• 제목/요약/키워드: support vector machines (SVMs)

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Weighted Support Vector Machines with the SCAD Penalty

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • 제20권6호
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    • pp.481-490
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    • 2013
  • Classification is an important research area as data can be easily obtained even if the number of predictors becomes huge. The support vector machine(SVM) is widely used to classify a subject into a predetermined group because it gives sound theoretical background and better performance than other methods in many applications. The SVM can be viewed as a penalized method with the hinge loss function and penalty functions. Instead of $L_2$ penalty function Fan and Li (2001) proposed the smoothly clipped absolute deviation(SCAD) satisfying good statistical properties. Despite the ability of SVMs, they have drawbacks of non-robustness when there are outliers in the data. We develop a robust SVM method using a weight function with the SCAD penalty function based on the local quadratic approximation. We compare the performance of the proposed SVM with the SVM using the $L_1$ and $L_2$ penalty functions.

Adaptive Switching Median Filter for Impulse Noise Removal Based on Support Vector Machines

  • Lee, Dae-Geun;Park, Min-Jae;Kim, Jeong-Ok;Kim, Do-Yoon;Kim, Dong-Wook;Lim, Dong-Hoon
    • Communications for Statistical Applications and Methods
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    • 제18권6호
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    • pp.871-886
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    • 2011
  • This paper proposes a powerful SVM-ASM filter, the adaptive switching median(ASM) filter based on support vector machines(SVMs), to effectively reduce impulse noise in corrupted images while preserving image details and features. The proposed SVM-ASM filter is composed of two stages: SVM impulse detection and ASM filtering. SVM impulse detection determines whether the pixels are corrupted by noise or not according to an optimal discrimination function. ASM filtering implements the image filtering with a variable window size to effectively remove the noisy pixels determined by the SVM impulse detection. Experimental results show that the SVM-ASM filter performs significantly better than many other existing filters for denoising impulse noise even in highly corrupted images with regard to noise suppression and detail preservation. The SVM-ASM filter is also extremely robust with respect to various test images and various percentages of image noise.

Credit Risk Evaluations of Online Retail Enterprises Using Support Vector Machines Ensemble: An Empirical Study from China

  • LI, Xin;XIA, Han
    • The Journal of Asian Finance, Economics and Business
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    • 제9권8호
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    • pp.89-97
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    • 2022
  • The e-commerce market faces significant credit risks due to the complexity of the industry and information asymmetries. Therefore, credit risk has started to stymie the growth of e-commerce. However, there is no reliable system for evaluating the creditworthiness of e-commerce companies. Therefore, this paper constructs a credit risk evaluation index system that comprehensively considers the online and offline behavior of online retail enterprises, including 15 indicators that reflect online credit risk and 15 indicators that reflect offline credit risk. This paper establishes an integration method based on a fuzzy integral support vector machine, which takes the factor analysis results of the credit risk evaluation index system of online retail enterprises as the input and the credit risk evaluation results of online retail enterprises as the output. The classification results of each sub-classifier and the importance of each sub-classifier decision to the final decision have been taken into account in this method. Select the sample data of 1500 online retail loan customers from a bank to test the model. The empirical results demonstrate that the proposed method outperforms a single SVM and traditional SVMs aggregation technique via majority voting in terms of classification accuracy, which provides a basis for banks to establish a reliable evaluation system.

Comparison of support vector machines enabled WAVELET algorithm, ANN and GP in construction of steel pallet rack beam to column connections: Experimental and numerical investigation

  • Hossein Hasanvand;Tohid Pourrostam;Javad Majrouhi Sardroud;Mohammad Hasan Ramasht
    • Structural Engineering and Mechanics
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    • 제87권1호
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    • pp.19-28
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    • 2023
  • This paper describes the experimental investigation of steel pallet rack beam-to-column connec-tions. Total behavior of moment-rotation (M-φ) curve and the effect of particular characteristics on the behavior of connection were studied and the associated load strain relationship and corre-sponding failure modes are presented. In this respect, an estimation of SPRBCCs moment and rotation are highly recommended in early stages of design and construction. In this study, a new approach based on Support Vector Machines (SVMs) coupled with discrete wavelet transform (DWT) is designed and adapted to estimate SPRBCCs moment and rotation according to four input parameters (column thickness, depth of connector and load, beam depth,). Results of SVM-WAVELET model was compared with genetic programming (GP) and artificial neural networks (ANNs) models. Following the results, SVM-WAVELET algorithm is helpful in order to enhance the accuracy compared to GP and ANN. It was conclusively observed that application of SVM-WAVELET is especially promising as an alternative approach to estimate the SPRBCCs moment and rotation.

