• Title/Summary/Keyword: SHapley Additive exPlanations (SHAP)

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Investigation of characteristic values in TDR waveform using SHapley Additive exPlanations (SHAP) for dielectric constant estimation during curing time

  • Won-Taek Hong;WooJin Han;Yong-Hoon Byun;Hyung-Koo Yoon
    • Smart Structures and Systems
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    • v.34 no.1
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    • pp.25-32
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    • 2024
  • As materials cure, the internal electrical flow changes, leading to variations in the dielectric constant over time. This study aims to assess the impact of voltage values extracted from time domain reflectometry (TDR) waveforms, measured during the curing of materials, on predicting the dielectric constant. The experiments are conducted over a curing period ranging from 60 to 8640 minutes, with 30 TDR trials. From the measured waveforms, values of V0, V1, V2, Vf, and Δt are deduced. Additionally, curing time is included as an input variable. Groups A and B are distinguished based on the presence or absence of Δt, indicating a physical relationship between Δt and the dielectric constant. The dielectric constant is set as the output variable. The SHapley Additive exPlanations (SHAP) algorithm is applied to the compiled data. The results indicate that Δt and V1 are the most influential input variables in both Group-A and Group-B. The study also presents the distribution of SHAP values and interacts SHAP values to infer the interrelationships among the input variables. To validate the reliability of these findings, the partial dependence (PD) algorithm is applied to estimate the marginal effects of each input variable, with outcomes closely aligning with those of the SHAP algorithm. This research suggests that understanding the contributions and proportional relationships of each input variable can aid in interpreting the relationships among various material properties.

Explainable Credit Default Prediction Using SHAP (SHAP을 이용한 설명 가능한 신용카드 연체 예측)

  • Minjoong Kim;Seungwoo Kim;Jihoon Moon
    • Proceedings of the Korean Society of Computer Information Conference
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    • 2024.01a
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    • pp.39-40
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    • 2024
  • 본 연구는 SHAP(SHapley Additive exPlanations)을 활용하여 신용카드 사용자의 연체 가능성을 예측하는 기계학습 모델의 해석 가능성을 강화하는 방법을 제안한다. 대규모 신용카드 데이터를 분석하여, 고객의 나이, 성별, 결혼 상태, 결제 이력 등이 연체 발생에 미치는 영향을 명확히 하는 것을 목표로 한다. 본 연구를 토대로 금융기관은 더 정확한 위험 관리를 수행하고, 고객에게 맞춤형 서비스를 제공할 수 있는 기반을 마련할 수 있다.

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Experimental Analysis of Bankruptcy Prediction with SHAP framework on Polish Companies

  • Tuguldur Enkhtuya;Dae-Ki Kang
    • International journal of advanced smart convergence
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    • v.12 no.1
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    • pp.53-58
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    • 2023
  • With the fast development of artificial intelligence day by day, users are demanding explanations about the results of algorithms and want to know what parameters influence the results. In this paper, we propose a model for bankruptcy prediction with interpretability using the SHAP framework. SHAP (SHAPley Additive exPlanations) is framework that gives a visualized result that can be used for explanation and interpretation of machine learning models. As a result, we can describe which features are important for the result of our deep learning model. SHAP framework Force plot result gives us top features which are mainly reflecting overall model score. Even though Fully Connected Neural Networks are a "black box" model, Shapley values help us to alleviate the "black box" problem. FCNNs perform well with complex dataset with more than 60 financial ratios. Combined with SHAP framework, we create an effective model with understandable interpretation. Bankruptcy is a rare event, then we avoid imbalanced dataset problem with the help of SMOTE. SMOTE is one of the oversampling technique that resulting synthetic samples are generated for the minority class. It uses K-nearest neighbors algorithm for line connecting method in order to producing examples. We expect our model results assist financial analysts who are interested in forecasting bankruptcy prediction of companies in detail.

An Exploratory Approach to Discovering Salary-Related Wording in Job Postings in Korea

  • Ha, Taehyun;Coh, Byoung-Youl;Lee, Mingook;Yun, Bitnari;Chun, Hong-Woo
    • Journal of Information Science Theory and Practice
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    • v.10 no.spc
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    • pp.86-95
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    • 2022
  • Online recruitment websites discuss job demands in various fields, and job postings contain detailed job specifications. Analyzing this text can elucidate the features that determine job salaries. Text embedding models can learn the contextual information in a text, and explainable artificial intelligence frameworks can be used to examine in detail how text features contribute to the models' outputs. We collected 733,625 job postings using the WORKNET API and classified them into low, mid, and high-range salary groups. A text embedding model that predicts job salaries based on the text in job postings was trained with the collected data. Then, we applied the SHapley Additive exPlanations (SHAP) framework to the trained model and discovered the significant words that determine each salary class. Several limitations and remaining words are also discussed.

