• Title/Summary/Keyword: One-class SVM

Search Result 73, Processing Time 0.027 seconds

Conditional Generative Adversarial Network based Collaborative Filtering Recommendation System (Conditional Generative Adversarial Network(CGAN) 기반 협업 필터링 추천 시스템)

  • Kang, Soyi;Shin, Kyung-shik
    • Journal of Intelligence and Information Systems
    • /
    • v.27 no.3
    • /
    • pp.157-173
    • /
    • 2021
  • With the development of information technology, the amount of available information increases daily. However, having access to so much information makes it difficult for users to easily find the information they seek. Users want a visualized system that reduces information retrieval and learning time, saving them from personally reading and judging all available information. As a result, recommendation systems are an increasingly important technologies that are essential to the business. Collaborative filtering is used in various fields with excellent performance because recommendations are made based on similar user interests and preferences. However, limitations do exist. Sparsity occurs when user-item preference information is insufficient, and is the main limitation of collaborative filtering. The evaluation value of the user item matrix may be distorted by the data depending on the popularity of the product, or there may be new users who have not yet evaluated the value. The lack of historical data to identify consumer preferences is referred to as data sparsity, and various methods have been studied to address these problems. However, most attempts to solve the sparsity problem are not optimal because they can only be applied when additional data such as users' personal information, social networks, or characteristics of items are included. Another problem is that real-world score data are mostly biased to high scores, resulting in severe imbalances. One cause of this imbalance distribution is the purchasing bias, in which only users with high product ratings purchase products, so those with low ratings are less likely to purchase products and thus do not leave negative product reviews. Due to these characteristics, unlike most users' actual preferences, reviews by users who purchase products are more likely to be positive. Therefore, the actual rating data is over-learned in many classes with high incidence due to its biased characteristics, distorting the market. Applying collaborative filtering to these imbalanced data leads to poor recommendation performance due to excessive learning of biased classes. Traditional oversampling techniques to address this problem are likely to cause overfitting because they repeat the same data, which acts as noise in learning, reducing recommendation performance. In addition, pre-processing methods for most existing data imbalance problems are designed and used for binary classes. Binary class imbalance techniques are difficult to apply to multi-class problems because they cannot model multi-class problems, such as objects at cross-class boundaries or objects overlapping multiple classes. To solve this problem, research has been conducted to convert and apply multi-class problems to binary class problems. However, simplification of multi-class problems can cause potential classification errors when combined with the results of classifiers learned from other sub-problems, resulting in loss of important information about relationships beyond the selected items. Therefore, it is necessary to develop more effective methods to address multi-class imbalance problems. We propose a collaborative filtering model using CGAN to generate realistic virtual data to populate the empty user-item matrix. Conditional vector y identify distributions for minority classes and generate data reflecting their characteristics. Collaborative filtering then maximizes the performance of the recommendation system via hyperparameter tuning. This process should improve the accuracy of the model by addressing the sparsity problem of collaborative filtering implementations while mitigating data imbalances arising from real data. Our model has superior recommendation performance over existing oversampling techniques and existing real-world data with data sparsity. SMOTE, Borderline SMOTE, SVM-SMOTE, ADASYN, and GAN were used as comparative models and we demonstrate the highest prediction accuracy on the RMSE and MAE evaluation scales. Through this study, oversampling based on deep learning will be able to further refine the performance of recommendation systems using actual data and be used to build business recommendation systems.

A Robust Hand Recognition Method to Variations in Lighting (조명 변화에 안정적인 손 형태 인지 기술)

  • Choi, Yoo-Joo;Lee, Je-Sung;You, Hyo-Sun;Lee, Jung-Won;Cho, We-Duke
    • The KIPS Transactions:PartB
    • /
    • v.15B no.1
    • /
    • pp.25-36
    • /
    • 2008
  • In this paper, we present a robust hand recognition approach to sudden illumination changes. The proposed approach constructs a background model with respect to hue and hue gradient in HSI color space and extracts a foreground hand region from an input image using the background subtraction method. Eighteen features are defined for a hand pose and multi-class SVM(Support Vector Machine) approach is applied to learn and classify hand poses based on eighteen features. The proposed approach robustly extracts the contour of a hand with variations in illumination by applying the hue gradient into the background subtraction. A hand pose is defined by two Eigen values which are normalized by the size of OBB(Object-Oriented Bounding Box), and sixteen feature values which represent the number of hand contour points included in each subrange of OBB. We compared the RGB-based background subtraction, hue-based background subtraction and the proposed approach with sudden illumination changes and proved the robustness of the proposed approach. In the experiment, we built a hand pose training model from 2,700 sample hand images of six subjects which represent nine numerical numbers from one to nine. Our implementation result shows 92.6% of successful recognition rate for 1,620 hand images with various lighting condition using the training model.

