which creates a kind of balance between Bayesian and non-Bayesian estimation. We also deal with the estimation of R = P(Y < X) when Y and X are two independent but not identically distributed Rayleigh distribution under squared error loss function.

A Study on Lung Cancer Segmentation Algorithm using Weighted Integration Loss on Volumetric Chest CT Image (흉부 볼륨 CT영상에서 Weighted Integration Loss을 이용한 폐암 분할 알고리즘 연구)

  • Jeong, Jin Gyo;Kim, Young Jae;Kim, Kwang Gi
    • Journal of Korea Multimedia Society
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    • v.23 no.5
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    • pp.625-632
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    • 2020
  • In the diagnosis of lung cancer, the tumor size is measured by the longest diameter of the tumor in the entire slice of the CT. In order to accurately estimate the size of the tumor, it is better to measure the volume, but there are some limitations in calculating the volume in the clinic. In this study, we propose an algorithm to segment lung cancer by applying a custom loss function that combines focal loss and dice loss to a U-Net model that shows high performance in segmentation problems in chest CT images. The combination of values of the various parameters in custom loss function was compared to the results of the model learned. The purposed loss function showed F1 score of 88.77%, precision of 87.31%, recall of 90.30% and average precision of 0.827 at α=0.25, γ=4, β=0.7. The performance of the proposed custom loss function showed good performance in lung cancer segmentation.

Support Vector Quantile Regression with Weighted Quadratic Loss Function

  • Shim, Joo-Yong;Hwang, Chang-Ha
    • Communications for Statistical Applications and Methods
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    • v.17 no.2
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    • pp.183-191
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    • 2010
  • Support vector quantile regression(SVQR) is capable of providing more complete description of the linear and nonlinear relationships among random variables. In this paper we propose an iterative reweighted least squares(IRWLS) procedure to solve the problem of SVQR with a weighted quadratic loss function. Furthermore, we introduce the generalized approximate cross validation function to select the hyperparameters which affect the performance of SVQR. Experimental results are then presented which illustrate the performance of the IRWLS procedure for SVQR.

A Univariate Loss Function Approach to Multiple Response Surface Optimization: An Interactive Procedure-Based Weight Determination (다중반응표면 최적화를 위한 단변량 손실함수법: 대화식 절차 기반의 가중치 결정)

  • Jeong, In-Jun
    • Knowledge Management Research
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    • v.21 no.1
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    • pp.27-40
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    • 2020
  • Response surface methodology (RSM) empirically studies the relationship between a response variable and input variables in the product or process development phase. The ultimate goal of RSM is to find an optimal condition of the input variables that optimizes (maximizes or minimizes) the response variable. RSM can be seen as a knowledge management tool in terms of creating and utilizing data, information, and knowledge about a product production and service operations. In the field of product or process development, most real-world problems often involve a simultaneous consideration of multiple response variables. This is called a multiple response surface (MRS) problem. Various approaches have been proposed for MRS optimization, which can be classified into loss function approach, priority-based approach, desirability function approach, process capability approach, and probability-based approach. In particular, the loss function approach is divided into univariate and multivariate approaches at large. This paper focuses on the univariate approach. The univariate approach first obtains the mean square error (MSE) for individual response variables. Then, it aggregates the MSE's into a single objective function. It is common to employ the weighted sum or the Tchebycheff metric for aggregation. Finally, it finds an optimal condition of the input variables that minimizes the objective function. When aggregating, the relative weights on the MSE's should be taken into account. However, there are few studies on how to determine the weights systematically. In this study, we propose an interactive procedure to determine the weights through considering a decision maker's preference. The proposed method is illustrated by the 'colloidal gas aphrons' problem, which is a typical MRS problem. We also discuss the extension of the proposed method to the weighted MSE (WMSE).

Simultaneous Estimation of Several Poisson Means under a Linex Loss Function (Linex 손실함수하(損失函數下)에서의 여러 포아손 평균(平均)들의 동시추정(同時推定))

  • Lee, In-Suk;Jeong, Won-Tae;Jeong, Hye-Jeong
    • Journal of the Korean Data and Information Science Society
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    • v.4
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    • pp.87-95
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    • 1993
  • We find a class of admissible Bayes estimator for the mean vector ${\theta}=({\theta}_{1},{\theta}_{2},...,{\theta}_{p}$ of Poisson distribution under a LINEX loss function. The Monte Carlo Simulation is performed to compare the emprical Bayes estimater under the LINEX loss function and weighted squared error loss respectively.

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Support vector expectile regression using IRWLS procedure

  • Choi, Kook-Lyeol;Shim, Jooyong;Seok, Kyungha
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.4
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    • pp.931-939
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    • 2014
  • In this paper we propose the iteratively reweighted least squares procedure to solve the quadratic programming problem of support vector expectile regression with an asymmetrically weighted squares loss function. The proposed procedure enables us to select the appropriate hyperparameters easily by using the generalized cross validation function. Through numerical studies on the artificial and the real data sets we show the effectiveness of the proposed method on the estimation performances.

A Bayesian Fuzzy Hypotheses Testing with Loss Function (손실함수에 의한 베이지안 퍼지 가설검정)

  • 강만기;한성일;최규탁
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2003.09b
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    • pp.45-48
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    • 2003
  • We propose some properties of Bayesian fuzzy hypotheses testing by revision for prior possibility distribution and posterior possibility distribution using weighted fuzzy hypotheses H$\sub$0/($\theta$) versus H$_1$($\theta$) on $\theta$ with loss function.

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A Comparative Study for Several Bayesian Estimators Under Balanced Loss Function

  • Kim, Yeong-Hwa
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.2
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    • pp.291-300
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    • 2006
  • In this research, the performance of widely used Bayesian estimators such as Bayes estimator, empirical Bayes estimator, constrained Bayes estimator and constrained empirical Bayes estimator are compared by means of a measurement under balanced loss function for the typical normal-normal situation. The proposed measurement is a weighted sum of the precisions of first and second moments. As a result, one can gets the criterion according to the size of prior variance against the population variance.

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