• 제목/요약/키워드: Random Regression

검색결과 955건 처리시간 0.023초

우도에 기반한 임의효과에 대한 추론과 로지스틱 회귀모형에서의 응용 (Likelihood-Based Inference of Random Effects and Application in Logistic Regression)

  • 김광수
    • 응용통계연구
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    • 제28권2호
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    • pp.269-279
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    • 2015
  • 본 논문에서는 임의효과에 대한 추론 문제가 다루어졌으며 이 추론에서 신뢰분포를 사용하는 것이 제안되었다. 신뢰분포를 이용한 방법은 표본의 크기가 작아도 임의절편들이 있는 로지스틱 회귀분석에서 좋은 결과를 보여주었으며, 자료분석을 통해서도 각 개체가 가지는 임의효과들에 대한 세밀한 분석이 가능함을 확인하였다.

Supervised Learning-Based Collaborative Filtering Using Market Basket Data for the Cold-Start Problem

  • Hwang, Wook-Yeon;Jun, Chi-Hyuck
    • Industrial Engineering and Management Systems
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    • 제13권4호
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    • pp.421-431
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    • 2014
  • The market basket data in the form of a binary user-item matrix or a binary item-user matrix can be modelled as a binary classification problem. The binary logistic regression approach tackles the binary classification problem, where principal components are predictor variables. If users or items are sparse in the training data, the binary classification problem can be considered as a cold-start problem. The binary logistic regression approach may not function appropriately if the principal components are inefficient for the cold-start problem. Assuming that the market basket data can also be considered as a special regression problem whose response is either 0 or 1, we propose three supervised learning approaches: random forest regression, random forest classification, and elastic net to tackle the cold-start problem, comparing the performance in a variety of experimental settings. The experimental results show that the proposed supervised learning approaches outperform the conventional approaches.

Robust Estimation and Outlier Detection

  • Myung Geun Kim
    • Communications for Statistical Applications and Methods
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    • 제1권1호
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    • pp.33-40
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    • 1994
  • The conditional expectation of a random variable in a multivariate normal random vector is a multiple linear regression on its predecessors. Using this fact, the least median of squares estimation method developed in a multiple linear regression is adapted to a multivariate data to identify influential observations. The resulting method clearly detect outliers and it avoids the masking effect.

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COSMO-SkyMed 2 Image Color Mapping Using Random Forest Regression

  • Seo, Dae Kyo;Kim, Yong Hyun;Eo, Yang Dam;Park, Wan Yong
    • 한국측량학회지
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    • 제35권4호
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    • pp.319-326
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    • 2017
  • SAR (Synthetic aperture radar) images are less affected by the weather compared to optical images and can be obtained at any time of the day. Therefore, SAR images are being actively utilized for military applications and natural disasters. However, because SAR data are in grayscale, it is difficult to perform visual analysis and to decipher details. In this study, we propose a color mapping method using RF (random forest) regression for enhancing the visual decipherability of SAR images. COSMO-SkyMed 2 and WorldView-3 images were obtained for the same area and RF regression was used to establish color configurations for performing color mapping. The results were compared with image fusion, a traditional color mapping method. The UIQI (universal image quality index), the SSIM (structural similarity) index, and CC (correlation coefficients) were used to evaluate the image quality. The color-mapped image based on the RF regression had a significantly higher quality than the images derived from the other methods. From the experimental result, the use of color mapping based on the RF regression for SAR images was confirmed.

ASYMPTOTIC NORMALITY OF WAVELET ESTIMATOR OF REGRESSION FUNCTION UNDER NA ASSUMPTIONS

  • Liang, Han-Ying;Qi, Yan-Yan
    • 대한수학회보
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    • 제44권2호
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    • pp.247-257
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    • 2007
  • Consider the heteroscedastic regression model $Y_i=g(x_i)+{\sigma}_i\;{\epsilon}_i=(1{\leq}i{\leq}n)$, where ${\sigma}^2_i=f(u_i)$, the design points $(x_i,\;u_i)$ are known and nonrandom, and g and f are unknown functions defined on closed interval [0, 1]. Under the random errors $\epsilon_i$ form a sequence of NA random variables, we study the asymptotic normality of wavelet estimators of g when f is a known or unknown function.