Prediction of Stock Returns from News Article's Recommended Stocks Using XGBoost and LightGBM Models

  • Yoo-jin Hwang;Seung-yeon Son;Zoon-ky Lee
    • Journal of the Korea Society of Computer and Information
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    • v.29 no.2
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    • pp.51-59
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    • 2024
  • This study examines the relationship between the release of the news and the individual stock returns. Investors utilize a variety of information sources to maximize stock returns when establishing investment strategies. News companies publish their articles based on stock recommendation reports of analysts, enhancing the reliability of the information. Defining release of a stock-recommendation news article as an event, we examine its economic impacts and propose a binary classification model that predicts the stock return 10 days after the event. XGBoost and LightGBM models are applied for the study with accuracy of 75%, 71% respectively. In addition, after categorizing the recommended stocks based on the listed market(KOSPI/KOSDAQ) and market capitalization(Big/Small), this study verifies difference in the accuracy of models across four sub-datasets. Finally, by conducting SHAP(Shapley Additive exPlanations) analysis, we identify the key variables in each model, reinforcing the interpretability of models.

Corporate Bankruptcy Prediction Model using Explainable AI-based Feature Selection (설명가능 AI 기반의 변수선정을 이용한 기업부실예측모형)

  • Gundoo Moon;Kyoung-jae Kim
    • Journal of Intelligence and Information Systems
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    • v.29 no.2
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    • pp.241-265
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    • 2023
  • A corporate insolvency prediction model serves as a vital tool for objectively monitoring the financial condition of companies. It enables timely warnings, facilitates responsive actions, and supports the formulation of effective management strategies to mitigate bankruptcy risks and enhance performance. Investors and financial institutions utilize default prediction models to minimize financial losses. As the interest in utilizing artificial intelligence (AI) technology for corporate insolvency prediction grows, extensive research has been conducted in this domain. However, there is an increasing demand for explainable AI models in corporate insolvency prediction, emphasizing interpretability and reliability. The SHAP (SHapley Additive exPlanations) technique has gained significant popularity and has demonstrated strong performance in various applications. Nonetheless, it has limitations such as computational cost, processing time, and scalability concerns based on the number of variables. This study introduces a novel approach to variable selection that reduces the number of variables by averaging SHAP values from bootstrapped data subsets instead of using the entire dataset. This technique aims to improve computational efficiency while maintaining excellent predictive performance. To obtain classification results, we aim to train random forest, XGBoost, and C5.0 models using carefully selected variables with high interpretability. The classification accuracy of the ensemble model, generated through soft voting as the goal of high-performance model design, is compared with the individual models. The study leverages data from 1,698 Korean light industrial companies and employs bootstrapping to create distinct data groups. Logistic Regression is employed to calculate SHAP values for each data group, and their averages are computed to derive the final SHAP values. The proposed model enhances interpretability and aims to achieve superior predictive performance.

Hybrid machine learning with moth-flame optimization methods for strength prediction of CFDST columns under compression

  • Quang-Viet Vu;Dai-Nhan Le;Thai-Hoan Pham;Wei Gao;Sawekchai Tangaramvong
    • Steel and Composite Structures
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    • v.51 no.6
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    • pp.679-695
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    • 2024
  • This paper presents a novel technique that combines machine learning (ML) with moth-flame optimization (MFO) methods to predict the axial compressive strength (ACS) of concrete filled double skin steel tubes (CFDST) columns. The proposed model is trained and tested with a dataset containing 125 tests of the CFDST column subjected to compressive loading. Five ML models, including extreme gradient boosting (XGBoost), gradient tree boosting (GBT), categorical gradient boosting (CAT), support vector machines (SVM), and decision tree (DT) algorithms, are utilized in this work. The MFO algorithm is applied to find optimal hyperparameters of these ML models and to determine the most effective model in predicting the ACS of CFDST columns. Predictive results given by some performance metrics reveal that the MFO-CAT model provides superior accuracy compared to other considered models. The accuracy of the MFO-CAT model is validated by comparing its predictive results with existing design codes and formulae. Moreover, the significance and contribution of each feature in the dataset are examined by employing the SHapley Additive exPlanations (SHAP) method. A comprehensive uncertainty quantification on probabilistic characteristics of the ACS of CFDST columns is conducted for the first time to examine the models' responses to variations of input variables in the stochastic environments. Finally, a web-based application is developed to predict ACS of the CFDST column, enabling rapid practical utilization without requesting any programing or machine learning expertise.

