• Communications for Statistical Applications and Methods
• /
• v.31 no.2
• /
• pp.203-212
• /
• 2024

The area under the ROC curve (AUC) is one of the most common criteria used to measure the overall performance of binary classifiers for a wide range of machine learning problems. In this article, we propose a L₁-penalized AUC-optimization classifier that directly maximizes the AUC for high-dimensional data. Toward this, we employ the AUC-consistent surrogate loss function and combine the L₁-norm penalty which enables us to estimate coefficients and select informative variables simultaneously. In addition, we develop an efficient optimization algorithm by adopting k-means clustering and proximal gradient descent which enjoys computational advantages to obtain solutions for the proposed method. Numerical simulation studies demonstrate that the proposed method shows promising performance in terms of prediction accuracy, variable selectivity, and computational costs.

• Geophysics and Geophysical Exploration
• /
• v.9 no.4
• /
• pp.299-303
• /
• 2006

Geologic noise, especially located at shallow depth, can be a great obstacle in the interpretation of geophysical data. Thus, it is important to suppress geologic noise in order to accurately detect major anomalous bodies in the survey area. In the inversion of geophysical data, model parameters at shallow depth, which have small size and low contrast of physical property, can be regarded as one of geologic noise. The least-squares method with smoothness constraint has been widely used in the inversion of geophysical data. The method imposes a big penalty on the large model parameter, while a small penalty on the small model parameter. Therefore, it is not easy to suppress small anomalous boies. In this study, we developed a new inversion scheme which can effectively suppress geologic noise by imposing a big penalty on the slowly varying model parameter and a small penalty on the largely varying model parameter. We call the method MTE (main-target emphasizing) inversion. Applying the method to the inversion of 2.5D small loop EM data, we can ensure that it is effective in suppressing small anomalous boies and emphasizing major anomalous bodies in the survey area.

• The Korean Journal of Applied Statistics
• /
• v.37 no.3
• /
• pp.265-282
• /
• 2024

Research in the area of financial portfolio optimization, with the dual goals of increasing expected returns and reducing financial risk, has actively explored various risk measurement indicators. At the same time, the incorporation of various penalty terms to construct efficient portfolios with limited assets has been investigated. In this study, we present a novel portfolio optimization formula that combines the mean-shortfall portfolio and the SLOPE penalty term. Specifically, we formulate this optimization expression, which differs from linear programming, by introducing new variables and using the alternating direction method of multipliers (ADMM) algorithms. Through simulations, we validate the automatic grouping property of the SLOPE penalty term within the proposed mean-shortfall portfolio. Furthermore, using the model introduced in this paper, we propose and evaluate four different types of portfolio compositions relevant to real-world investment scenarios through empirical data analysis.

• Proceedings of the Korean Society of Machine Tool Engineers Conference
• /
• 2003.04a
• /
• pp.504-509
• /
• 2003

In this paper, a multi-step optimization using a G.A.(Genetic Algorithm) with variable penalty function is introduced to the structural design optimization of a high speed machining center. The design problem, in this case, is to find out the best cross-section shapes and dimensions of structural members which minimize the static compliance, the dynamic compliance, and the weight of the machine structure simultaneously. The first step is the cross-section shape optimization, in which only the section members are selected to survive whose cross-section area have above a critical value. The second step is a static design optimization, in which the static compliance and the weight of the machine structure are minimized under some dimensional constraints and deflection limits. The third step is a dynamic design optimization, where the dynamic compliance and the structure weight are minimized under the same constraints as those of the second step. The proposed design optimization method was successful applied to the machining center structural design optimization. As a result, static and dynamic compliances were reduced to 16% and 53% respectively from the initial design, while the weight of the structure are also reduced slightly.

• Korean Journal of Optics and Photonics
• /
• v.12 no.2
• /
• pp.121-128
• /
• 2001

We examine the performance of a Raman amplifier as a function of fiber structure with respect to amplifier gain and double Rayleigh crosstalk penalty. Variations on fiber core radius or index affect both the Raman gain efficiency and Rayleigh backscattering. Contrary to the common concept, the penalty from the doubly amplified Rayleigh scattering could exceed the benefits of higher gain efficiency of small effective area fibers. Appropriate fiber designing parameters are required to increase Raman amplifier efficiency without system penalties. lties.