LS-SVM for large data sets

  • Park, Hongrak;Hwang, Hyungtae;Kim, Byungju
    • Journal of the Korean Data and Information Science Society
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    • 제27권2호
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    • pp.549-557
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    • 2016
  • In this paper we propose multiclassification method for large data sets by ensembling least squares support vector machines (LS-SVM) with principal components instead of raw input vector. We use the revised one-vs-all method for multiclassification, which is one of voting scheme based on combining several binary classifications. The revised one-vs-all method is performed by using the hat matrix of LS-SVM ensemble, which is obtained by ensembling LS-SVMs trained using each random sample from the whole large training data. The leave-one-out cross validation (CV) function is used for the optimal values of hyper-parameters which affect the performance of multiclass LS-SVM ensemble. We present the generalized cross validation function to reduce computational burden of leave-one-out CV functions. Experimental results from real data sets are then obtained to illustrate the performance of the proposed multiclass LS-SVM ensemble.

Recognition of rolling bearing fault patterns and sizes based on two-layer support vector regression machines

  • Shen, Changqing;Wang, Dong;Liu, Yongbin;Kong, Fanrang;Tse, Peter W.
    • Smart Structures and Systems
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    • 제13권3호
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    • pp.453-471
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    • 2014
  • The fault diagnosis of rolling element bearings has drawn considerable research attention in recent years because these fundamental elements frequently suffer failures that could result in unexpected machine breakdowns. Artificial intelligence algorithms such as artificial neural networks (ANNs) and support vector machines (SVMs) have been widely investigated to identify various faults. However, as the useful life of a bearing deteriorates, identifying early bearing faults and evaluating their sizes of development are necessary for timely maintenance actions to prevent accidents. This study proposes a new two-layer structure consisting of support vector regression machines (SVRMs) to recognize bearing fault patterns and track the fault sizes. The statistical parameters used to track the fault evolutions are first extracted to condense original vibration signals into a few compact features. The extracted features are then used to train the proposed two-layer SVRMs structure. Once these parameters of the proposed two-layer SVRMs structure are determined, the features extracted from other vibration signals can be used to predict the unknown bearing health conditions. The effectiveness of the proposed method is validated by experimental datasets collected from a test rig. The results demonstrate that the proposed method is highly accurate in differentiating between fault patterns and determining their fault severities. Further, comparisons are performed to show that the proposed method is better than some existing methods.

Support Vector Machine과 상태공간모형을 이용한 단변량 수문 시계열의 동역학적 비선형 예측모형 (Dynamic Nonlinear Prediction Model of Univariate Hydrologic Time Series Using the Support Vector Machine and State-Space Model)

  • 권현한;문영일
    • 대한토목학회논문집
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    • 제26권3B호
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    • pp.279-289
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    • 2006
  • 최근에 수문시계열로부터 저차원의 비선형 거동을 재구성하고자 하는 연구가 활발히 진행되고 있다. 이러한 관점에서 본 연구에서는 Support Vector Machine(SVM)을 이용하여 우수한 상태-공간 재구성 능력을 갖는 비선형 예측모형을 구성하여 Great Salt Lake(GSL) Volume에 적용하였다. SVM은 Kernel 함수로부터 유도된 고차원의 특성공간 안에서 선형함수의 가상공간을 이용하는 Machine Learning 방법론이다. 또한 SVM은 훈련자료로부터 얻어지는 평균제곱오차가 아닌 일반화된 오차를 최소화함으로써 상대적으로 기존 방법에 비해 적은 수의 매개변수와 과적합(over fitting)을 피하면서 비선형 함수의 최적화가 가능하다. 본 연구에서 제시한 SVM 회귀분석의 적용성은 미국의 GSL의 2주 간격 Volume을 대상으로 검토하였다. SVM을 이용한 비선형 예측모형은 GSL Volume의 2주(1-Step), 8주(4-Step)와 반복예측(Iterated Prediction, 121-Step)까지 적용되었다. 본 연구에서는 극치사상 즉, 급격한 감소 및 증가 구간을 예측하는데 있어서 훈련구간과 예측구간을 구분하여 모형의 신뢰성을 평가하였다. 예측결과SVM은 훈련자료로부터 적은 수의 관측치를 이용하여 동역학적 거동을 추출할 수 있었으며 실제 관측자료와 거의 유사한 예측이 가능함을 통계적 지표로 확인할 수 있었다. 따라서 비선형 수문시계열의 단기 예측을 위한 모형으로 적용이 가능할 것으로 판단된다.

