• Title/Summary/Keyword: kernel regression

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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.

Nonparametric Estimation of Univariate Binary Regression Function

  • Jung, Shin Ae;Kang, Kee-Hoon
    • International Journal of Advanced Culture Technology
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    • v.10 no.1
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    • pp.236-241
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    • 2022
  • We consider methods of estimating a binary regression function using a nonparametric kernel estimation when there is only one covariate. For this, the Nadaraya-Watson estimation method using single and double bandwidths are used. For choosing a proper smoothing amount, the cross-validation and plug-in methods are compared. In the real data analysis for case study, German credit data and heart disease data are used. We examine whether the nonparametric estimation for binary regression function is successful with the smoothing parameter using the above two approaches, and the performance is compared.

Screening and Clustering for Time-course Yeast Microarray Gene Expression Data using Gaussian Process Regression (효모 마이크로어레이 유전자 발현데이터에 대한 가우시안 과정 회귀를 이용한 유전자 선별 및 군집화)

  • Kim, Jaehee;Kim, Taehoun
    • The Korean Journal of Applied Statistics
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    • v.26 no.3
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    • pp.389-399
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    • 2013
  • This article introduces Gaussian process regression and shows its application with time-course microarray gene expression data. Gene screening for yeast cell cycle microarray expression data is accomplished with a ratio of log marginal likelihood that uses Gaussian process regression with a squared exponential covariance kernel function. Gaussian process regression fitting with each gene is done and shown with the nine top ranking genes. With the screened data the Gaussian model-based clustering is done and its silhouette values are calculated for cluster validity.

A Study on Optimization of Perovskite Solar Cell Light Absorption Layer Thin Film Based on Machine Learning (머신러닝 기반 페로브스카이트 태양전지 광흡수층 박막 최적화를 위한 연구)

  • Ha, Jae-jun;Lee, Jun-hyuk;Oh, Ju-young;Lee, Dong-geun
    • The Journal of the Korea Contents Association
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    • v.22 no.7
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    • pp.55-62
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    • 2022
  • The perovskite solar cell is an active part of research in renewable energy fields such as solar energy, wind, hydroelectric power, marine energy, bioenergy, and hydrogen energy to replace fossil fuels such as oil, coal, and natural gas, which will gradually disappear as power demand increases due to the increase in use of the Internet of Things and Virtual environments due to the 4th industrial revolution. The perovskite solar cell is a solar cell device using an organic-inorganic hybrid material having a perovskite structure, and has advantages of replacing existing silicon solar cells with high efficiency, low cost solutions, and low temperature processes. In order to optimize the light absorption layer thin film predicted by the existing empirical method, reliability must be verified through device characteristics evaluation. However, since it costs a lot to evaluate the characteristics of the light-absorbing layer thin film device, the number of tests is limited. In order to solve this problem, the development and applicability of a clear and valid model using machine learning or artificial intelligence model as an auxiliary means for optimizing the light absorption layer thin film are considered infinite. In this study, to estimate the light absorption layer thin-film optimization of perovskite solar cells, the regression models of the support vector machine's linear kernel, R.B.F kernel, polynomial kernel, and sigmoid kernel were compared to verify the accuracy difference for each kernel function.

Bandwidth Selection for Local Smoothing Jump Detector

  • Park, Dong-Ryeon
    • Communications for Statistical Applications and Methods
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    • v.16 no.6
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    • pp.1047-1054
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    • 2009
  • Local smoothing jump detection procedure is a popular method for detecting jump locations and the performance of the jump detector heavily depends on the choice of the bandwidth. However, little work has been done on this issue. In this paper, we propose the bootstrap bandwidth selection method which can be used for any kernel-based or local polynomial-based jump detector. The proposed bandwidth selection method is fully data-adaptive and its performance is evaluated through a simulation study and a real data example.

Application of support vector regression for the prediction of concrete strength

  • Lee, Jong-Jae;Kim, Doo-Kie;Chang, Seong-Kyu;Lee, Jang-Ho
    • Computers and Concrete
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    • v.4 no.4
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    • pp.299-316
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    • 2007
  • The compressive strength of concrete is a commonly used criterion in producing concrete. However, the test on the compressive strength is complicated and time-consuming. More importantly, since the test is usually performed 28 days after the placement of the concrete at the construction site, it is too late to make improvements if unsatisfactory test results are incurred. Therefore, an accurate and practical strength estimation method that can be used before the placement of concrete is highly desirable. In this study, the estimation of the concrete strength is performed using support vector regression (SVR) based on the mix proportion data from two ready-mixed concrete companies. The estimation performance of the SVR is then compared with that of neural network (NN). The SVR method has been found to be very efficient in estimation accuracy as well as computation time, and very practical in terms of training rather than the explicit regression analyses and the NN techniques.