기계학습 알고리즘을 이용한 보행만족도 예측모형 개발 (Developing a Pedestrian Satisfaction Prediction Model Based on Machine Learning Algorithms)

  • 이제승;이현희
    • 국토계획
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    • 제54권3호
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    • pp.106-118
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    • 2019
  • In order to develop pedestrian navigation service that provides optimal pedestrian routes based on pedestrian satisfaction levels, it is required to develop a prediction model that can estimate a pedestrian's satisfaction level given a certain condition. Thus, the aim of the present study is to develop a pedestrian satisfaction prediction model based on three machine learning algorithms: Logistic Regression, Random Forest, and Artificial Neural Network models. The 2009, 2012, 2013, 2014, and 2015 Pedestrian Satisfaction Survey Data in Seoul, Korea are used to train and test the machine learning models. As a result, the Random Forest model shows the best prediction performance among the three (Accuracy: 0.798, Recall: 0.906, Precision: 0.842, F1 Score: 0.873, AUC: 0.795). The performance of Artificial Neural Network is the second (Accuracy: 0.773, Recall: 0.917, Precision: 0.811, F1 Score: 0.868, AUC: 0.738) and Logistic Regression model's performance follows the second (Accuracy: 0.764, Recall: 1.000, Precision: 0.764, F1 Score: 0.868, AUC: 0.575). The precision score of the Random Forest model implies that approximately 84.2% of pedestrians may be satisfied if they walk the areas, suggested by the Random Forest model.

기상 및 토양정보가 고랭지배추 단수예측에 미치는 영향 (The Effect of Highland Weather and Soil Information on the Prediction of Chinese Cabbage Weight)

  • 권태용;김래용;윤상후
    • 한국환경과학회지
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    • 제28권8호
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    • pp.701-707
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    • 2019
  • Highland farming is agriculture that takes place 400 m above sea level and typically involves both low temperatures and long sunshine hours. Most highland Chinese cabbages are harvested in the Gangwon province. The Ubiquitous Sensor Network (USN) has been deployed to observe Chinese cabbages growth because of the lack of installed weather stations in the highlands. Five representative Chinese cabbage cultivation spots were selected for USN and meteorological data collection between 2015 and 2017. The purpose of this study is to develop a weight prediction model for Chinese cabbages using the meteorological and growth data that were collected one week prior. Both a regression and random forest model were considered for this study, with the regression assumptions being satisfied. The Root Mean Square Error (RMSE) was used to evaluate the predictive performance of the models. The variables influencing the weight of cabbage were the number of cabbage leaves, wind speed, precipitation and soil electrical conductivity in the regression model. In the random forest model, cabbage width, the number of cabbage leaves, soil temperature, precipitation, temperature, soil moisture at a depth of 30 cm, cabbage leaf width, soil electrical conductivity, humidity, and cabbage leaf length were screened. The RMSE of the random forest model was 265.478, a value that was relatively lower than that of the regression model (404.493); this is because the random forest model could explain nonlinearity.

자연어 처리 기반 『상한론(傷寒論)』 변병진단체계(辨病診斷體系) 분류를 위한 기계학습 모델 선정 (Selecting Machine Learning Model Based on Natural Language Processing for Shanghanlun Diagnostic System Classification)

