• Title/Summary/Keyword: Random Regression

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

  • Park, Heungsun
    • The Korean Journal of Applied Statistics
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    • v.34 no.5
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    • pp.697-710
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    • 2021
  • Relative error prediction is preferred over ordinary prediction methods when relative/percentile errors are regarded as important, especially in econometrics, software engineering and government official statistics. The relative error prediction techniques have been developed in linear/nonlinear regression, nonparametric regression using kernel regression smoother, and stationary time series models. However, random effect models have not been used in relative error prediction. The purpose of this article is to extend relative error prediction to some of generalized linear mixed model (GLMM) with panel data, which is the random effect models based on gamma, lognormal, or inverse gaussian distribution. For better understanding, the real auto insurance data is used to predict the claim size, and the best predictor and the best relative error predictor are comparatively illustrated.

Estimation of Genetic and Phenotypic Covariance Functions for Body Weight as Longitudinal Data of SD-II Swine Line

  • Liu, Wenzhong;Cao, Guoqing;Zhou, Zhongxiao;Zhang, Guixian
    • Asian-Australasian Journal of Animal Sciences
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    • v.15 no.5
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    • pp.622-626
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    • 2002
  • Growth records over six generations of 686 pigs in SD-II Swine Line were used to estimate the genetic and phenotypic covariance functions for body weight as longitudinal data. A random regression model with Legendre polynomials of age as independent variables was used to estimate the (co)variances among the regression coefficients, thus the coefficients of genetic and permanent environmental covariance functions by restricted maximum likelihood employing the average information algorithm. The results showed that, using litter effect as additional random effect, a reduced order of fit did not describe the data adequately. For all five orders of fit, however, the change trends of genetic and phenotypic (co)variances were very similar from ${\kappa}$=3 onwards.

DNA Sequence Classification Using a Generalized Regression Neural Network and Random Generator (난수발생기와 일반화된 회귀 신경망을 이용한 DNA 서열 분류)

  • 김성모;김근호;김병환
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.53 no.7
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    • pp.525-530
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    • 2004
  • A classifier was constructed by using a generalized regression neural network (GRU) and random generator (RG), which was applied to classify DNA sequences. Three data sets evaluated are eukaryotic and prokaryotic sequences (Data-I), eukaryotic sequences (Data-II), and prokaryotic sequences (Data-III). For each data set, the classifier performance was examined in terms of the total classification sensitivity (TCS), individual classification sensitivity (ICS), total prediction accuracy (TPA), and individual prediction accuracy (IPA). For a given spread, the RG played a role of generating a number of sets of spreads for gaussian functions in the pattern layer Compared to the GRNN, the RG-GRNN significantly improved the TCS by more than 50%, 60%, and 40% for Data-I, Data-II, and Data-III, respectively. The RG-GRNN also demonstrated improved TPA for all data types. In conclusion, the proposed RG-GRNN can effectively be used to classify a large, multivariable promoter sequences.

Identifying the Optimal Machine Learning Algorithm for Breast Cancer Prediction

  • ByungJoo Kim
    • International journal of advanced smart convergence
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    • v.13 no.3
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    • pp.80-88
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    • 2024
  • Breast cancer remains a significant global health burden, necessitating accurate and timely detection for improved patient outcomes. Machine learning techniques have demonstrated remarkable potential in assisting breast cancer diagnosis by learning complex patterns from multi-modal patient data. This study comprehensively evaluates several popular machine learning models, including logistic regression, decision trees, random forests, support vector machines (SVMs), naive Bayes, k-nearest neighbors (KNN), XGBoost, and ensemble methods for breast cancer prediction using the Wisconsin Breast Cancer Dataset (WBCD). Through rigorous benchmarking across metrics like accuracy, precision, recall, F1-score, and area under the ROC curve (AUC), we identify the naive Bayes classifier as the top-performing model, achieving an accuracy of 0.974, F1-score of 0.979, and highest AUC of 0.988. Other strong performers include logistic regression, random forests, and XGBoost, with AUC values exceeding 0.95. Our findings showcase the significant potential of machine learning, particularly the robust naive Bayes algorithm, to provide highly accurate and reliable breast cancer screening from fine needle aspirate (FNA) samples, ultimately enabling earlier intervention and optimized treatment strategies.

Random Regression Models Using Legendre Polynomials to Estimate Genetic Parameters for Test-day Milk Protein Yields in Iranian Holstein Dairy Cattle

  • Naserkheil, Masoumeh;Miraie-Ashtiani, Seyed Reza;Nejati-Javaremi, Ardeshir;Son, Jihyun;Lee, Deukhwan
    • Asian-Australasian Journal of Animal Sciences
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    • v.29 no.12
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    • pp.1682-1687
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    • 2016
  • The objective of this study was to estimate the genetic parameters of milk protein yields in Iranian Holstein dairy cattle. A total of 1,112,082 test-day milk protein yield records of 167,269 first lactation Holstein cows, calved from 1990 to 2010, were analyzed. Estimates of the variance components, heritability, and genetic correlations for milk protein yields were obtained using a random regression test-day model. Milking times, herd, age of recording, year, and month of recording were included as fixed effects in the model. Additive genetic and permanent environmental random effects for the lactation curve were taken into account by applying orthogonal Legendre polynomials of the fourth order in the model. The lowest and highest additive genetic variances were estimated at the beginning and end of lactation, respectively. Permanent environmental variance was higher at both extremes. Residual variance was lowest at the middle of the lactation and contrarily, heritability increased during this period. Maximum heritability was found during the 12th lactation stage ($0.213{\pm}0.007$). Genetic, permanent, and phenotypic correlations among test-days decreased as the interval between consecutive test-days increased. A relatively large data set was used in this study; therefore, the estimated (co)variance components for random regression coefficients could be used for national genetic evaluation of dairy cattle in Iran.

