• Title/Summary/Keyword: XGBoost Regression

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Analysis on the Determinants of Land Compensation Cost: The Use of the Construction CALS Data (토지 보상비 결정 요인 분석 - 건설CALS 데이터 중심으로)

  • Lee, Sang-Gyu;Seo, Myoung-Bae;Kim, Jin-Uk
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.21 no.10
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    • pp.461-470
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    • 2020
  • This study analyzed the determinants of land compensation costs using the CALS (Continuous Acquisition & Life-Cycle Support) system to generate data for the construction (planning, design, building, management) process. For analysis, variables used in the related research on land costs were used, which included eight variables (Land Area, Individual Public Land Price, Appraisal & Assessment, Land Category, Use District 1, Terrain Elevation, Terrain Shape, and Road). Also, the variables were analyzed using the machine learning-based Xgboost algorithm. Individual Public Land Price was identified as the most important variable in determining land cost. We used a linear multiple regression analysis to verify the determinants of land compensation. For this verification, the dependent variable included was the Individual Public Land Price, and the independent variables were the numeric variable (Land Area) and factor variables (Land Category, Use District 1, Terrain Elevation, Terrain Shape, Road). This study found that the significant variables were Land Category, Use District 1, and Road.

Metabolic Diseases Classification Models according to Food Consumption using Machine Learning (머신러닝을 활용한 식품소비에 따른 대사성 질환 분류 모델)

  • Hong, Jun Ho;Lee, Kyung Hee;Lee, Hye Rim;Cheong, Hwan Suk;Cho, Wan-Sup
    • The Journal of the Korea Contents Association
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    • v.22 no.3
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    • pp.354-360
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    • 2022
  • Metabolic disease is a disease with a prevalence of 26% in Korean, and has three of the five states of abdominal obesity, hypertension, hunger glycemic disorder, high neutral fat, and low HDL cholesterol at the same time. This paper links the consumer panel data of the Rural Development Agency(RDA) and the medical care data of the National Health Insurance Service(NHIS) to generate a classification model that can be divided into a metabolic disease group and a control group through food consumption characteristics, and attempts to compare the differences. Many existing domestic and foreign studies related to metabolic diseases and food consumption characteristics are disease correlation studies of specific food groups and specific ingredients, and this paper is logistic considering all food groups included in the general diet. We created a classification model using regression, a decision tree-based classification model, and a classification model using XGBoost. Of the three models, the high-precision model is the XGBoost classification model, but the accuracy was not high at less than 0.7. As a future study, it is necessary to extend the observation period for food consumption in the patient group to more than 5 years and to study the metabolic disease classification model after converting the food consumed into nutritional characteristics.

The Prediction of Export Credit Guarantee Accident using Machine Learning (기계학습을 이용한 수출신용보증 사고예측)

  • Cho, Jaeyoung;Joo, Jihwan;Han, Ingoo
    • Journal of Intelligence and Information Systems
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    • v.27 no.1
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    • pp.83-102
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    • 2021
  • The government recently announced various policies for developing big-data and artificial intelligence fields to provide a great opportunity to the public with respect to disclosure of high-quality data within public institutions. KSURE(Korea Trade Insurance Corporation) is a major public institution for financial policy in Korea, and thus the company is strongly committed to backing export companies with various systems. Nevertheless, there are still fewer cases of realized business model based on big-data analyses. In this situation, this paper aims to develop a new business model which can be applied to an ex-ante prediction for the likelihood of the insurance accident of credit guarantee. We utilize internal data from KSURE which supports export companies in Korea and apply machine learning models. Then, we conduct performance comparison among the predictive models including Logistic Regression, Random Forest, XGBoost, LightGBM, and DNN(Deep Neural Network). For decades, many researchers have tried to find better models which can help to predict bankruptcy since the ex-ante prediction is crucial for corporate managers, investors, creditors, and other stakeholders. The development of the prediction for financial distress or bankruptcy was originated from Smith(1930), Fitzpatrick(1932), or Merwin(1942). One of the most famous models is the Altman's Z-score model(Altman, 1968) which was based on the multiple discriminant analysis. This model is widely used in both research and practice by this time. The author suggests the score model that utilizes five key financial ratios to predict the probability of bankruptcy in the next two years. Ohlson(1980) introduces logit model to complement some limitations of previous models. Furthermore, Elmer and Borowski(1988) develop and examine a rule-based, automated system which conducts the financial analysis of savings and loans. Since the 1980s, researchers in Korea have started to examine analyses on the prediction of financial distress or bankruptcy. Kim(1987) analyzes financial ratios and develops the prediction model. Also, Han et al.(1995, 1996, 1997, 2003, 2005, 2006) construct the prediction model using various techniques including artificial neural network. Yang(1996) introduces multiple discriminant analysis and logit model. Besides, Kim and Kim(2001) utilize artificial neural network techniques for ex-ante prediction of insolvent enterprises. After that, many scholars have been trying to predict financial distress or bankruptcy more precisely based on diverse models such as Random Forest or SVM. One major distinction of our research from the previous research is that we focus on examining the predicted probability of default for each sample case, not only on investigating the classification accuracy of each model for the entire sample. Most predictive models in this paper show that the level of the accuracy of classification is about 70% based on the entire sample. To be specific, LightGBM model shows the highest accuracy of 71.1% and Logit model indicates the lowest accuracy of 69%. However, we confirm that there are open to multiple interpretations. In the context of the business, we have to put more emphasis on efforts to minimize type 2 error which causes more harmful operating losses for the guaranty company. Thus, we also compare the classification accuracy by splitting predicted probability of the default into ten equal intervals. When we examine the classification accuracy for each interval, Logit model has the highest accuracy of 100% for 0~10% of the predicted probability of the default, however, Logit model has a relatively lower accuracy of 61.5% for 90~100% of the predicted probability of the default. On the other hand, Random Forest, XGBoost, LightGBM, and DNN indicate more desirable results since they indicate a higher level of accuracy for both 0~10% and 90~100% of the predicted probability of the default but have a lower level of accuracy around 50% of the predicted probability of the default. When it comes to the distribution of samples for each predicted probability of the default, both LightGBM and XGBoost models have a relatively large number of samples for both 0~10% and 90~100% of the predicted probability of the default. Although Random Forest model has an advantage with regard to the perspective of classification accuracy with small number of cases, LightGBM or XGBoost could become a more desirable model since they classify large number of cases into the two extreme intervals of the predicted probability of the default, even allowing for their relatively low classification accuracy. Considering the importance of type 2 error and total prediction accuracy, XGBoost and DNN show superior performance. Next, Random Forest and LightGBM show good results, but logistic regression shows the worst performance. However, each predictive model has a comparative advantage in terms of various evaluation standards. For instance, Random Forest model shows almost 100% accuracy for samples which are expected to have a high level of the probability of default. Collectively, we can construct more comprehensive ensemble models which contain multiple classification machine learning models and conduct majority voting for maximizing its overall performance.

