• 응용통계연구
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• 제28권1호
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• pp.9-21
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• 2015

SVM은 높은 수준의 분류 정확도와 유연성을 바탕으로 다양한 분야의 분류분석에서 널리 사용되고 있다. 그러나 집단별 개체수가 상이한 불균형 자료의 분류분석에서 SVM은 다수집단으로 편향되게 분류함수를 추정하므로 소수집단의 분류 정확도가 심각하게 감소하게 된다. 불균형 자료의 분류분석을 위하여 집단별 오분류 비용을 차등 적용하는 가중 $L_2$-norm SVM이 개발되었으나, 이는 릿지 형태의 벌칙함수를 사용하므로 분류함수의 추정에서 불필요한 잡음변수의 제거에는 효율적이지 못하다. 따라서 본 논문에서는 라소 형태의 별칙함수를 사용하고 훈련개체의 오분류 비용을 차등적으로 부여함으로서 불균형 자료의 분류분석에서 변수선택의 기능을 지니는 가중 $L_1$-norm SVM을 제안하였으며, 모의실험과 실제자료의 분석을 통하여 제안한 방법론의 효율적인 성능과 유용성을 확인하였다.

• Communications for Statistical Applications and Methods
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• 제31권2호
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• pp.203-212
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• 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.

• Communications for Statistical Applications and Methods
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• 제16권1호
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• pp.209-215
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• 2009

In regression problem, the SCAD estimator proposed by Fan and Li (2001), has many desirable property such as continuity, sparsity and unbiasedness. In this paper, we extend SCAD penalized regression framework to quantile regression and hence, we propose new SCAD penalized quantile estimator on high-dimensions and also present an efficient algorithm. From the simulation and real data set, the proposed estimator performs better than quantile regression estimator with $L_1$ norm.

• Smart Structures and Systems
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• 제25권3호
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• pp.369-384
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• 2020

A wavefield sparse reconstruction technique based on compressed sensing is developed in this work to dramatically reduce the number of measurements. Firstly, a severely underdetermined representation of guided wavefield at a snapshot is established in the spatial domain. Secondly, an optimal compressed sensing model of guided wavefield sparse reconstruction is established based on l₁-norm penalty, where a suite of discrete cosine functions is selected as the dictionary to promote the sparsity. The regular, random and jittered undersampling schemes are compared and selected as the undersampling matrix of compressed sensing. Thirdly, a gradient projection method is employed to solve the compressed sensing model of wavefield sparse reconstruction from highly incomplete measurements. Finally, experiments with different excitation frequencies are conducted on an aluminum plate to verify the effectiveness of the proposed sparse reconstruction method, where a scanning laser Doppler vibrometer as the true benchmark is used to measure the original wavefield in a given inspection region. Experiments demonstrate that the missing wavefield data can be accurately reconstructed from less than 12% of the original measurements; The reconstruction accuracy of the jittered undersampling scheme is slightly higher than that of the random undersampling scheme in high probability, but the regular undersampling scheme fails to reconstruct the wavefield image; A quantified mapping relationship between the sparsity ratio and the recovery error over a special interval is established with respect to statistical modeling and analysis.