• Title/Summary/Keyword: adaptive model selection

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Model selection for unstable AR process via the adaptive LASSO (비정상 자기회귀모형에서의 벌점화 추정 기법에 대한 연구)

  • Na, Okyoung
    • The Korean Journal of Applied Statistics
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    • v.32 no.6
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    • pp.909-922
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    • 2019
  • In this paper, we study the adaptive least absolute shrinkage and selection operator (LASSO) for the unstable autoregressive (AR) model. To identify the existence of the unit root, we apply the adaptive LASSO to the augmented Dickey-Fuller regression model, not the original AR model. We illustrate our method with simulations and a real data analysis. Simulation results show that the adaptive LASSO obtained by minimizing the Bayesian information criterion selects the order of the autoregressive model as well as the degree of differencing with high accuracy.

Selection of Data-adaptive Polynomial Order in Local Polynomial Nonparametric Regression

  • Jo, Jae-Keun
    • Communications for Statistical Applications and Methods
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    • v.4 no.1
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    • pp.177-183
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    • 1997
  • A data-adaptive order selection procedure is proposed for local polynomial nonparametric regression. For each given polynomial order, bias and variance are estimated and the adaptive polynomial order that has the smallest estimated mean squared error is selected locally at each location point. To estimate mean squared error, empirical bias estimate of Ruppert (1995) and local polynomial variance estimate of Ruppert, Wand, Wand, Holst and Hossjer (1995) are used. Since the proposed method does not require fitting polynomial model of order higher than the model order, it is simpler than the order selection method proposed by Fan and Gijbels (1995b).

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Noise-Robust Speaker Recognition Using Subband Likelihoods and Reliable-Feature Selection

  • Kim, Sung-Tak;Ji, Mi-Kyong;Kim, Hoi-Rin
    • ETRI Journal
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    • v.30 no.1
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    • pp.89-100
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    • 2008
  • We consider the feature recombination technique in a multiband approach to speaker identification and verification. To overcome the ineffectiveness of conventional feature recombination in broadband noisy environments, we propose a new subband feature recombination which uses subband likelihoods and a subband reliable-feature selection technique with an adaptive noise model. In the decision step of speaker recognition, a few very low unreliable feature likelihood scores can cause a speaker recognition system to make an incorrect decision. To overcome this problem, reliable-feature selection adjusts the likelihood scores of an unreliable feature by comparison with those of an adaptive noise model, which is estimated by the maximum a posteriori adaptation technique using noise features directly obtained from noisy test speech. To evaluate the effectiveness of the proposed methods in noisy environments, we use the TIMIT database and the NTIMIT database, which is the corresponding telephone version of TIMIT database. The proposed subband feature recombination with subband reliable-feature selection achieves better performance than the conventional feature recombination system with reliable-feature selection.

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Efficient estimation and variable selection for partially linear single-index-coefficient regression models

  • Kim, Young-Ju
    • Communications for Statistical Applications and Methods
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    • v.26 no.1
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    • pp.69-78
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    • 2019
  • A structured model with both single-index and varying coefficients is a powerful tool in modeling high dimensional data. It has been widely used because the single-index can overcome the curse of dimensionality and varying coefficients can allow nonlinear interaction effects in the model. For high dimensional index vectors, variable selection becomes an important question in the model building process. In this paper, we propose an efficient estimation and a variable selection method based on a smoothing spline approach in a partially linear single-index-coefficient regression model. We also propose an efficient algorithm for simultaneously estimating the coefficient functions in a data-adaptive lower-dimensional approximation space and selecting significant variables in the index with the adaptive LASSO penalty. The empirical performance of the proposed method is illustrated with simulated and real data examples.

Application of Parameters-Free Adaptive Clonal Selection in Optimization of Construction Site Utilization Planning

  • Wang, Xi;Deshpande, Abhijeet S.;Dadi, Gabriel B.
    • Journal of Construction Engineering and Project Management
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    • v.7 no.2
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    • pp.1-10
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    • 2017
  • The Clonal Selection Algorithm (CSA) is an algorithm inspired by the human immune system mechanism. In CSA, several parameters needs to be optimized by large amount of sensitivity analysis for the optimal results. They limit the accuracy of the results due to the uncertainty and subjectivity. Adaptive Clonal Selection (ACS), a modified version of CSA, is developed as an algorithm without controls by pre-defined parameters in terms of selection process and mutation strength. In this paper, we discuss the ACS in detail and present its implementation in construction site utilization planning (CSUP). When applied to a developed model published in research literature, it proves that the ACS are capable of searching the optimal layout of temporary facilities on construction site based on the result of objective function, especially when the parameterization process is considered. Although the ACS still needs some improvements, obtaining a promising result when working on a same case study computed by Genetic Algorithm and Electimze algorithm prove its potential in solving more complex construction optimization problems in the future.