Using machine learning for anomaly detection on a system-on-chip under gamma radiation

  • Eduardo Weber Wachter ;Server Kasap ;Sefki Kolozali ;Xiaojun Zhai ;Shoaib Ehsan;Klaus D. McDonald-Maier
    • Nuclear Engineering and Technology
    • /
    • v.54 no.11
    • /
    • pp.3985-3995
    • /
    • 2022
  • The emergence of new nanoscale technologies has imposed significant challenges to designing reliable electronic systems in radiation environments. A few types of radiation like Total Ionizing Dose (TID) can cause permanent damages on such nanoscale electronic devices, and current state-of-the-art technologies to tackle TID make use of expensive radiation-hardened devices. This paper focuses on a novel and different approach: using machine learning algorithms on consumer electronic level Field Programmable Gate Arrays (FPGAs) to tackle TID effects and monitor them to replace before they stop working. This condition has a research challenge to anticipate when the board results in a total failure due to TID effects. We observed internal measurements of FPGA boards under gamma radiation and used three different anomaly detection machine learning (ML) algorithms to detect anomalies in the sensor measurements in a gamma-radiated environment. The statistical results show a highly significant relationship between the gamma radiation exposure levels and the board measurements. Moreover, our anomaly detection results have shown that a One-Class SVM with Radial Basis Function Kernel has an average recall score of 0.95. Also, all anomalies can be detected before the boards are entirely inoperative, i.e. voltages drop to zero and confirmed with a sanity check.

Binary classification by the combination of Adaboost and feature extraction methods (특징 추출 알고리즘과 Adaboost를 이용한 이진분류기)

  • Ham, Seaung-Lok;Kwak, No-Jun
    • Journal of the Institute of Electronics Engineers of Korea CI
    • /
    • v.49 no.4
    • /
    • pp.42-53
    • /
    • 2012
  • In pattern recognition and machine learning society, classification has been a classical problem and the most widely researched area. Adaptive boosting also known as Adaboost has been successfully applied to binary classification problems. It is a kind of boosting algorithm capable of constructing a strong classifier through a weighted combination of weak classifiers. On the other hand, the PCA and LDA algorithms are the most popular linear feature extraction methods used mainly for dimensionality reduction. In this paper, the combination of Adaboost and feature extraction methods is proposed for efficient classification of two class data. Conventionally, in classification problems, the roles of feature extraction and classification have been distinct, i.e., a feature extraction method and a classifier are applied sequentially to classify input variable into several categories. In this paper, these two steps are combined into one resulting in a good classification performance. More specifically, each projection vector is treated as a weak classifier in Adaboost algorithm to constitute a strong classifier for binary classification problems. The proposed algorithm is applied to UCI dataset and FRGC dataset and showed better recognition rates than sequential application of feature extraction and classification methods.

A Study on the Prediction Model of Stock Price Index Trend based on GA-MSVM that Simultaneously Optimizes Feature and Instance Selection (입력변수 및 학습사례 선정을 동시에 최적화하는 GA-MSVM 기반 주가지수 추세 예측 모형에 관한 연구)

