• 제목/요약/키워드: Ensemble Algorithm

검색결과 222건 처리시간 0.025초

시계열 예측의 변형된 ENSEMBLE ALGORITHM (Time Series Forecasting Based on Modified Ensemble Algorithm)

  • 김연형;김재훈
    • 응용통계연구
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    • 제18권1호
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    • pp.137-146
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    • 2005
  • 신경망은 전통적인 시계열 기법들에 비해 대체적으로 예측성능의 우수함이 입증되었으나 계절성과 추세성을 갖는 시계열자료에 대해 예측력이 떨어지는 단점을 가지고 있다. 최근에는 Ensemble 기법인 Bagging Algorithm과 신경망의 혼합모형인 Bagging Neural Network이 개밭되었다. 이 기법은 분산과 편향을 많이 줄여줌으로써 더 좋은 예측을 할 수 있는 것으로 나타났다. 그러나 Ensemble 기법을 이용한 예측모형은 시계열자료를 적합 시키는데 있어 초기부여확률 및 예측자 선정시의 문제점을 가지고 있다. 이에 본 연구에서는 이러한 문제점을 해결하고 더불어 예측력을 향상시키기 위한 방법으로 초기부여확률이 균일분포가 아닌 순차적인 형태의 분포를 제시하고 신경망을 예측자로 활용한 변형된 Ensemble Algorithm을 제안한다. 또한 예측모형의 평가를 위해 실제자료를 가지고 기존 예측모형들과 제안한 방법을 이용하여 예측하고 각 MSE의 비교를 통하여 예측정확도를 알아보고자 한다.

Double-Bagging Ensemble Using WAVE

  • Kim, Ahhyoun;Kim, Minji;Kim, Hyunjoong
    • Communications for Statistical Applications and Methods
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    • 제21권5호
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    • pp.411-422
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    • 2014
  • A classification ensemble method aggregates different classifiers obtained from training data to classify new data points. Voting algorithms are typical tools to summarize the outputs of each classifier in an ensemble. WAVE, proposed by Kim et al. (2011), is a new weight-adjusted voting algorithm for ensembles of classifiers with an optimal weight vector. In this study, when constructing an ensemble, we applied the WAVE algorithm on the double-bagging method (Hothorn and Lausen, 2003) to observe if any significant improvement can be achieved on performance. The results showed that double-bagging using WAVE algorithm performs better than other ensemble methods that employ plurality voting. In addition, double-bagging with WAVE algorithm is comparable with the random forest ensemble method when the ensemble size is large.

Double Gyre 모형 해양에서 앙상블 칼만필터를 이용한 자료동화와 쌍둥이 실험들을 통한 민감도 시험 (Implementation of the Ensemble Kalman Filter to a Double Gyre Ocean and Sensitivity Test using Twin Experiments)

  • 김영호;유상진;최병주;조양기;김영규
    • Ocean and Polar Research
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    • 제30권2호
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    • pp.129-140
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    • 2008
  • As a preliminary effort to establish a data assimilative ocean forecasting system, we reviewed the theory of the Ensemble Kamlan Filter (EnKF) and developed practical techniques to apply the EnKF algorithm in a real ocean circulation modeling system. To verify the performance of the developed EnKF algorithm, a wind-driven double gyre was established in a rectangular ocean using the Regional Ocean Modeling System (ROMS) and the EnKF algorithm was implemented. In the ideal ocean, sea surface temperature and sea surface height were assimilated. The results showed that the multivariate background error covariance is useful in the EnKF system. We also tested the sensitivity of the EnKF algorithm to the localization and inflation of the background error covariance and the number of ensemble members. In the sensitivity tests, the ensemble spread as well as the root-mean square (RMS) error of the ensemble mean was assessed. The EnKF produces the optimal solution as the ensemble spread approaches the RMS error of the ensemble mean because the ensembles are well distributed so that they may include the true state. The localization and inflation of the background error covariance increased the ensemble spread while building up well-distributed ensembles. Without the localization of the background error covariance, the ensemble spread tended to decrease continuously over time. In addition, the ensemble spread is proportional to the number of ensemble members. However, it is difficult to increase the ensemble members because of the computational cost.