Adaptive Kernel Function of SVM for Improving Speech/Music Classification of 3GPP2 SMV

  • Lim, Chung-Soo;Chang, Joon-Hyuk
    • ETRI Journal
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    • 제33권6호
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    • pp.871-879
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    • 2011
  • Because a wide variety of multimedia services are provided through personal wireless communication devices, the demand for efficient bandwidth utilization becomes stronger. This demand naturally results in the introduction of the variable bitrate speech coding concept. One exemplary work is the selectable mode vocoder (SMV) that supports speech/music classification. However, because it has severe limitations in its classification performance, a couple of works to improve speech/music classification by introducing support vector machines (SVMs) have been proposed. While these approaches significantly improved classification accuracy, they did not consider correlations commonly found in speech and music frames. In this paper, we propose a novel and orthogonal approach to improve the speech/music classification of SMV codec by adaptively tuning SVMs based on interframe correlations. According to the experimental results, the proposed algorithm yields improved results in classifying speech and music within the SMV framework.

Support Vector Machine을 이용한 문맥 민감형 융합 (Context Dependent Fusion with Support Vector Machines)

  • 허경용
    • 한국컴퓨터정보학회논문지
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    • 제18권7호
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    • pp.37-45
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    • 2013
  • 문맥 종속형 융합(CDF, Context Dependent Fusion)은 여러 분류기의 결과를 종합하여 성능을 향상시키는 융합 방법으로 주어진 문제의 문맥을 균일한 여러 문맥으로 나누고 각 문맥에서 문맥 종속적인 융합을 시도함으로써 기존 융합 방법에 비해 향상된 성능을 보여주었다. 하지만 CDF는 학습해야할 파라미터의 개수가 많아 학습 데이터가 적은 경우 잡음에 민감한 문제점이 있으며, 선형 알고리듬이라는 한계로 인해 문맥 추출 및 지역적 융합 과정에서 성능 저하의 원인이 된다. 본 논문에서는 CDF의 문제점을 완화할 수 있는 방법으로 SVM(Support Vector Machine)과 커널 주성분 분석을 이용한 CDF-SVM을 제안하였다. 커널 주성분 분석은 입력 벡터에 비선형 변환을 가함으로써 타원형이 아닌 비정형의 클러스터 생성이 가능하도록 해주며, SVM은 융합과정에서 비선형 경계의 생성을 가능하게 해주어 CDF의 선형성 제약을 극복하도록 해준다. 또한 목적함수에 정규화 항을 추가함으로써 잡음 민감성을 줄이도록 하였다. 제안한 CDF-SVM은 기존 CDF 및 그 변형들에 비해 나은 성능을 보여주었으며 이는 실험 결과를 통해 확인할 수 있다.

결함유형별 최적 특징과 Support Vector Machine 을 이용한 회전기계 결함 분류 (Fault Classification for Rotating Machinery Using Support Vector Machines with Optimal Features Corresponding to Each Fault Type)

  • 김양석;이도환;김성국
    • 대한기계학회논문집A
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    • 제34권11호
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    • pp.1681-1689
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    • 2010
  • Support Vector Machine(SVM)을 이용한 회전기계 진단 연구가 많이 수행되어 왔으나 결함 분류성능은 입력 특징과 더불어 다중 분류 방법, 이진분류기, 커널함수 등에 따라 다르다. SVM 을 이용한 대부분의 기존 연구들은 한번 입력 특징들을 선정하면 결함 분류시 동일한 특징데이터를 이용한다. 본 논문에서는 회전기계의 다양한 결함조건에서 측정한 진동신호로부터 추출한 통계적 특징들을 이용하여 각각의 결함을 분류하기 위한 최적 특징들을 선정한 후, 해당 결함상태를 분류하기 위한 SVM 학습과 분류에 각각 이용하였다. 실험자료를 이용한 검증 결과, 제안한 단계 분류 방법이 상대적으로 적은 학습시간으로 단일 다중 분류 방법과 유사한 분류 성능을 얻을 수 있었다.