• Asia pacific journal of information systems
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• v.20 no.2
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• pp.23-37
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• 2010

Conventional Support Vector Machines (SVMs) have been utilized as classifiers for binary classification problems. However, certain real world problems, including corporate bond rating, cannot be addressed by binary classifiers because these are multi-class problems. For this reason, numerous studies have attempted to transform the original SVM into a multiclass classifier. These studies, however, have only considered nominal classification problems. Thus, these approaches have been limited by the existence of multiclass classification problems where classes are not nominal but ordinal in real world, such as corporate bond rating and multiclass customer classification. In this study, we adopt a novel multiclass SVM which can address ordinal classification problems using ordinal pairwise partitioning (OPP). The proposed model in our study may use fewer classifiers, but it classifies more accurately because it considers the characteristics of the order of the classes. Although it can be applied to all kinds of ordinal multiclass classification problems, most prior studies have applied it to finance area like bond rating. Thus, this study applies it to a real world customer level classification case for implementing customer relationship management. The result shows that the ordinal multiclass SVM model may also be effective for customer level classification.

• Proceedings of the Korea Inteligent Information System Society Conference
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• 2006.06a
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• pp.167-175
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• 2006

Building accurate corporate bankruptcy prediction models has been one of the most important research issues in finance. Recently, support vector machines (SVMs) are popularly applied to bankruptcy prediction because of its many strong points. However, in order to use SVM, a modeler should determine several factors by heuristics, which hinders from obtaining accurate prediction results by using SVM. As a result, some researchers have tried to optimize these factors, especially the feature subset and kernel parameters of SVM But, there have been no studies that have attempted to determine appropriate instance subset of SVM, although it may improve the performance by eliminating distorted cases. Thus in the study, we propose the simultaneous optimization of the instance selection as well as the parameters of a kernel function of SVM by using genetic algorithms (GAs). Experimental results show that our model outperforms not only conventional SVM, but also prior approaches for optimizing SVM.

• The Korean Journal of Applied Statistics
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• v.26 no.1
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• pp.131-139
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• 2013

Support vector machines(SVM) may perform poorly in the presence of noise variables; in addition, it is difficult to identify the importance of each variable in the resulting classifier. A feature selection can improve the interpretability and the accuracy of SVM. Most existing studies concern feature selection in the linear SVM through penalty functions yielding sparse solutions. Note that one usually adopts nonlinear kernels for the accuracy of classification in practice. Hence feature selection is still desirable for nonlinear SVMs. In this paper, we compare the performances of nonlinear feature selection methods such as component selection and smoothing operator(COSSO) and kernel iterative feature extraction(KNIFE) on simulated and real data sets.

• Journal of KIISE
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• v.42 no.1
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• pp.86-92
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• 2015

A level set tree provides a useful representation of a multidimensional density function. Visualizing the data structure as a tree offers many advantages for data analysis and clustering. In this paper, we present a level set tree estimation algorithm for use with a set of data points. The proposed algorithm creates a level set tree from a family of level sets estimated over a whole range of levels from zero to infinity. Instead of estimating density function then thresholding, we directly estimate the density level sets using one-class support vector machines (OC-SVMs). The level set estimation is facilitated by the OC-SVM solution path algorithm. We demonstrate the proposed level set tree algorithm on benchmark data sets.

• Journal of the Korean Operations Research and Management Science Society
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• v.30 no.1
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• pp.55-74
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• 2005

Bankruptcy prediction has drawn a lot of research interests in previous literature, and recent studies have shown that machine learning techniques achieved better performance than traditional statistical ones. This paper employs a relatively new machine learning technique, support vector machines (SVMs). to bankruptcy prediction problem in an attempt to suggest a new model with better explanatory power and stability. To serve this purpose, we use grid search technique using 5-fold cross-validation to find out the optimal values of the parameters of kernel function of SVM. In addition, to evaluate the prediction accuracy of SVM. we compare its performance with multiple discriminant analysis (MDA), logistic regression analysis (Logit), and three-layer fully connected back-propagation neural networks (BPNs). The experiment results show that SVM outperforms the other methods.