앙상블 학습 알고리즘을 이용한 컨벌루션 신경망의 분류 성능 분석에 관한 연구 (A Study on Classification Performance Analysis of Convolutional Neural Network using Ensemble Learning Algorithm)

  • 박성욱;김종찬;김도연
    • 한국멀티미디어학회논문지
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    • 제22권6호
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    • pp.665-675
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    • 2019
  • In this paper, we compare and analyze the classification performance of deep learning algorithm Convolutional Neural Network(CNN) ac cording to ensemble generation and combining techniques. We used several CNN models(VGG16, VGG19, DenseNet121, DenseNet169, DenseNet201, ResNet18, ResNet34, ResNet50, ResNet101, ResNet152, GoogLeNet) to create 10 ensemble generation combinations and applied 6 combine techniques(average, weighted average, maximum, minimum, median, product) to the optimal combination. Experimental results, DenseNet169-VGG16-GoogLeNet combination in ensemble generation, and the product rule in ensemble combination showed the best performance. Based on this, it was concluded that ensemble in different models of high benchmarking scores is another way to get good results.

재무부실화 예측을 위한 랜덤 서브스페이스 앙상블 모형의 최적화 (Optimization of Random Subspace Ensemble for Bankruptcy Prediction)

  • 민성환
    • 한국IT서비스학회지
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    • 제14권4호
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    • pp.121-135
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    • 2015
  • Ensemble classification is to utilize multiple classifiers instead of using a single classifier. Recently ensemble classifiers have attracted much attention in data mining community. Ensemble learning techniques has been proved to be very useful for improving the prediction accuracy. Bagging, boosting and random subspace are the most popular ensemble methods. In random subspace, each base classifier is trained on a randomly chosen feature subspace of the original feature space. The outputs of different base classifiers are aggregated together usually by a simple majority vote. In this study, we applied the random subspace method to the bankruptcy problem. Moreover, we proposed a method for optimizing the random subspace ensemble. The genetic algorithm was used to optimize classifier subset of random subspace ensemble for bankruptcy prediction. This paper applied the proposed genetic algorithm based random subspace ensemble model to the bankruptcy prediction problem using a real data set and compared it with other models. Experimental results showed the proposed model outperformed the other models.

Optimizing SVM Ensembles Using Genetic Algorithms in Bankruptcy Prediction

  • Kim, Myoung-Jong;Kim, Hong-Bae;Kang, Dae-Ki
    • Journal of information and communication convergence engineering
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    • 제8권4호
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    • pp.370-376
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    • 2010
  • Ensemble learning is a method for improving the performance of classification and prediction algorithms. However, its performance can be degraded due to multicollinearity problem where multiple classifiers of an ensemble are highly correlated with. This paper proposes genetic algorithm-based optimization techniques of SVM ensemble to solve multicollinearity problem. Empirical results with bankruptcy prediction on Korea firms indicate that the proposed optimization techniques can improve the performance of SVM ensemble.

Ensemble techniques and hybrid intelligence algorithms for shear strength prediction of squat reinforced concrete walls

  • Mohammad Sadegh Barkhordari;Leonardo M. Massone
    • Advances in Computational Design
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    • 제8권1호
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    • pp.37-59
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    • 2023
  • Squat reinforced concrete (SRC) shear walls are a critical part of the structure for both office/residential buildings and nuclear structures due to their significant role in withstanding seismic loads. Despite this, empirical formulae in current design standards and published studies demonstrate a considerable disparity in predicting SRC wall shear strength. The goal of this research is to develop and evaluate hybrid and ensemble artificial neural network (ANN) models. State-of-the-art population-based algorithms are used in this research for hybrid intelligence algorithms. Six models are developed, including Honey Badger Algorithm (HBA) with ANN (HBA-ANN), Hunger Games Search with ANN (HGS-ANN), fitness-distance balance coyote optimization algorithm (FDB-COA) with ANN (FDB-COA-ANN), Averaging Ensemble (AE) neural network, Snapshot Ensemble (SE) neural network, and Stacked Generalization (SG) ensemble neural network. A total of 434 test results of SRC walls is utilized to train and assess the models. The results reveal that the SG model not only minimizes prediction variance but also produces predictions (with R2= 0.99) that are superior to other models.