  • Lee, Jong-sik;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
    • /
    • v.23 no.4
    • /
    • pp.147-168
    • /
    • 2017
  • There have been many studies on accurate stock market forecasting in academia for a long time, and now there are also various forecasting models using various techniques. Recently, many attempts have been made to predict the stock index using various machine learning methods including Deep Learning. Although the fundamental analysis and the technical analysis method are used for the analysis of the traditional stock investment transaction, the technical analysis method is more useful for the application of the short-term transaction prediction or statistical and mathematical techniques. Most of the studies that have been conducted using these technical indicators have studied the model of predicting stock prices by binary classification - rising or falling - of stock market fluctuations in the future market (usually next trading day). However, it is also true that this binary classification has many unfavorable aspects in predicting trends, identifying trading signals, or signaling portfolio rebalancing. In this study, we try to predict the stock index by expanding the stock index trend (upward trend, boxed, downward trend) to the multiple classification system in the existing binary index method. In order to solve this multi-classification problem, a technique such as Multinomial Logistic Regression Analysis (MLOGIT), Multiple Discriminant Analysis (MDA) or Artificial Neural Networks (ANN) we propose an optimization model using Genetic Algorithm as a wrapper for improving the performance of this model using Multi-classification Support Vector Machines (MSVM), which has proved to be superior in prediction performance. In particular, the proposed model named GA-MSVM is designed to maximize model performance by optimizing not only the kernel function parameters of MSVM, but also the optimal selection of input variables (feature selection) as well as instance selection. In order to verify the performance of the proposed model, we applied the proposed method to the real data. The results show that the proposed method is more effective than the conventional multivariate SVM, which has been known to show the best prediction performance up to now, as well as existing artificial intelligence / data mining techniques such as MDA, MLOGIT, CBR, and it is confirmed that the prediction performance is better than this. Especially, it has been confirmed that the 'instance selection' plays a very important role in predicting the stock index trend, and it is confirmed that the improvement effect of the model is more important than other factors. To verify the usefulness of GA-MSVM, we applied it to Korea's real KOSPI200 stock index trend forecast. Our research is primarily aimed at predicting trend segments to capture signal acquisition or short-term trend transition points. The experimental data set includes technical indicators such as the price and volatility index (2004 ~ 2017) and macroeconomic data (interest rate, exchange rate, S&P 500, etc.) of KOSPI200 stock index in Korea. Using a variety of statistical methods including one-way ANOVA and stepwise MDA, 15 indicators were selected as candidate independent variables. The dependent variable, trend classification, was classified into three states: 1 (upward trend), 0 (boxed), and -1 (downward trend). 70% of the total data for each class was used for training and the remaining 30% was used for verifying. To verify the performance of the proposed model, several comparative model experiments such as MDA, MLOGIT, CBR, ANN and MSVM were conducted. MSVM has adopted the One-Against-One (OAO) approach, which is known as the most accurate approach among the various MSVM approaches. Although there are some limitations, the final experimental results demonstrate that the proposed model, GA-MSVM, performs at a significantly higher level than all comparative models.

Response Modeling for the Marketing Promotion with Weighted Case Based Reasoning Under Imbalanced Data Distribution (불균형 데이터 환경에서 변수가중치를 적용한 사례기반추론 기반의 고객반응 예측)

  • Kim, Eunmi;Hong, Taeho
    • Journal of Intelligence and Information Systems
    • /
    • v.21 no.1
    • /
    • pp.29-45
    • /
    • 2015
  • Response modeling is a well-known research issue for those who have tried to get more superior performance in the capability of predicting the customers' response for the marketing promotion. The response model for customers would reduce the marketing cost by identifying prospective customers from very large customer database and predicting the purchasing intention of the selected customers while the promotion which is derived from an undifferentiated marketing strategy results in unnecessary cost. In addition, the big data environment has accelerated developing the response model with data mining techniques such as CBR, neural networks and support vector machines. And CBR is one of the most major tools in business because it is known as simple and robust to apply to the response model. However, CBR is an attractive data mining technique for data mining applications in business even though it hasn't shown high performance compared to other machine learning techniques. Thus many studies have tried to improve CBR and utilized in business data mining with the enhanced algorithms or the support of other techniques such as genetic algorithm, decision tree and AHP (Analytic Process Hierarchy). Ahn and Kim(2008) utilized logit, neural networks, CBR to predict that which customers would purchase the items promoted by marketing department and tried to optimized the number of k for k-nearest neighbor with genetic algorithm for the purpose of improving the performance of the integrated model. Hong and Park(2009) noted that the integrated approach with CBR for logit, neural networks, and Support Vector Machine (SVM) showed more improved prediction ability for response of customers to marketing promotion than each data mining models such as logit, neural networks, and SVM. This paper presented an approach to predict customers' response of marketing promotion with Case Based Reasoning. The proposed model was developed by applying different weights to each feature. We deployed logit model with a database including the promotion and the purchasing data of bath soap. After that, the coefficients were used to give different weights of CBR. We analyzed the performance of proposed weighted CBR based model compared to neural networks and pure CBR based model empirically and found that the proposed weighted CBR based model showed more superior performance than pure CBR model. Imbalanced data is a common problem to build data mining model to classify a class with real data such as bankruptcy prediction, intrusion detection, fraud detection, churn management, and response modeling. Imbalanced data means that the number of instance in one class is remarkably small or large compared to the number of instance in other classes. The classification model such as response modeling has a lot of trouble to recognize the pattern from data through learning because the model tends to ignore a small number of classes while classifying a large number of classes correctly. To resolve the problem caused from imbalanced data distribution, sampling method is one of the most representative approach. The sampling method could be categorized to under sampling and over sampling. However, CBR is not sensitive to data distribution because it doesn't learn from data unlike machine learning algorithm. In this study, we investigated the robustness of our proposed model while changing the ratio of response customers and nonresponse customers to the promotion program because the response customers for the suggested promotion is always a small part of nonresponse customers in the real world. We simulated the proposed model 100 times to validate the robustness with different ratio of response customers to response customers under the imbalanced data distribution. Finally, we found that our proposed CBR based model showed superior performance than compared models under the imbalanced data sets. Our study is expected to improve the performance of response model for the promotion program with CBR under imbalanced data distribution in the real world.