  • 김영남
    • 대한상한금궤의학회지
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    • 제14권1호
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    • pp.41-50
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    • 2022
  • Objective : The purpose of this study is to explore the most suitable machine learning model algorithm for Shanghanlun diagnostic system classification using natural language processing (NLP). Methods : A total of 201 data items were collected from 『Shanghanlun』 and 『Clinical Shanghanlun』, 'Taeyangbyeong-gyeolhyung' and 'Eumyangyeokchahunobokbyeong' were excluded to prevent oversampling or undersampling. Data were pretreated using a twitter Korean tokenizer and trained by logistic regression, ridge regression, lasso regression, naive bayes classifier, decision tree, and random forest algorithms. The accuracy of the models were compared. Results : As a result of machine learning, ridge regression and naive Bayes classifier showed an accuracy of 0.843, logistic regression and random forest showed an accuracy of 0.804, and decision tree showed an accuracy of 0.745, while lasso regression showed an accuracy of 0.608. Conclusions : Ridge regression and naive Bayes classifier are suitable NLP machine learning models for the Shanghanlun diagnostic system classification.

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영화 관객 수 예측을 위한 기계학습 기법의 성능 평가 연구 (A Study on the Performance Evaluation of Machine Learning for Predicting the Number of Movie Audiences)

  • 정찬미;민대기
    • 한국전자거래학회지
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    • 제25권2호
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    • pp.49-63
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    • 2020
  • 영화 제작에 막대한 비용이 투입되지만 관객수요는 매우 불확실하기 때문에 개선된 수요예측은 수익 개선을 위한 의사결정의 중요 수단으로 활용될 수 있다. 본 연구에서는 영화의 개봉 후 수요를 예측함에 있어 기계학습 기법의 적용 타당성을 예측 성능의 관점에서 검증하였다. 분석결과를 종합하면 다음과 같다. 첫째, 대안변수에 대한 통계적 검증 결과 기본 영화 특성(감독, 배우)과 함께 개봉 후 2주차까지의 스크린수, 상영횟수, 관객수, 주요 배우에 대한 관심도 등 시계열 자료가 수요예측에 유의미한 것을 확인하였다. 둘째, Random Forest Classifier와 SVM(Support Vector Machine) 등 분류 기반 기계학습 기법과 Random Forest Regressor와 k-NN Regressor와 같은 회귀모형 기반 기계학습 기법에 적용하여 예측 성능을 평가한 결과, Random Forest 기법이 우수한 결과를 보였다. 셋째, 누적관객수가 1분위보다 작은 영화에서 회귀모형 기반 기법은 낮은 예측 정확도를 보였으며, 분류기반 기법은 반대로 가장 우수한 결과를 얻었다. 즉, 영화 수요의 분포 특성에 따라서 차별화된 기계학습 기법을 적용하는 것이 필요하다.

상대오차예측을 이용한 자동차 보험의 손해액 예측: 패널자료를 이용한 연구 (Predicting claim size in the auto insurance with relative error: a panel data approach)

  • 박흥선
    • 응용통계연구
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    • 제34권5호
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    • pp.697-710
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    • 2021
  • 상대오차를 이용한 예측법은 상대오차(혹은 퍼센트오차)가 중요시되는 분야, 특히 계량경제학이나 소프트웨어 엔지니어링, 또는 정부기관 공식통계 부분에서 기존 예측방법 외에 선호되는 예측방법이다. 그 동안 상대오차를 이용한 예측법은 선형 혹은 비선형 회귀분석 뿐 아니라, 커널회귀를 이용한 비모수 회귀모형, 그리고 정상시계열분석에 이르기까지 그 범위가 확장되어 왔다. 그러나, 지금까지의 분석은 고정효과(fixed effect)만을 고려한 것이어서 임의효과(random effect)에 관한 상대오차 예측법에 대한 확장이 필요하였다. 본 논문의 목적은 상대오차예측법을 일반화선형혼합모형(GLMM)에 속한 감마회귀(gamma regression), 로그정규회귀(lognormal regression), 그리고 역가우스회귀(inverse gaussian regression)의 패널자료(panel data)에 적용시키는데 있다. 이를 위해 실제 자동차 보험회사의 손해액 자료를 사용하였고, 최량예측량과 최량상대오차예측량을 각각 적용-비교해 보았다.