• Proceedings of the Korea Inteligent Information System Society Conference
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• 2005.11a
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• pp.571-578
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• 2005

Corporate credit rating analysis has drawn a lot of research interests in previous studies, and recent studies have shown that machine learning techniques achieved better performance than traditional statistical ones. This paper applies support vector machines (SVMs) to the corporate credit rating problem in an attempt to suggest a new model with better explanatory power and stability. To serve this purpose, the researcher uses a grid-search technique using 5-fold cross-validation to find out the optimal parameter values of kernel function of SVM. In addition, to evaluate the prediction accuracy of SVM, the researcher compares its performance with those of multiple discriminant analysis (MDA), case-based reasoning (CBR), and three-layer fully connected back-propagation neural networks (BPNs). The experiment results show that SVM outperforms the other methods.

• IEIE Transactions on Smart Processing and Computing
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• v.1 no.1
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• pp.1-7
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• 2012

This paper presents a system used to automatically recognize the road traffic control gestures of police officers. In this approach,the control gestures of traffic police officers are captured in the form of depth images.A human skeleton is then constructed using a kinematic model. The feature vector describing a traffic control gesture is built from the relative angles found amongst the joints of the constructed human skeleton. We utilize Support Vector Machines (SVMs) to perform the gesture recognition. Experiments show that our proposed method is robust and efficient and is suitable for real-time application. We also present a testbed system based on the SVMs trained data for real-time traffic gesture recognition.

• Journal of Digital Contents Society
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• v.14 no.4
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• pp.581-587
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• 2013

In this paper, we propose a method of sentiment classification which uses Levenshtein distance. We generate BOW(Bag-Of-Word) applying Levenshtein daistance in sentiment features and used it as the training set. Then the machine learning algorithms we used were SVMs(Support Vector Machines) and NB(Naive Bayes). As the data set, we gather 2,385 reviews of movies from an online movie community (Daum movie service). From the collected reviews, we pick sentiment words up manually and sorted 778 words. In the experiment, we perform the machine learning using previously generated BOW which was applied Levenshtein distance in sentiment words and then we evaluate the performance of classifier by a method, 10-fold-cross validation. As the result of evaluation, we got 85.46% using Multinomial Naive Bayes as the accuracy when the Levenshtein distance was 3. According to the result of the experiment, we proved that it is less affected to performance of the classification in spelling errors in documents.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.41 no.6
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• pp.43-49
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• 2004

The classification time required by conventional multi-class SVMs(Support Vector Machines) greatly increases as the number of pattern classes increases. This is due to the fact that the needed set of binary class SVMs gets quite large. In this paper, we propose a method to reduce the number of classes by using nearest neighbor rule (NNR) in the principle component analysis and linear discriminant analysis (PCA+LDA) feature subspace. The proposed method reduces the number of face classes by selecting a few classes closest to the test data projected in the PCA+LDA feature subspace. Results of experiment show that our proposed method has a lower error rate than nearest neighbor classification (NNC) method. Though our error rate is comparable to the conventional multi-class SVMs, the classification process of our method is much faster.

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.3 no.2
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• pp.227-232
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• 2003

Recently, support vector learning attracts an enormous amount of interest in the areas of function approximation, pattern classification, and novelty detection. One of the main reasons for the success of the support vector machines(SVMs) seems to be the availability of global and sparse solutions. Among the approaches sharing the same reasons for success and exhibiting a similarly good performance, we have KFD(kernel Fisher discriminant) approach. In this paper, we consider the problem of function approximation utilizing both predetermined basis functions and the KFD approach for regression. After reviewing support vector regression, semi-parametric approach for including predetermined basis functions, and the KFD regression, this paper presents an extension of the conventional KFD approach for regression toward the direction that can utilize predetermined basis functions. The applicability of the presented method is illustrated via a regression example.