Adaptive lasso in sparse vector autoregressive models (Adaptive lasso를 이용한 희박벡터자기회귀모형에서의 변수 선택)

  • Lee, Sl Gi;Baek, Changryong
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.27-39
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    • 2016
  • This paper considers variable selection in the sparse vector autoregressive (sVAR) model where sparsity comes from setting small coefficients to exact zeros. In the estimation perspective, Davis et al. (2015) showed that the lasso type of regularization method is successful because it provides a simultaneous variable selection and parameter estimation even for time series data. However, their simulations study reports that the regular lasso overestimates the number of non-zero coefficients, hence its finite sample performance needs improvements. In this article, we show that the adaptive lasso significantly improves the performance where the adaptive lasso finds the sparsity patterns superior to the regular lasso. Some tuning parameter selections in the adaptive lasso are also discussed from the simulations study.

Noise Robust Speaker Verification Using Subband-Based Reliable Feature Selection (신뢰성 높은 서브밴드 특징벡터 선택을 이용한 잡음에 강인한 화자검증)

  • Kim, Sung-Tak;Ji, Mi-Kyong;Kim, Hoi-Rin
    • MALSORI
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    • no.63
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    • pp.125-137
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    • 2007
  • Recently, many techniques have been proposed to improve the noise robustness for speaker verification. In this paper, we consider the feature recombination technique in multi-band approach. In the conventional feature recombination for speaker verification, to compute the likelihoods of speaker models or universal background model, whole feature components are used. This computation method is not effective in a view point of multi-band approach. To deal with non-effectiveness of the conventional feature recombination technique, we introduce a subband likelihood computation, and propose a modified feature recombination using subband likelihoods. In decision step of speaker verification system in noise environments, a few very low likelihood scores of a speaker model or universal background model cause speaker verification system to make wrong decision. To overcome this problem, a reliable feature selection method is proposed. The low likelihood scores of unreliable feature are substituted by likelihood scores of the adaptive noise model. In here, this adaptive noise model is estimated by maximum a posteriori adaptation technique using noise features directly obtained from noisy test speech. The proposed method using subband-based reliable feature selection obtains better performance than conventional feature recombination system. The error reduction rate is more than 31 % compared with the feature recombination-based speaker verification system.

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Neural Networks Based Modeling with Adaptive Selection of Hidden Layer's Node for Path Loss Model

  • Kang, Chang Ho;Cho, Seong Yun
    • Journal of Positioning, Navigation, and Timing
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    • v.8 no.4
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    • pp.193-200
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    • 2019
  • The auto-encoder network which is a good candidate to handle the modeling of the signal strength attenuation is designed for denoising and compensating the distortion of the received data. It provides a non-linear mapping function by iteratively learning the encoder and the decoder. The encoder is the non-linear mapping function, and the decoder demands accurate data reconstruction from the representation generated by the encoder. In addition, the adaptive network width which supports the automatic generation of new hidden nodes and pruning of inconsequential nodes is also implemented in the proposed algorithm for increasing the efficiency of the algorithm. Simulation results show that the proposed method can improve the neural network training surface to achieve the highest possible accuracy of the signal modeling compared with the conventional modeling method.

Real-Time Automated Cardiac Health Monitoring by Combination of Active Learning and Adaptive Feature Selection

  • Bashir, Mohamed Ezzeldin A.;Shon, Ho Sun;Lee, Dong Gyu;Kim, Hyeongsoo;Ryu, Keun Ho
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.7 no.1
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    • pp.99-118
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    • 2013
  • Electrocardiograms (ECGs) are widely used by clinicians to identify the functional status of the heart. Thus, there is considerable interest in automated systems for real-time monitoring of arrhythmia. However, intra- and inter-patient variability as well as the computational limits of real-time monitoring poses significant challenges for practical implementations. The former requires that the classification model be adjusted continuously, and the latter requires a reduction in the number and types of ECG features, and thus, the computational burden, necessary to classify different arrhythmias. We propose the use of adaptive learning to automatically train the classifier on up-to-date ECG data, and employ adaptive feature selection to define unique feature subsets pertinent to different types of arrhythmia. Experimental results show that this hybrid technique outperforms conventional approaches and is therefore a promising new intelligent diagnostic tool.

An Image Contrast Enhancement Technique Using Integrated Adaptive Fuzzy Clustering Model (IAFC 모델을 이용한 영상 대비 향상 기법)

  • 이금분;김용수
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2001.12a
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    • pp.279-282
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    • 2001
  • This paper presents an image contrast enhancement technique for improving the low contrast images using the improved IAFC(Integrated Adaptive Fuzzy Clustering) Model. The low pictorial information of a low contrast image is due to the vagueness or fuzziness of the multivalued levels of brightness rather than randomness. Fuzzy image processing has three main stages, namely, image fuzzification, modification of membership values, and image defuzzification. Using a new model of automatic crossover point selection, optimal crossover point is selected automatically. The problem of crossover point selection can be considered as the two-category classification problem. The improved MEC can classify the image into two classes with unsupervised teaming rule. The proposed method is applied to some experimental images with 256 gray levels and the results are compared with those of the histogram equalization technique. We utilized the index of fuzziness as a measure of image quality. The results show that the proposed method is better than the histogram equalization technique.

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