• KSCE Journal of Civil and Environmental Engineering Research
• /
• v.37 no.6
• /
• pp.949-963
• /
• 2017

This study present an efficient way of operating drainage pump station as part of nonstructural measures for reducing urban flood damage. The water level in the drainage pump station was forecast using Neuro-Fuzzy and then operation rule of the drainage pump station was determined applying the genetic algorithm method based on the predicted inner water level. In order to reflect the topographical characteristics of the drainage area when constructing the Neuro-Fuzzy model, the model considering spatial parameters was developed. Also, the model was applied a penalty type of genetic algorithm so as to prevent repeated stops and operations while lowering my highest water level. The applicability of the development model for the five drainage pump stations in the Mapo drainage area was verified. It is considered to be able to effectively manage urban drainage facilities in the development of these operating rules.

• Journal of the Korea Institute of Information Security & Cryptology
• /
• v.31 no.4
• /
• pp.763-777
• /
• 2021

Information security started as an IT operation process and is now recognized as an important issue of information technology, and each international organization is newly defining the concept. Information security itself is a new combination of IT technologies, a set of technologies and a technology area. As IT outsourcing becomes common in many public sectors, SLAs are introduced to evaluate the level of IT services. In the area of information security, many studies have been conducted on the derivation and selection of SLA performance indicators, but it is difficult to find a way to apply the performance indicators to service level evaluation and performance systems. This thesis conducted a study on the application of a service evaluation system for information security performance indicators based on the public sector and a performance system including compensation regulations. It presents standards and rewards(incentive and penalty) that define expectation and targets of performance indicators that take into account the environment and characteristics of a specific public sector, and defines appropriate SLA costs. It proposes a change plan for the organizational structure for practical SLA application and service level improvement.

• The Journal of The Korea Institute of Intelligent Transport Systems
• /
• v.21 no.6
• /
• pp.146-164
• /
• 2022

Recently, the Korean government promoted the construction of metropolitan express subway to connect major transportation hub in the metropolitan area within 30 minutes. Most stations of the metropolitan express subway are connected to existing subway stations, so the importance of transfer increased. Although many studies have been conducted on the effect of transfer penalty on route choice, there are few studies on the transfer behavior of the metropolitan express subway. Therefore, in this study, a transfer behavior analysis was conducted on the Shinbundang Line, a representative metropolitan express subway. To analyze the transfer behavior according to the degree of traffic congestion and the presence of fare payment, route choice models were made using transport card data divided according to week, time, and user characteristics. As a result of the analysis, users of the metropolitan express subway had greater disutility to the transfer waiting time compared to the transfer moving time. Furthermore, especially during the peak time, EIVM(Equivalent in-vehicle minutes) of the transfer waiting time was 3.51. In this study, EIVM for metropolitan express subway users were analyzed to be 2.6 minutes, which is significantly lower than the results of previous studies on subways. This suggests that there is a difference in the transfer penalty between subways and metropolitan express subway, and that it is necessary to apply the transfer penalty between subways and express subway differently when forecasting subway traffic demand.

• Transactions of the Korean Society of Mechanical Engineers
• /
• v.7 no.1
• /
• pp.52-63
• /
• 1983

The purpose of the study is to find development of contact area, contact pressure and friction forces occurring at joints or connection areas inbetween structural members or mechanical parts. The problem has a pair of difficulties intrinsically; a constraint of displacement due to contact, and presence of work term by nonconservative friction force in the variational principle of the problem. Because of these difficulties, the variational principle remains in the form of inequality. It is resolved by penalty method and perturbation method making the inequality to an equality which is proper for computational purposes. A contact problem without friction is solved to find contact area and contact pressure, which are to be used as data for the analysis of the friction problem using perturbed variational principle. For numerical experiments, a Hertz problem, a rigid punch problem, and the latter one with friction effects are solved using $Q_2$-finite elements.

• Journal of Ocean Engineering and Technology
• /
• v.23 no.6
• /
• pp.131-135
• /
• 2009

We present an optimum design method for a rectangular reinforced concrete beam using Genetic Algorithms. The optimum design procedure in this paper employs 2 design cases: i) all of the design variables (b, d, As) of the rectangular reinforced concrete section are used pseudo-continuously, ii) one is pseudo-continuous for the concrete cross section (b, d) and the other is discrete, using an index for the steel area (As). The optimum design in this paper uses Chakrabarty's model. In this paper, the Genetic Algorithms use the method of Elitism and penalty parameters to improve the fitness in the reproduction process, which leads to very practical designs. The optimum design of the steel area in the examples uses ASTM standard reinforcing bars (#3~#11, #14, #18).