• 제목/요약/키워드: cross validation

검색결과 1,003건 처리시간 0.024초

Kernel Poisson Regression for Longitudinal Data

  • Shim, Joo-Yong;Seok, Kyung-Ha
    • Journal of the Korean Data and Information Science Society
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    • 제19권4호
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    • pp.1353-1360
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    • 2008
  • An estimating procedure is introduced for the nonlinear mixed-effect Poisson regression, for longitudinal study, where data from different subjects are independent whereas data from same subject are correlated. The proposed procedure provides the estimates of the mean function of the response variables, where the canonical parameter is related to the input vector in a nonlinear form. The generalized cross validation function is introduced to choose optimal hyper-parameters in the procedure. Experimental results are then presented, which indicate the performance of the proposed estimating procedure.

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Feature selection in the semivarying coefficient LS-SVR

  • Hwang, Changha;Shim, Jooyong
    • Journal of the Korean Data and Information Science Society
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    • 제28권2호
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    • pp.461-471
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    • 2017
  • In this paper we propose a feature selection method identifying important features in the semivarying coefficient model. One important issue in semivarying coefficient model is how to estimate the parametric and nonparametric components. Another issue is how to identify important features in the varying and the constant effects. We propose a feature selection method able to address this issue using generalized cross validation functions of the varying coefficient least squares support vector regression (LS-SVR) and the linear LS-SVR. Numerical studies indicate that the proposed method is quite effective in identifying important features in the varying and the constant effects in the semivarying coefficient model.

선형 평활스플라인 함수 추정과 적용 (A Linear Smoothing Spline Estimation and Applications)

  • 윤용화;김경무;김종태
    • Journal of the Korean Data and Information Science Society
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    • 제9권1호
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    • pp.29-36
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    • 1998
  • 본 논문은 Eubank (1994, 1997)에 의해 이론적으로 제안된 선형 평활스플라인 추정량에 대한 알고리즘을 개발함으로 선형 스플라인의 추정을 보다 쉽고 효율적으로 사용할 수 있도록 하는데 목적이 있다. 이 알고리즘을 이용하여 여러가지 모형의 예들에 대하여 추정량의 적합성을 조사하였고, 제시된 선형 평활스플라인 추정량이 비모수 함수 추정의 도구로서 잘 적합됨을 알 수 있었다.

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Two-step LS-SVR for censored regression

  • Bae, Jong-Sig;Hwang, Chang-Ha;Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • 제23권2호
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    • pp.393-401
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    • 2012
  • This paper deals with the estimations of the least squares support vector regression when the responses are subject to randomly right censoring. The estimation is performed via two steps - the ordinary least squares support vector regression and the least squares support vector regression with censored data. We use the empirical fact that the estimated regression functions subject to randomly right censoring are close to the true regression functions than the observed failure times subject to randomly right censoring. The hyper-parameters of model which affect the performance of the proposed procedure are selected by a generalized cross validation function. Experimental results are then presented which indicate the performance of the proposed procedure.

Semiparametric kernel logistic regression with longitudinal data

  • Shim, Joo-Yong;Seok, Kyung-Ha
    • Journal of the Korean Data and Information Science Society
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    • 제23권2호
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    • pp.385-392
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    • 2012
  • Logistic regression is a well known binary classification method in the field of statistical learning. Mixed-effect regression models are widely used for the analysis of correlated data such as those found in longitudinal studies. We consider kernel extensions with semiparametric fixed effects and parametric random effects for the logistic regression. The estimation is performed through the penalized likelihood method based on kernel trick, and our focus is on the efficient computation and the effective hyperparameter selection. For the selection of optimal hyperparameters, cross-validation techniques are employed. Numerical results are then presented to indicate the performance of the proposed procedure.

Sparse Kernel Regression using IRWLS Procedure

  • Park, Hye-Jung
    • Journal of the Korean Data and Information Science Society
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    • 제18권3호
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    • pp.735-744
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    • 2007
  • Support vector machine(SVM) is capable of providing a more complete description of the linear and nonlinear relationships among random variables. In this paper we propose a sparse kernel regression(SKR) to overcome a weak point of SVM, which is, the steep growth of the number of support vectors with increasing the number of training data. The iterative reweighted least squares(IRWLS) procedure is used to solve the optimal problem of SKR with a Laplacian prior. Furthermore, the generalized cross validation(GCV) function is introduced to select the hyper-parameters which affect the performance of SKR. Experimental results are then presented which illustrate the performance of the proposed procedure.