Extreme Learning Machine Ensemble Using Bagging for Facial Expression Recognition

  • Ghimire, Deepak;Lee, Joonwhoan
    • Journal of Information Processing Systems
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    • 제10권3호
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    • pp.443-458
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    • 2014
  • An extreme learning machine (ELM) is a recently proposed learning algorithm for a single-layer feed forward neural network. In this paper we studied the ensemble of ELM by using a bagging algorithm for facial expression recognition (FER). Facial expression analysis is widely used in the behavior interpretation of emotions, for cognitive science, and social interactions. This paper presents a method for FER based on the histogram of orientation gradient (HOG) features using an ELM ensemble. First, the HOG features were extracted from the face image by dividing it into a number of small cells. A bagging algorithm was then used to construct many different bags of training data and each of them was trained by using separate ELMs. To recognize the expression of the input face image, HOG features were fed to each trained ELM and the results were combined by using a majority voting scheme. The ELM ensemble using bagging improves the generalized capability of the network significantly. The two available datasets (JAFFE and CK+) of facial expressions were used to evaluate the performance of the proposed classification system. Even the performance of individual ELM was smaller and the ELM ensemble using a bagging algorithm improved the recognition performance significantly.

유전자 알고리즘 기반 통합 앙상블 모형 (Genetic Algorithm based Hybrid Ensemble Model)

  • 민성환
    • Journal of Information Technology Applications and Management
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    • 제23권1호
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    • pp.45-59
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    • 2016
  • An ensemble classifier is a method that combines output of multiple classifiers. It has been widely accepted that ensemble classifiers can improve the prediction accuracy. Recently, ensemble techniques have been successfully applied to the bankruptcy prediction. Bagging and random subspace are the most popular ensemble techniques. Bagging and random subspace have proved to be very effective in improving the generalization ability respectively. However, there are few studies which have focused on the integration of bagging and random subspace. In this study, we proposed a new hybrid ensemble model to integrate bagging and random subspace method using genetic algorithm for improving the performance of the model. The proposed model is applied to the bankruptcy prediction for Korean companies and compared with other models in this study. The experimental results showed that the proposed model performs better than the other models such as the single classifier, the original ensemble model and the simple hybrid model.

얼굴인식 성능 향상을 위한 얼굴 전역 및 지역 특징 기반 앙상블 압축 심층합성곱신경망 모델 제안 (Compressed Ensemble of Deep Convolutional Neural Networks with Global and Local Facial Features for Improved Face Recognition)

  • 윤경신;최재영
    • 한국멀티미디어학회논문지
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    • 제23권8호
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    • pp.1019-1029
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    • 2020
  • In this paper, we propose a novel knowledge distillation algorithm to create an compressed deep ensemble network coupled with the combined use of local and global features of face images. In order to transfer the capability of high-level recognition performances of the ensemble deep networks to a single deep network, the probability for class prediction, which is the softmax output of the ensemble network, is used as soft target for training a single deep network. By applying the knowledge distillation algorithm, the local feature informations obtained by training the deep ensemble network using facial subregions of the face image as input are transmitted to a single deep network to create a so-called compressed ensemble DCNN. The experimental results demonstrate that our proposed compressed ensemble deep network can maintain the recognition performance of the complex ensemble deep networks and is superior to the recognition performance of a single deep network. In addition, our proposed method can significantly reduce the storage(memory) space and execution time, compared to the conventional ensemble deep networks developed for face recognition.