• Title/Summary/Keyword: ensemble method

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Inter-comparison of Prediction Skills of Multiple Linear Regression Methods Using Monthly Temperature Simulated by Multi-Regional Climate Models (다중 지역기후모델로부터 모의된 월 기온자료를 이용한 다중선형회귀모형들의 예측성능 비교)

  • Seong, Min-Gyu;Kim, Chansoo;Suh, Myoung-Seok
    • Atmosphere
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    • v.25 no.4
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    • pp.669-683
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    • 2015
  • In this study, we investigated the prediction skills of four multiple linear regression methods for monthly air temperature over South Korea. We used simulation results from four regional climate models (RegCM4, SNURCM, WRF, and YSURSM) driven by two boundary conditions (NCEP/DOE Reanalysis 2 and ERA-Interim). We selected 15 years (1989~2003) as the training period and the last 5 years (2004~2008) as validation period. The four regression methods used in this study are as follows: 1) Homogeneous Multiple linear Regression (HMR), 2) Homogeneous Multiple linear Regression constraining the regression coefficients to be nonnegative (HMR+), 3) non-homogeneous multiple linear regression (EMOS; Ensemble Model Output Statistics), 4) EMOS with positive coefficients (EMOS+). It is same method as the third method except for constraining the coefficients to be nonnegative. The four regression methods showed similar prediction skills for the monthly air temperature over South Korea. However, the prediction skills of regression methods which don't constrain regression coefficients to be nonnegative are clearly impacted by the existence of outliers. Among the four multiple linear regression methods, HMR+ and EMOS+ methods showed the best skill during the validation period. HMR+ and EMOS+ methods showed a very similar performance in terms of the MAE and RMSE. Therefore, we recommend the HMR+ as the best method because of ease of development and applications.

Construction of Robust Bayesian Network Ensemble using a Speciated Evolutionary Algorithm (종 분화 진화 알고리즘을 이용한 안정된 베이지안 네트워크 앙상블 구축)

  • Yoo Ji-Oh;Kim Kyung-Joong;Cho Sung-Bae
    • Journal of KIISE:Software and Applications
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    • v.31 no.12
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    • pp.1569-1580
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    • 2004
  • One commonly used approach to deal with uncertainty is Bayesian network which represents joint probability distributions of domain. There are some attempts to team the structure of Bayesian networks automatically and recently many researchers design structures of Bayesian network using evolutionary algorithm. However, most of them use the only one fittest solution in the last generation. Because it is difficult to combine all the important factors into a single evaluation function, the best solution is often biased and less adaptive. In this paper, we present a method of generating diverse Bayesian network structures through fitness sharing and combining them by Bayesian method for adaptive inference. In order to evaluate performance, we conduct experiments on learning Bayesian networks with artificially generated data from ASIA and ALARM networks. According to the experiments with diverse conditions, the proposed method provides with better robustness and adaptation for handling uncertainty.

Performance comparison on vocal cords disordered voice discrimination via machine learning methods (기계학습에 의한 후두 장애음성 식별기의 성능 비교)

  • Cheolwoo Jo;Soo-Geun Wang;Ickhwan Kwon
    • Phonetics and Speech Sciences
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    • v.14 no.4
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    • pp.35-43
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    • 2022
  • This paper studies how to improve the identification rate of laryngeal disability speech data by convolutional neural network (CNN) and machine learning ensemble learning methods. In general, the number of laryngeal dysfunction speech data is small, so even if identifiers are constructed by statistical methods, the phenomenon caused by overfitting depending on the training method can lead to a decrease the identification rate when exposed to external data. In this work, we try to combine results derived from CNN models and machine learning models with various accuracy in a multi-voting manner to ensure improved classification efficiency compared to the original trained models. The Pusan National University Hospital (PNUH) dataset was used to train and validate algorithms. The dataset contains normal voice and voice data of benign and malignant tumors. In the experiment, an attempt was made to distinguish between normal and benign tumors and malignant tumors. As a result of the experiment, the random forest method was found to be the best ensemble method and showed an identification rate of 85%.

Element-free simulation of dilute polymeric flows using Brownian Configuration Fields

  • Tran-Canh, D.;Tran-Cong, T.
    • Korea-Australia Rheology Journal
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    • v.16 no.1
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    • pp.1-15
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    • 2004
  • The computation of viscoelastic flow using neural networks and stochastic simulation (CVFNNSS) is developed from the point of view of Eulerian CONNFFESSIT (calculation of non-Newtonian flows: finite elements and stochastic simulation techniques). The present method is based on the combination of radial basis function networks (RBFNs) and Brownian configuration fields (BCFs) where the stress is computed from an ensemble of continuous configuration fields instead of convecting discrete particles, and the velocity field is determined by solving the conservation equations for mass and momentum with a finite point method based on RBFNs. The method does not require any kind of element-type discretisation of the analysis domain. The method is verified and its capability is demonstrated with the start-up planar Couette flow, the Poiseuille flow and the lid driven cavity flow of Hookean and FENE model materials.