A Modeling of Realtime Fuel Comsumption Prediction Using OBDII Data (OBDII 데이터 기반의 실시간 연료 소비량 예측 모델 연구)

  • Yang, Hee-Eun;Kim, Do-Hyun;Choe, Hoseop
    • KIPS Transactions on Software and Data Engineering
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    • v.10 no.2
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    • pp.57-64
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    • 2021
  • This study presents a method for realtime fuel consumption prediction using real data collected from OBDII. With the advent of the era of self-driving cars, electronic control units(ECU) are getting more complex, and various studies are being attempted to extract and analyze more accurate data from vehicles. But since ECU is getting more complex, it is getting harder to get the data from ECU. To solve this problem, the firmware was developed for acquiring accurate vehicle data in this study, which extracted 53,580 actual driving data sets from vehicles from January to February 2019. Using these data, the ensemble stacking technique was used to increase the accuracy of the realtime fuel consumption prediction model. In this study, Ridge, Lasso, XGBoost, and LightGBM were used as base models, and Ridge was used for meta model, and the predicted performance was MAE 0.011, RMSE 0.017.

Metabolic Syndrome Prediction Model for Koreans in Recent 20 Years: A Systematic review (최근 10년간 한국인 대상 대사증후군 예측 모델에 대한 체계적 문헌고찰)

  • Seong, Daikyung;Jeong, Kyoungsik;Lee, Siwoo;Baek, Younghwa
    • The Journal of the Korea Contents Association
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    • v.21 no.8
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    • pp.662-674
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    • 2021
  • Metabolic syndrome is closely associated with cardiovascular disease, there is increasing attentions in prevention of metabolic syndrome through prediction. The aim of this study was to systematically review the literature by collecting, analyzing, and synthesizing articles of predicting metabolic syndrome in Koreans. For systemic review, data search was conducted on Global journals Pubmed, WoS and domestic journals DBPia, KISS published in 2011-2020 year. Three keyword 'Metabolic syndrome', 'predict', and 'korea' were used for searching under AND condition. Total 560 articles were searched and the final 22 articles were selected according to the data selection criteria. The most useful variable was WHtR(AUC=0.897), most frequently used analysis method was logistic regression(63.6%), and most accurate analysis method was XGBOOST(AUC=0.879) for predicting metabolic syndrome. Prediction accuracy was slightly improved when sasang constitution types was used. Based on the results of this study, it is believed that various large-scale longitudinal studies for the prediction and management of the Metabolic syndrome in Korean should be followed in the future.