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반복 연산 스트레스의 레벨 인식 시스템 구성에 관한 연구 (A Study on the Construction of Emotion Level Recognition System for Repeated Computational Stresses)

  • 박광훈;김승태;이윤진;장중식;고한우;김동선;신동규
    • 한국감성과학회:학술대회논문집
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    • 한국감성과학회 1999년도 추계학술대회 논문집
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    • pp.145-149
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    • 1999
  • 본 연구에서는 20 대 남자 대학생 45 명에게 세단계의 난이도를 갖는 덧셈연산을 수행하게 하여 반복 연산 스트레스를 유발시켰고, 각각의 피검자들로부터 생체신호를 측정하였다. 측정된 생체신호로부터 8 개의 감성 파라메터를 추출하였다. 연산스트레스의 감성지수화를 위하여 세단계의 감성지수 인식 시스템을 구성하였으며 각 단계의 감성지수 판별을 위하여 선형 판별 알고리즘을 이용하였다. 판별성능 분석은 Cross Validation 을 통하여 수행하였으며 연산스트레스의 감성지수 인식율은, 학습용 데이타에서는 77.66% Cross Validation 에서는 63.02%의 일반화된 감성지수 인식성능을 보였다.

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Multiclass Classification via Least Squares Support Vector Machine Regression

  • Shim, Joo-Yong;Bae, Jong-Sig;Hwang, Chang-Ha
    • Communications for Statistical Applications and Methods
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    • 제15권3호
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    • pp.441-450
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    • 2008
  • In this paper we propose a new method for solving multiclass problem with least squares support vector machine(LS-SVM) regression. This method implements one-against-all scheme which is as accurate as any other approach. We also propose cross validation(CV) method to select effectively the optimal values of hyper-parameters which affect the performance of the proposed multiclass method. Experimental results are then presented which indicate the performance of the proposed multiclass method.

Support Vector Quantile Regression with Weighted Quadratic Loss Function

  • Shim, Joo-Yong;Hwang, Chang-Ha
    • Communications for Statistical Applications and Methods
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    • 제17권2호
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    • pp.183-191
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    • 2010
  • Support vector quantile regression(SVQR) is capable of providing more complete description of the linear and nonlinear relationships among random variables. In this paper we propose an iterative reweighted least squares(IRWLS) procedure to solve the problem of SVQR with a weighted quadratic loss function. Furthermore, we introduce the generalized approximate cross validation function to select the hyperparameters which affect the performance of SVQR. Experimental results are then presented which illustrate the performance of the IRWLS procedure for SVQR.

확산 텐서 영상과 뇌척수액을 이용한 파킨슨병의 조기 진단 모델 개발 (Development of a model for early detection of Parkinson's disease using diffusion tensor imaging and cerebrospinal fluid)

  • 강신태;이욱;박병규;한경숙
    • 한국정보처리학회:학술대회논문집
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    • 한국정보처리학회 2014년도 춘계학술발표대회
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    • pp.753-756
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    • 2014
  • 파킨슨병은 도파민계 신경이 파괴되는 질병으로 알츠하이머병과 함께 대표적인 퇴행성 뇌 질환으로 병의 진행을 완화시킬 수 있는 치료법이 존재하기 때문에 병의 진단이 굉장히 중요하다. 파킨슨병을 진단하기 위한 과거의 연구는 대부분 단일 생체지표를 이용하는 것이었지만 이러한 방법에는 한계성이 존재한다. 따라서 본 연구에서는 생화학적 생체지표인 뇌척수액 내의 ${\alpha}-synuclein$ 단백질 수치와 영상학적 생체지표인 확산 텐서 영상의 여러 모수들을 결합한 융합 생체지표를 특징으로 사용하는 파킨슨병 진단 모델을 개발하고 성능을 평가하였다. 10-fold cross validation 에서 모든 성능지표에 대해 최고 100%를 보였으며, cross validation 의 과적합을 감안하더라도 파킨슨병의 조기진단에 유용하게 사용될 수 있는 가능성을 제시하였다.