A Study on Optimal Shape-Size Index Extraction for Classification of High Resolution Satellite Imagery (고해상도 영상의 분류결과 개선을 위한 최적의 Shape-Size Index 추출에 관한 연구)

  • Han, You-Kyung;Kim, Hye-Jin;Choi, Jae-Wan;Kim, Yong-Il
    • Korean Journal of Remote Sensing
    • /
    • v.25 no.2
    • /
    • pp.145-154
    • /
    • 2009
  • High spatial resolution satellite image classification has a limitation when only using the spectral information due to the complex spatial arrangement of features and spectral heterogeneity within each class. Therefore, the extraction of the spatial information is one of the most important steps in high resolution satellite image classification. This study proposes a new spatial feature extraction method, named SSI(Shape-Size Index). SSI uses a simple region-growing based image segmentation and allocates spatial property value in each segment. The extracted feature is integrated with spectral bands to improve overall classification accuracy. The classification is achieved by applying a SVM(Support Vector Machines) classifier. In order to evaluate the proposed feature extraction method, KOMPSAT-2 and QuickBird-2 data are used for experiments. It is demonstrated that proposed SSI algorithm leads to a notable increase in classification accuracy.

An Analytical Study on Automatic Classification of Domestic Journal articles Based on Machine Learning (기계학습에 기초한 국내 학술지 논문의 자동분류에 관한 연구)

  • Kim, Pan Jun
    • Journal of the Korean Society for information Management
    • /
    • v.35 no.2
    • /
    • pp.37-62
    • /
    • 2018
  • This study examined the factors affecting the performance of automatic classification based on machine learning for domestic journal articles in the field of LIS. In particular, In view of the classification performance that assigning automatically the class labels to the articles in "Journal of the Korean Society for Information Management", I investigated the characteristics of the key factors(weighting schemes, training set size, classification algorithms, label assigning methods) through the diversified experiments. Consequently, It is effective to apply each element appropriately according to the classification environment and the characteristics of the document set, and a fairly good performance can be obtained by using a simpler model. In addition, the classification of domestic journals can be considered as a multi-label classification that assigns more than one category to a specific article. Therefore, I proposed an optimal classification model using simple and fast classification algorithm and small learning set considering this environment.

Prediction of Exposure to 1763MHz Radiofrequency Radiation Using Support Vector Machine Algorithm in Jurkat Cell Model System