A Study on Classification Models for Predicting Bankruptcy Based on XAI (XAI 기반 기업부도예측 분류모델 연구)

  • Jihong Kim;Nammee Moon
    • KIPS Transactions on Software and Data Engineering
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    • v.12 no.8
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    • pp.333-340
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    • 2023
  • Efficient prediction of corporate bankruptcy is an important part of making appropriate lending decisions for financial institutions and reducing loan default rates. In many studies, classification models using artificial intelligence technology have been used. In the financial industry, even if the performance of the new predictive models is excellent, it should be accompanied by an intuitive explanation of the basis on which the result was determined. Recently, the US, EU, and South Korea have commonly presented the right to request explanations of algorithms, so transparency in the use of AI in the financial sector must be secured. In this paper, an artificial intelligence-based interpretable classification prediction model was proposed using corporate bankruptcy data that was open to the outside world. First, data preprocessing, 5-fold cross-validation, etc. were performed, and classification performance was compared through optimization of 10 supervised learning classification models such as logistic regression, SVM, XGBoost, and LightGBM. As a result, LightGBM was confirmed as the best performance model, and SHAP, an explainable artificial intelligence technique, was applied to provide a post-explanation of the bankruptcy prediction process.

Development of machine learning model for reefer container failure determination and cause analysis with unbalanced data (불균형 데이터를 갖는 냉동 컨테이너 고장 판별 및 원인 분석을 위한 기계학습 모형 개발)

  • Lee, Huiwon;Park, Sungho;Lee, Seunghyun;Lee, Seungjae;Lee, Kangbae
    • Journal of the Korea Convergence Society
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    • v.13 no.1
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    • pp.23-30
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    • 2022
  • The failure of the reefer container causes a great loss of cost, but the current reefer container alarm system is inefficient. Existing studies using simulation data of refrigeration systems exist, but studies using actual operation data of refrigeration containers are lacking. Therefore, this study classified the causes of failure using actual refrigerated container operation data. Data imbalance occurred in the actual data, and the data imbalance problem was solved by comparing the logistic regression analysis with ENN-SMOTE and class weight with the 2-stage algorithm developed in this study. The 2-stage algorithm uses XGboost, LGBoost, and DNN to classify faults and normalities in the first step, and to classify the causes of faults in the second step. The model using LGBoost in the 2-stage algorithm was the best with 99.16% accuracy. This study proposes a final model using a two-stage algorithm to solve data imbalance, which is thought to be applicable to other industries.

Machine Learning Model for Recommending Products and Estimating Sales Prices of Reverse Direct Purchase (역직구 상품 추천 및 판매가 추정을 위한 머신러닝 모델)

  • Kyu Ik Kim;Berdibayev Yergali;Soo Hyung Kim;Jin Suk Kim
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.46 no.2
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    • pp.176-182
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    • 2023
  • With about 80% of the global economy expected to shift to the global market by 2030, exports of reverse direct purchase products, in which foreign consumers purchase products from online shopping malls in Korea, are growing 55% annually. As of 2021, sales of reverse direct purchases in South Korea increased 50.6% from the previous year, surpassing 40 million. In order for domestic SMEs(Small and medium sized enterprises) to enter overseas markets, it is important to come up with export strategies based on various market analysis information, but for domestic small and medium-sized sellers, entry barriers are high, such as lack of information on overseas markets and difficulty in selecting local preferred products and determining competitive sales prices. This study develops an AI-based product recommendation and sales price estimation model to collect and analyze global shopping malls and product trends to provide marketing information that presents promising and appropriate product sales prices to small and medium-sized sellers who have difficulty collecting global market information. The product recommendation model is based on the LTR (Learning To Rank) methodology. As a result of comparing performance with nDCG, the Pair-wise-based XGBoost-LambdaMART Model was measured to be excellent. The sales price estimation model uses a regression algorithm. According to the R-Squared value, the Light Gradient Boosting Machine performs best in this model.

Development of Type 2 Prediction Prediction Based on Big Data (빅데이터 기반 2형 당뇨 예측 알고리즘 개발)

  • Hyun Sim;HyunWook Kim
    • The Journal of the Korea institute of electronic communication sciences
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    • v.18 no.5
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    • pp.999-1008
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    • 2023
  • Early prediction of chronic diseases such as diabetes is an important issue, and improving the accuracy of diabetes prediction is especially important. Various machine learning and deep learning-based methodologies are being introduced for diabetes prediction, but these technologies require large amounts of data for better performance than other methodologies, and the learning cost is high due to complex data models. In this study, we aim to verify the claim that DNN using the pima dataset and k-fold cross-validation reduces the efficiency of diabetes diagnosis models. Machine learning classification methods such as decision trees, SVM, random forests, logistic regression, KNN, and various ensemble techniques were used to determine which algorithm produces the best prediction results. After training and testing all classification models, the proposed system provided the best results on XGBoost classifier with ADASYN method, with accuracy of 81%, F1 coefficient of 0.81, and AUC of 0.84. Additionally, a domain adaptation method was implemented to demonstrate the versatility of the proposed system. An explainable AI approach using the LIME and SHAP frameworks was implemented to understand how the model predicts the final outcome.

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.