Development of a Carbon Emission Prediction Model for Bulk Carrier Based on EEDI Guidelines and Factor Interpretation Using SHAP

  • Hyunju Kim;Byeongseok Yu;Donghyun Kim
    • International journal of advanced smart convergence
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    • v.13 no.3
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    • pp.66-79
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    • 2024
  • The model developed in this study holds significant importance in predicting carbon emissions in maritime transport. By utilizing ship data and EEDI (Energy Efficiency Design Index) guidelines, the model presents a highly accurate prediction tool, providing a solid foundation for maximizing operational efficiency and effectively managing carbon emissions in ship operations. The model's accuracy was demonstrated by an R2 score of 0.95 and a Mean Absolute Percentage Error (MAPE) of 1.4%. Through SHAP (SHapley Additive exPlanations) and Partial Dependence Plots (PDP), it was identified that Speed Over Ground and relative wind speed are the most significant variables, both showing a positive correlation with increased CO2 emissions. Additionally, environmental factors such as exceeding an average draft of 22(m), a Leeway over 5°, and a current angle exceeding 200° were found to increase emissions significantly. Specific ranges of wind and swell wave angles also notably affected emissions. Conversely, lower pitch, roll, and rudder angle were associated with reduced emissions, indicating that stable ship operation enhances efficiency.

Development of Tree Detection Methods for Estimating LULUCF Settlement Greenhouse Gas Inventories Using Vegetation Indices (식생지수를 활용한 LULUCF 정주지 온실가스 인벤토리 산정을 위한 수목탐지 방법 개발)

  • Joon-Woo Lee;Yu-Han Han;Jeong-Taek Lee;Jin-Hyuk Park;Geun-Han Kim
    • Korean Journal of Remote Sensing
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    • v.39 no.6_3
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    • pp.1721-1730
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    • 2023
  • As awareness of the problem of global warming emerges around the world, the role of carbon sinks in settlement is increasingly emphasized to achieve carbon neutrality in urban areas. In order to manage carbon sinks in settlement, it is necessary to identify the current status of carbon sinks. Identifying the status of carbon sinks requires a lot of manpower and time and a corresponding budget. Therefore, in this study, a map predicting the location of trees was created using already established tree location information and Sentinel-2 satellite images targeting Seoul. To this end, after constructing a tree presence/absence dataset, structured data was generated using 16 types of vegetation indices information constructed from satellite images. After learning this by applying the Extreme Gradient Boosting (XGBoost) model, a tree prediction map was created. Afterward, the correlation between independent and dependent variables was investigated in model learning using the Shapely value of Shapley Additive exPlanations(SHAP). A comparative analysis was performed between maps produced for local parts of Seoul and sub-categorized land cover maps. In the case of the tree prediction model produced in this study, it was confirmed that even hard-to-detect street trees around the main street were predicted as trees.

Defect Prediction and Variable Impact Analysis in CNC Machining Process (CNC 가공 공정 불량 예측 및 변수 영향력 분석)

  • Hong, Ji Soo;Jung, Young Jin;Kang, Sung Woo
    • Journal of Korean Society for Quality Management
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    • v.52 no.2
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    • pp.185-199
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    • 2024
  • Purpose: The improvement of yield and quality in product manufacturing is crucial from the perspective of process management. Controlling key variables within the process is essential for enhancing the quality of the produced items. In this study, we aim to identify key variables influencing product defects and facilitate quality enhancement in CNC machining process using SHAP(SHapley Additive exPlanations) Methods: Firstly, we conduct model training using boosting algorithm-based models such as AdaBoost, GBM, XGBoost, LightGBM, and CatBoost. The CNC machining process data is divided into training data and test data at a ratio 9:1 for model training and test experiments. Subsequently, we select a model with excellent Accuracy and F1-score performance and apply SHAP to extract variables influencing defects in the CNC machining process. Results: By comparing the performances of different models, the selected CatBoost model demonstrated an Accuracy of 97% and an F1-score of 95%. Using Shapley Value, we extract key variables that positively of negatively impact the dependent variable(good/defective product). We identify variables with relatively low importance, suggesting variables that should be prioritized for management. Conclusion: The extraction of key variables using SHAP provides explanatory power distinct from traditional machine learning techniques. This study holds significance in identifying key variables that should be prioritized for management in CNC machining process. It is expected to contribute to enhancing the production quality of the CNC machining process.