  • Huang Tai-Qin;Lee Min-Su;Bae Young-Joo;Park Hyun-Seok;Park Woong-Yang;Seo Jeong-Sun
    • Genomics & Informatics
    • /
    • v.4 no.2
    • /
    • pp.71-76
    • /
    • 2006
  • We have investigated biological responses to radiofrequency (RF) radiation in in vitro and in vivo models. By measuring the levels of heat shock proteins as well as the activation of mitogen activated protein kinases (MAPKs), we could not detect any differences upon RF exposure. In this study, we used more sensitive method to find the molecular responses to RF radiation. Jurkat, human T-Iymphocyte cells were exposed to 1763 MHz RF radiation at an average specific absorption rate (SAR) of 10 W/kg for one hour and harvested immediately (R0) or after five hours (R5). From the profiles of 30,000 genes, we selected 68 differentially expressed genes among sham (S), R0 and R5 groups using a random-variance F-test. Especially 45 annotated genes were related to metabolism, apoptosis or transcription regulation. Based on support vector machine (SVM) algorithm, we designed prediction model using 68 genes to discriminate three groups. Our prediction model could predict the target class of 19 among 20 examples exactly (95% accuracy). From these data, we could select the 68 biomarkers to predict the RF radiation exposure with high accuracy, which might need to be validated in in vivo models.

Robo-Advisor Algorithm with Intelligent View Model (지능형 전망모형을 결합한 로보어드바이저 알고리즘)

  • Kim, Sunwoong
    • Journal of Intelligence and Information Systems
    • /
    • v.25 no.2
    • /
    • pp.39-55
    • /
    • 2019
  • Recently banks and large financial institutions have introduced lots of Robo-Advisor products. Robo-Advisor is a Robot to produce the optimal asset allocation portfolio for investors by using the financial engineering algorithms without any human intervention. Since the first introduction in Wall Street in 2008, the market size has grown to 60 billion dollars and is expected to expand to 2,000 billion dollars by 2020. Since Robo-Advisor algorithms suggest asset allocation output to investors, mathematical or statistical asset allocation strategies are applied. Mean variance optimization model developed by Markowitz is the typical asset allocation model. The model is a simple but quite intuitive portfolio strategy. For example, assets are allocated in order to minimize the risk on the portfolio while maximizing the expected return on the portfolio using optimization techniques. Despite its theoretical background, both academics and practitioners find that the standard mean variance optimization portfolio is very sensitive to the expected returns calculated by past price data. Corner solutions are often found to be allocated only to a few assets. The Black-Litterman Optimization model overcomes these problems by choosing a neutral Capital Asset Pricing Model equilibrium point. Implied equilibrium returns of each asset are derived from equilibrium market portfolio through reverse optimization. The Black-Litterman model uses a Bayesian approach to combine the subjective views on the price forecast of one or more assets with implied equilibrium returns, resulting a new estimates of risk and expected returns. These new estimates can produce optimal portfolio by the well-known Markowitz mean-variance optimization algorithm. If the investor does not have any views on his asset classes, the Black-Litterman optimization model produce the same portfolio as the market portfolio. What if the subjective views are incorrect? A survey on reports of stocks performance recommended by securities analysts show very poor results. Therefore the incorrect views combined with implied equilibrium returns may produce very poor portfolio output to the Black-Litterman model users. This paper suggests an objective investor views model based on Support Vector Machines(SVM), which have showed good performance results in stock price forecasting. SVM is a discriminative classifier defined by a separating hyper plane. The linear, radial basis and polynomial kernel functions are used to learn the hyper planes. Input variables for the SVM are returns, standard deviations, Stochastics %K and price parity degree for each asset class. SVM output returns expected stock price movements and their probabilities, which are used as input variables in the intelligent views model. The stock price movements are categorized by three phases; down, neutral and up. The expected stock returns make P matrix and their probability results are used in Q matrix. Implied equilibrium returns vector is combined with the intelligent views matrix, resulting the Black-Litterman optimal portfolio. For comparisons, Markowitz mean-variance optimization model and risk parity model are used. The value weighted market portfolio and equal weighted market portfolio are used as benchmark indexes. We collect the 8 KOSPI 200 sector indexes from January 2008 to December 2018 including 132 monthly index values. Training period is from 2008 to 2015 and testing period is from 2016 to 2018. Our suggested intelligent view model combined with implied equilibrium returns produced the optimal Black-Litterman portfolio. The out of sample period portfolio showed better performance compared with the well-known Markowitz mean-variance optimization portfolio, risk parity portfolio and market portfolio. The total return from 3 year-period Black-Litterman portfolio records 6.4%, which is the highest value. The maximum draw down is -20.8%, which is also the lowest value. Sharpe Ratio shows the highest value, 0.17. It measures the return to risk ratio. Overall, our suggested view model shows the possibility of replacing subjective analysts's views with objective view model for practitioners to apply the Robo-Advisor asset allocation algorithms in the real trading fields.