• Journal of the Korean Data and Information Science Society
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• v.26 no.3
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• pp.549-559
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• 2015

The MDPDE is an attractive alternative to maximum likelihood estimator because of the strong robustness properties that it inherently possess. The characteristics of MDPDE can be varied with the tuning parameter, in general, there is a trade-off between robustness and asymptotic efficiency. Hence, selection of optimal tuning parameter is important but complicated task. In this study, we introduce two optimal tuning parameter selection methods proposed by Fujisawa and Eguchi (2005) and Warwick (2006). Through simulation study, we found out that Warwick's method yields excessively small optimal tuning parameter in certain cases while Fujisawa and Eguchi's method performs well. Therefore, we think Fujisawa and Eguchi's method can be used commonly for finding optimal tuning parameter of MDPDE.

• Quantitative Bio-Science
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• v.37 no.2
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• pp.133-141
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• 2018

Graphical lasso is one of the most popular methods to estimate a sparse precision matrix, which is an inverse of a covariance matrix. The objective function of graphical lasso imposes an ${\ell}_1$-penalty on the (vectorized) precision matrix, where a tuning parameter controls the strength of the penalization. The selection of the tuning parameter is practically and theoretically important since the performance of the estimation depends on an appropriate choice of tuning parameter. While information criteria (e.g. AIC, BIC, or extended BIC) have been widely used, they require an asymptotically unbiased estimator to select optimal tuning parameter. Thus, the biasedness of the ${\ell}_1$-regularized estimate in the graphical lasso may lead to a suboptimal tuning. In this paper, we propose a two-staged bias-correction procedure for the graphical lasso, where the first stage runs the usual graphical lasso and the second stage reruns the procedure with an additional constraint that zero estimates at the first stage remain zero. Our simulation and real data example show that the proposed bias correction improved on both edge recovery and estimation error compared to the single-staged graphical lasso.

• Communications for Statistical Applications and Methods
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• v.24 no.6
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• pp.673-683
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• 2017

The least absolute shrinkage and selection operator (LASSO) has been a popular regression estimator with simultaneous variable selection. However, LASSO does not have the oracle property and its robust version is needed in the case of heavy-tailed errors or serious outliers. We propose a robust penalized regression estimator which provide a simultaneous variable selection and estimator. It is based on the rank regression and the non-convex penalty function, the smoothly clipped absolute deviation (SCAD) function which has the oracle property. The proposed method combines the robustness of the rank regression and the oracle property of the SCAD penalty. We develop an efficient algorithm to compute the proposed estimator that includes a SCAD estimate based on the local linear approximation and the tuning parameter of the penalty function. Our estimate can be obtained by the least absolute deviation method. We used an optimal tuning parameter based on the Bayesian information criterion and the cross validation method. Numerical simulation shows that the proposed estimator is robust and effective to analyze contaminated data.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.63 no.7
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• pp.883-888
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• 2014

The paper describes the parameter tuning of power system stabilizer (PSS) for a power plant based on hybrid system modeling. The existing tuning method based on bode plot and root locus is well applied to keep power system stable. However, due to linearization of power system and an assumption that the parameter ratio of the lead-lag compensator in PSS is fixed, the results cannot guarantee the optimal performances to damp out low-frequency oscillation. Therefore, in this paper, hybrid system modeling, which has a DAIS (differential-algebraic-impusive-switched) structure, is applied to conduct nonlinear modeling for power system and find optimal parameter set of the PSS. The performances of the proposed method are carried out by time domain simulation with a single machine connected to infinite bus (SMIB) system.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.24 no.5 s.176
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• pp.1271-1280
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• 2000

A sensor placement technique to identify structural parameter was developed. Experimental results must be acquired to identify unknown dynamic characteristics of a targeting structure for the comparison between analytical model and real structure. If the experimental environment was not equipped itself properly, it can be happened that some valuable information are distorted or ill-condition can be occurred. In this work the index to determine exciting points was derived from the criterion of maximizing parameter sensitivity matrix and that to choose measurement points was from that of preserving the invariant of sensitivity matrix. This idea was applied to a compressor hull structure to verify its performance. The result shows that the selection of measurement and excitation points using suggested criteria improve the ill-conditioning problem of inverse type problems such , as model updating.