GA-optimized Support Vector Regression for an Improved Emotional State Estimation Model

  • Ahn, Hyunchul;Kim, Seongjin;Kim, Jae Kyeong
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.8 no.6
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    • pp.2056-2069
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    • 2014
  • In order to implement interactive and personalized Web services properly, it is necessary to understand the tangible and intangible responses of the users and to recognize their emotional states. Recently, some studies have attempted to build emotional state estimation models based on facial expressions. Most of these studies have applied multiple regression analysis (MRA), artificial neural network (ANN), and support vector regression (SVR) as the prediction algorithm, but the prediction accuracies have been relatively low. In order to improve the prediction performance of the emotion prediction model, we propose a novel SVR model that is optimized using a genetic algorithm (GA). Our proposed algorithm-GASVR-is designed to optimize the kernel parameters and the feature subsets of SVRs in order to predict the levels of two aspects-valence and arousal-of the emotions of the users. In order to validate the usefulness of GASVR, we collected a real-world data set of facial responses and emotional states via a survey. We applied GASVR and other algorithms including MRA, ANN, and conventional SVR to the data set. Finally, we found that GASVR outperformed all of the comparative algorithms in the prediction of the valence and arousal levels.

Robust Interpolation Method for Adapting to Sparse Design in Nonparametric Regression (선형보간법에 의한 자료 희소성 해결방안의 문제와 대안)

  • Park, Dong-Ryeon
    • The Korean Journal of Applied Statistics
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    • v.20 no.3
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    • pp.561-571
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    • 2007
  • Local linear regression estimator is the most widely used nonparametric regression estimator which has a number of advantages over the traditional kernel estimators. It is well known that local linear estimator can produce erratic result in sparse regions in the realization of the design and the interpolation method of Hall and Turlach (1997) is the very efficient way to resolve this problem. However, it has been never pointed out that Hall and Turlach's interpolation method is very sensitive to outliers. In this paper, we propose the robust version of the interpolation method for adapting to sparse design. The finite sample properties of the method is compared with Hall and Turlach's method by the simulation study.

River stage forecasting models using support vector regression and optimization algorithms (Support vector regression과 최적화 알고리즘을 이용한 하천수위 예측모델)

  • Seo, Youngmin;Kim, Sungwon
    • Proceedings of the Korea Water Resources Association Conference
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    • 2015.05a
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    • pp.606-609
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    • 2015
  • 본 연구에서는 support vector regression (SVR) 및 매개변수 최적화 알고리즘을 이용한 하천수위 예측모델을 구축하고 이를 실제 유역에 적용하여 모델 효율성을 평가하였다. 여기서, SVR은 하천수위를 예측하기 위한 예측모델로서 채택되었으며, 커널함수 (Kernel function)로서는 radial basis function (RBF)을 선택하였다. 최적화 알고리즘은 SVR의 최적 매개변수 (C?, cost parameter or regularization parameter; ${\gamma}$, RBF parameter; ${\epsilon}$, insensitive loss function parameter)를 탐색하기 위하여 적용되었다. 매개변수 최적화 알고리즘으로는 grid search (GS), genetic algorithm (GA), particle swarm optimization (PSO), artificial bee colony (ABC) 알고리즘을 채택하였으며, 비교분석을 통해 최적화 알고리즘의 적용성을 평가하였다. 또한 SVR과 최적화 알고리즘을 결합한 모델 (SVR-GS, SVR-GA, SVR-PSO, SVR-ABC)은 기존에 수자원 분야에서 널리 적용되어온 신경망(Artificial neural network, ANN) 및 뉴로퍼지 (Adaptive neuro-fuzzy inference system, ANFIS) 모델과 비교하였다. 그 결과, 모델 효율성 측면에서 SVR-GS, SVR-GA, SVR-PSO 및 SVR-ABC는 ANN보다 우수한 결과를 나타내었으며, ANFIS와는 비슷한 결과를 나타내었다. 또한 SVR-GA, SVR-PSO 및 SVR-ABC는 SVR-GS보다 상대적으로 우수한 결과를 나타내었으며, 모델 효율성 측면에서 SVR-PSO 및 SVR-ABC는 가장 우수한 모델 성능을 나타내었다. 따라서 본 연구에서 적용한 매개변수 최적화 알고리즘은 SVR의 매개변수를 최적화하는데 효과적임을 확인할 수 있었다. SVR과 최적화 알고리즘을 이용한 하천수위 예측모델은 기존의 ANN 및 ANFIS 모델과 더불어 하천수위 예측을 위한 효과적인 도구로 사용될 수 있을 것으로 판단된다.

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A Study of Weighing System to Apply into Hydraulic Excavator with CNN (CNN기반 굴삭기용 부하 측정 시스템 구현을 위한 연구)

  • Hwang Hun Jeong;Young Il Shin;Jin Ho Lee;Ki Yong Cho
    • Journal of Drive and Control
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    • v.20 no.4
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    • pp.133-139
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    • 2023
  • A weighing system calculates the bucket's excavation amount of an excavator. Usually, the excavation amount is computed by the excavator's motion equations with sensing data. But these motion equations have computing errors that are induced by assumptions to the linear systems and identification of the equation's parameters. To reduce computing errors, some commercial weighing system incorporates particular motion into the excavation process. This study introduces a linear regression model on an artificial neural network that has fewer predicted errors and doesn't need a particular pose during an excavation. Time serial data were gathered from a 30tons excavator's loading test. Then these data were preprocessed to be adjusted by MPL (Multi Layer Perceptron) or CNN (Convolutional Neural Network) based linear regression models. Each model was trained by changing hyperparameter such as layer or node numbers, drop-out rate, and kernel size. Finally ID-CNN-based linear regression model was selected.