Design of A Personalized Classifier using Soft Computing Techniques and Its Application to Facial Expression Recognition

  • Kim, Dae-Jin;Zeungnam Bien
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2003.09a
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    • pp.521-524
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    • 2003
  • In this paper, we propose a design process of 'personalized' classification with soft computing techniques. Based on human's thinking way, a construction methodology for personalized classifier is mentioned. Here, two fuzzy similarity measures and ensemble of classifiers are effectively used. As one of the possible applications, facial expression recognition problem is discussed. The numerical result shows that the proposed method is very useful for on-line learning, reusability of previous knowledge and so on.

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Comparison of Various Criteria for Designing ECOC

  • Seok, Kyeong-Ha;Lee, Seung-Chul;Jeon, Gab-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.2
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    • pp.437-447
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    • 2006
  • Error Correcting Output Coding(ECOC) is used to solve multi-class problem. It is known that it improves the classification accuracy. In this paper, we compared various criteria to design code matrix while encoding. In addition. we prorpose an ensemble which uses the ability of each classifier while decoding. We investigate the justification of the proposed method through real data and synthetic data.

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Introduction to Gene Prediction Using HMM Algorithm

  • Kim, Keon-Kyun;Park, Eun-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.2
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    • pp.489-506
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    • 2007
  • Gene structure prediction, which is to predict protein coding regions in a given nucleotide sequence, is the most important process in annotating genes and greatly affects gene analysis and genome annotation. As eukaryotic genes have more complicated structures in DNA sequences than those of prokaryotic genes, analysis programs for eukaryotic gene structure prediction have more diverse and more complicated computational models. There are Ab Initio method, Similarity-based method, and Ensemble method for gene prediction method for eukaryotic genes. Each Method use various algorithms. This paper introduce how to predict genes using HMM(Hidden Markov Model) algorithm and present the process of gene prediction with well-known gene prediction programs.

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Incremental Ensemble Learning for The Combination of Multiple Models of Locally Weighted Regression Using Genetic Algorithm (유전 알고리즘을 이용한 국소가중회귀의 다중모델 결합을 위한 점진적 앙상블 학습)

  • Kim, Sang Hun;Chung, Byung Hee;Lee, Gun Ho
    • KIPS Transactions on Software and Data Engineering
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    • v.7 no.9
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    • pp.351-360
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    • 2018
  • The LWR (Locally Weighted Regression) model, which is traditionally a lazy learning model, is designed to obtain the solution of the prediction according to the input variable, the query point, and it is a kind of the regression equation in the short interval obtained as a result of the learning that gives a higher weight value closer to the query point. We study on an incremental ensemble learning approach for LWR, a form of lazy learning and memory-based learning. The proposed incremental ensemble learning method of LWR is to sequentially generate and integrate LWR models over time using a genetic algorithm to obtain a solution of a specific query point. The weaknesses of existing LWR models are that multiple LWR models can be generated based on the indicator function and data sample selection, and the quality of the predictions can also vary depending on this model. However, no research has been conducted to solve the problem of selection or combination of multiple LWR models. In this study, after generating the initial LWR model according to the indicator function and the sample data set, we iterate evolution learning process to obtain the proper indicator function and assess the LWR models applied to the other sample data sets to overcome the data set bias. We adopt Eager learning method to generate and store LWR model gradually when data is generated for all sections. In order to obtain a prediction solution at a specific point in time, an LWR model is generated based on newly generated data within a predetermined interval and then combined with existing LWR models in a section using a genetic algorithm. The proposed method shows better results than the method of selecting multiple LWR models using the simple average method. The results of this study are compared with the predicted results using multiple regression analysis by applying the real data such as the amount of traffic per hour in a specific area and hourly sales of a resting place of the highway, etc.

3-stage Portfolio Selection Ensemble Learning based on Evolutionary Algorithm for Sparse Enhanced Index Tracking (부분복제 지수 상향 추종을 위한 진화 알고리즘 기반 3단계 포트폴리오 선택 앙상블 학습)

  • Yoon, Dong Jin;Lee, Ju Hong;Choi, Bum Ghi;Song, Jae Won
    • Smart Media Journal
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    • v.10 no.3
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    • pp.39-47
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    • 2021
  • Enhanced index tracking is a problem of optimizing the objective function to generate returns above the index based on the index tracking that follows the market return. In order to avoid problems such as large transaction costs and illiquidity, we used a method of constructing a portfolio by selecting only some of the stocks included in the index. Commonly used enhanced index tracking methods tried to find the optimal portfolio with only one objective function in all tested periods, but it is almost impossible to find the ultimate strategy that always works well in the volatile financial market. In addition, it is important to improve generalization performance beyond optimizing the objective function for training data due to the nature of the financial market, where statistical characteristics change significantly over time, but existing methods have a limitation in that there is no direct discussion for this. In order to solve these problems, this paper proposes ensemble learning that composes a portfolio by combining several objective functions and a 3-stage portfolio selection algorithm that can select a portfolio by applying criteria other than the objective function to the training data. The proposed method in an experiment using the S&P500 index shows Sharpe ratio that is 27% higher than the index and the existing methods, showing that the 3-stage portfolio selection algorithm and ensemble learning are effective in selecting an enhanced index portfolio.