• Journal of the Korean Statistical Society
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• v.30 no.3
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• pp.453-465
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• 2001

It is often the case that one wants to estimate parameters of the distribution which follows certain parametric model, while the dta are contaminated. it is well known that the maximum likelihood estimators are not robust to contamination. Basuet al.(1998) proposed a robust method called the minimum density power divergence estimation. In this paper, we investigate data-driven selection of the tuning parameter $\alpha$ in the minimum density power divergence estimation. A criterion is proposed and its performance is studied through the simulation. The simulation includes three cases of estimation problem.

• International Journal of Computer Science & Network Security
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• v.24 no.2
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• pp.150-154
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• 2024

In recent years, there are extensive researches on the applications of machine learning to the automation and decision support for medical experts during disease detection. However, the performance of machine learning still needs improvement so that machine learning model produces result that is more accurate and reliable for disease detection. Selecting the hyper-parameter that could produce the possible maximum classification accuracy on medical dataset is the most challenging task in developing decision support systems with machine learning algorithms for medical dataset classification. Moreover, selecting the features that best characterizes a disease is another challenge in developing machine-learning model with better classification accuracy. In this study, we have proposed an optimized decision tree model for heart disease classification by using heart disease dataset collected from kaggle data repository. The proposed model is evaluated and experimental test reveals that the performance of decision tree improves when an optimal number of features are used for training. Overall, the accuracy of the proposed decision tree model is 98.2% for heart disease classification.

• The Korean Journal of Applied Statistics
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• v.29 no.4
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• pp.643-656
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• 2016

High dimensional data are frequently encountered in various fields where the number of variables is greater than the number of samples. It is usually necessary to select variables to estimate regression coefficients and avoid overfitting in high dimensional data. A penalized regression model simultaneously obtains variable selection and estimation of coefficients which makes them frequently used for high dimensional data. However, the penalized regression model also needs to select the optimal model by choosing a tuning parameter based on the model selection criterion. This study deals with the bias effect of LASSO regression for model selection criteria. We numerically describes the bias effect to the model selection criteria and apply the proposed correction to the identification of biomarkers for lung cancer based on gene expression data.

• Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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• v.23 no.2
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• pp.175-181
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• 2009

In this paper, it is suggested that the selection method of parameter of Power System Stabilizer(PSS) with robustness in low frequency oscillation for Static VAR Compensator(SVC) using a self tuning fuzzy controller for a synchronous generator excitation and SVC system. The proposed parameter self tuning algorithm of fuzzy controller is based on the steepest decent method using two direction vectors which make error between inference values of fuzzy controller and output values of the specially selected PSS reduce steepestly. Using input-output data pair obtained from PSS, the parameters in antecedent part and in consequent part of fuzzy inference rules are learned and tuned automatically using the proposed steepest decent method.

• Journal of Institute of Control, Robotics and Systems
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• v.7 no.12
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• pp.973-979
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• 2001

Sliding mode control guarantees robustness in the presence of modeling uncertainties and external disturbances. However, this can be obtained at the cost of high control activity that may lead to chattering As one way to alleviate this problem a boundary layer around sliding surface is typically used. In this case the selection of controller gain, control ban width and boundary layer thickness is a crucial problem for the trade-off between tracking error and chattering. The parameter tuning is usually done by trail-and-error in practice causing significant effort and time. An auto tuning method based on fuzzy rules is proposed in the paper in this method tracking error and chattering are monitored by performance indices and the controller tunes the design parameters intelligently in order to compromise both indices. To demonstrate the efficiency of the propose method a mass-spring translation system and a roboic control system are simulated and tested It is shown that the proposed algorithm is effective to facilitae the parameter tuning for sliding mode controllers.