Comparison of CT Exposure Dose Prediction Models Using Machine Learning-based Body Measurement Information (머신러닝 기반 신체 계측정보를 이용한 CT 피폭선량 예측모델 비교)

  • Hong, Dong-Hee
    • Journal of radiological science and technology
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    • v.43 no.6
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    • pp.503-509
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    • 2020
  • This study aims to develop a patient-specific radiation exposure dose prediction model based on anthropometric data that can be easily measurable during CT examination, and to be used as basic data for DRL setting and radiation dose management system in the future. In addition, among the machine learning algorithms, the most suitable model for predicting exposure doses is presented. The data used in this study were chest CT scan data, and a data set was constructed based on the data including the patient's anthropometric data. In the pre-processing and sample selection of the data, out of the total number of samples of 250 samples, only chest CT scans were performed without using a contrast agent, and 110 samples including height and weight variables were extracted. Of the 110 samples extracted, 66% was used as a training set, and the remaining 44% were used as a test set for verification. The exposure dose was predicted through random forest, linear regression analysis, and SVM algorithm using Orange version 3.26.0, an open software as a machine learning algorithm. Results Algorithm model prediction accuracy was R^2 0.840 for random forest, R^2 0.969 for linear regression analysis, and R^2 0.189 for SVM. As a result of verifying the prediction rate of the algorithm model, the random forest is the highest with R^2 0.986 of the random forest, R^2 0.973 of the linear regression analysis, and R^2 of 0.204 of the SVM, indicating that the model has the best predictive power.

Comparison of tree-based ensemble models for regression

  • Park, Sangho;Kim, Chanmin
    • Communications for Statistical Applications and Methods
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    • v.29 no.5
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    • pp.561-589
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    • 2022
  • When multiple classifications and regression trees are combined, tree-based ensemble models, such as random forest (RF) and Bayesian additive regression trees (BART), are produced. We compare the model structures and performances of various ensemble models for regression settings in this study. RF learns bootstrapped samples and selects a splitting variable from predictors gathered at each node. The BART model is specified as the sum of trees and is calculated using the Bayesian backfitting algorithm. Throughout the extensive simulation studies, the strengths and drawbacks of the two methods in the presence of missing data, high-dimensional data, or highly correlated data are investigated. In the presence of missing data, BART performs well in general, whereas RF provides adequate coverage. The BART outperforms in high dimensional, highly correlated data. However, in all of the scenarios considered, the RF has a shorter computation time. The performance of the two methods is also compared using two real data sets that represent the aforementioned situations, and the same conclusion is reached.

A random forest-regression-based inverse-modeling evolutionary algorithm using uniform reference points

  • Gholamnezhad, Pezhman;Broumandnia, Ali;Seydi, Vahid
    • ETRI Journal
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    • v.44 no.5
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    • pp.805-815
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    • 2022
  • The model-based evolutionary algorithms are divided into three groups: estimation of distribution algorithms, inverse modeling, and surrogate modeling. Existing inverse modeling is mainly applied to solve multi-objective optimization problems and is not suitable for many-objective optimization problems. Some inversed-model techniques, such as the inversed-model of multi-objective evolutionary algorithm, constructed from the Pareto front (PF) to the Pareto solution on nondominated solutions using a random grouping method and Gaussian process, were introduced. However, some of the most efficient inverse models might be eliminated during this procedure. Also, there are challenges, such as the presence of many local PFs and developing poor solutions when the population has no evident regularity. This paper proposes inverse modeling using random forest regression and uniform reference points that map all nondominated solutions from the objective space to the decision space to solve many-objective optimization problems. The proposed algorithm is evaluated using the benchmark test suite for evolutionary algorithms. The results show an improvement in diversity and convergence performance (quality indicators).

A Study on Prediction Techniques through Machine Learning of Real-time Solar Radiation in Jeju (제주 실시간 일사량의 기계학습 예측 기법 연구)

  • Lee, Young-Mi;Bae, Joo-Hyun;Park, Jeong-keun
    • Journal of Environmental Science International
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    • v.26 no.4
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    • pp.521-527
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    • 2017
  • Solar radiation forecasts are important for predicting the amount of ice on road and the potential solar energy. In an attempt to improve solar radiation predictability in Jeju, we conducted machine learning with various data mining techniques such as tree models, conditional inference tree, random forest, support vector machines and logistic regression. To validate machine learning models, the results from the simulation was compared with the solar radiation data observed over Jeju observation site. According to the model assesment, it can be seen that the solar radiation prediction using random forest is the most effective method. The error rate proposed by random forest data mining is 17%.

Linear Inversion of Heat Flow Data (지각열류량(地殼熱流量)의 선형(線型) 반전(反轉))

  • Han, Wook
    • Economic and Environmental Geology
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    • v.17 no.3
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    • pp.163-169
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    • 1984
  • A linear inversion of heat flow values using heat production data with reliable value is studied in this work. To evaluate 2-D problem, a thin vertical sheet model is considered. Making use of a relation based on potential theory, a new relation between $q_{rad}$ and $A_0$ is derived. The forward calculations with noise and without noise are shown. The inversion of random search is comparable to that of ridge regression method. The agreements between the computed and best fit after inversion suggest the importance of random search method in the inversion technique.

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