• 한국데이터정보과학회:학술대회논문집
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• 2006.04a
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• pp.171-179
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• 2006

For the problem of variable selection in linear models, we consider the errors are correlated with V covariance matrix. Hocking's theorems on the effects of the overfitting and the underfitting in linear model are extended to the less than full rank and correlated error model, and to the ANCOVA model.

• International Journal of Advanced Culture Technology
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• v.5 no.2
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• pp.82-89
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• 2017

The range of problems that can be handled by the activation of big data and the development of hardware has been rapidly expanded and machine learning such as deep learning has become a very versatile technology. In this paper, mnist data set is used as experimental data, and the Cross Entropy function is used as a loss model for evaluating the efficiency of machine learning, and the value of the loss function in the steepest descent method is We applied the GradientDescentOptimize algorithm to minimize and updated weight and bias via backpropagation. In this way we analyze optimal reliability value corresponding to the number of exercises and optimal reliability value without overfitting. And comparing the overfitting time according to the number of data changes based on the number of training times, when the training frequency was 1110 times, we obtained the result of 92%, which is the optimal reliability value without overfitting.

• Korean Journal of Artificial Intelligence
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• v.5 no.1
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• pp.29-37
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• 2017

The range of problems that can be handled by the activation of big data and the development of hardware has been rapidly expanded and machine learning such as deep learning has become a very versatile technology. In this paper, mnist data set is used as experimental data, and the Cross Entropy function is used as a loss model for evaluating the efficiency of machine learning, and the value of the loss function in the steepest descent method is We applied the Gradient Descent Optimize algorithm to minimize and updated weight and bias via backpropagation. In this way we analyze optimal reliability value corresponding to the number of exercises and optimal reliability value without overfitting. And comparing the overfitting time according to the number of data changes based on the number of training times, when the training frequency was 1110 times, we obtained the result of 92%, which is the optimal reliability value without overfitting.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2006.05a
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• pp.1221-1226
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• 2006

The use of Artificial Neural Networks (ANN) has received increasing attention in the analysis and prediction of financial time series. Stationarity of the observed financial time series is the basic underlying assumption in the practical application of ANN on financial time series. In this paper, we will investigate whether it is feasible to relax the stationarity condition to non-stationary time series. Our result discusses the range of complexities caused by non-stationary behavior and finds that overfitting by ANN could be useful in the analysis of such non-stationary complex financial time series.

• Journal of Advanced Information Technology and Convergence
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• v.8 no.2
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• pp.119-127
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• 2018

Training a very large deep neural network can be painfully slow and prone to overfitting. Many researches have done for overcoming the problem. In this paper, a combination of early stopping and ADAM based deep neural network was presented. This form of deep network is useful for handling the big data because it automatically stop the training before overfitting occurs. Also generalization ability is better than pure deep neural network model.

• International Journal of Computer Science & Network Security
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• v.23 no.9
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• pp.47-54
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• 2023

For Bengali music emotion classification, deep learning models, particularly CNN and RNN are frequently used. But previous researches had the flaws of low accuracy and overfitting problem. In this research, attention-based Conv1D and BiGRU model is designed for music emotion classification and comparative experimentation shows that the proposed model is classifying emotions more accurate. We have proposed a Conv1D and Bi-GRU with the attention-based model for emotion classification of our Bengali music dataset. The model integrates attention-based. Wav preprocessing makes use of MFCCs. To reduce the dimensionality of the feature space, contextual features were extracted from two Conv1D layers. In order to solve the overfitting problems, dropouts are utilized. Two bidirectional GRUs networks are used to update previous and future emotion representation of the output from the Conv1D layers. Two BiGRU layers are conntected to an attention mechanism to give various MFCC feature vectors more attention. Moreover, the attention mechanism has increased the accuracy of the proposed classification model. The vector is finally classified into four emotion classes: Angry, Happy, Relax, Sad; using a dense, fully connected layer with softmax activation. The proposed Conv1D+BiGRU+Attention model is efficient at classifying emotions in the Bengali music dataset than baseline methods. For our Bengali music dataset, the performance of our proposed model is 95%.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2021.05a
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• pp.332-333
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• 2021

In this paper, we propose a new image classification method based on several trainings, which is mainly used to solve model overfitting and non-convergence in image classification tasks of small data sets and to improve classification accuracy.

• Journal of the Korean Data and Information Science Society
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• v.25 no.4
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• pp.881-891
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• 2014

Graphical models can be used as an intuitive tool for modeling a complex stochastic system with a large number of variables related each other because the conditional independence between random variables can be visualized as a network. Graphical least absolute shrinkage and selection operator (LASSO) is considered to be effective in avoiding overfitting in the estimation of Gaussian graphical models for high dimensional data. In this paper, we consider the model selection problem in graphical LASSO. Particularly, we compare various model selection criteria via simulations and analyze a real financial data set.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.9 no.3
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• pp.25-30
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• 2009

Recent days intellectual systems using reinforcement learning are being researched at various fields of game and web searching applications. A good training models are called to be fitted with trainning data and also classified with new records accurately. A overfitted model with training data may possibly bring the unfavored fallacy of hasty generalization. But it would be unavoidable in actual world. The entropy and mutation model are suggested to reduce the overfitting problems on this paper. It explains variation of entropy and artificial development of entropy in datamining, which can tell development of mutation to survive in nature world. Periodical generation of maximum entropy are introduced in this paper to reduce overfitting. Maximum entropy model can be considered as a periodical generalization in intensified process of intellectual web searching.

• Proceedings of the Korean Statistical Society Conference
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• 2005.11a
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• pp.187-192
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• 2005

For the problem of variable selection in linear models, we consider the errors are correlated with V covariance matrix. Hocking's theorems on the effects of the overfitting and the undefitting in linear model are extended to the less than full rank and correlated error model, and to the ANCOVA model