• Title/Summary/Keyword: penalty approach

검색결과 127건 처리시간 0.031초

A convenient approach for penalty parameter selection in robust lasso regression

  • Kim, Jongyoung;Lee, Seokho
    • Communications for Statistical Applications and Methods
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    • 제24권6호
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    • pp.651-662
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    • 2017
  • We propose an alternative procedure to select penalty parameter in $L_1$ penalized robust regression. This procedure is based on marginalization of prior distribution over the penalty parameter. Thus, resulting objective function does not include the penalty parameter due to marginalizing it out. In addition, its estimating algorithm automatically chooses a penalty parameter using the previous estimate of regression coefficients. The proposed approach bypasses cross validation as well as saves computing time. Variable-wise penalization also performs best in prediction and variable selection perspectives. Numerical studies using simulation data demonstrate the performance of our proposals. The proposed methods are applied to Boston housing data. Through simulation study and real data application we demonstrate that our proposals are competitive to or much better than cross-validation in prediction, variable selection, and computing time perspectives.

AN EXACT LOGARITHMIC-EXPONENTIAL MULTIPLIER PENALTY FUNCTION

  • Lian, Shu-jun
    • Journal of applied mathematics & informatics
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    • 제28권5_6호
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    • pp.1477-1487
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    • 2010
  • In this paper, we give a solving approach based on a logarithmic-exponential multiplier penalty function for the constrained minimization problem. It is proved exact in the sense that the local optimizers of a nonlinear problem are precisely the local optimizers of the logarithmic-exponential multiplier penalty problem.

사출성형에서의 Penalty Formulation을 이용한 Packing 과정 해석 (Analysis of Packing Procedure Using Penalty Formulation in Injection Molding)

  • 강성용;김승모;김선경;이우일;김대환;김우규;김형채
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2004년도 추계학술대회
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    • pp.916-921
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    • 2004
  • The penalty method has been widely applied to analyses of incompressible fluid flow. However, we have not yet found any prior studies that employed penalty method to analyze compressible fluid flow. In this study, with an eye on the apparent similarity between the slight compressible formulation and the penalty formulation, we have proposed a new approximate approach that can analyze compressible packing process using the penalty parameter l. Based on the assumption of the isothermal flow, a set of reference solutions was obtained to verify the validity of the proposed scheme. Furthermore, we have applied the proposed scheme to the analysis of the packing process of different cases.

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정밀 사출성형에서의 Penalty Formulation을 이용한 Packing 과정 해석 (Analysis of Packing Procedure Using Penalty Formulation in Precision Injection Molding)

  • 김선경;김승모;최두선;이우일;강성용
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 2005년도 추계학술대회 논문집
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    • pp.105-110
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    • 2005
  • The penalty method has been widely applied to analyses of incompressible fluid flow. However, we have not yet found any prior studies that employed penalty method to analyze compressible fluid flow. In this study, with an eye on the apparent similarity between the slight compressible formulation and the penalty formulation, we have proposed a modified approximate approach that can analyze compressible packing process using the penalty parameter, which is an improvement on an earlier formulation (KSME, 2004B). Based on the assumption of the isothermal flow, a set of reference solutions was obtained to verify the validity of the proposed scheme. Furthermore, we have applied the proposed scheme to the analysis of the packing process of different cases.

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개선된 유전 알고리즘을 이용한 경제급전 문제해석 (Economic Dispatch Problem Using Advanced Genetic Algorithms)

  • 박종남;김진오
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1997년도 하계학술대회 논문집 D
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    • pp.1106-1108
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    • 1997
  • This paper presents a new approach on genetic algorithms to economic dispatch problem for valve point discontinuities. Proposed approach in this paper on genetic algorithms improves the performance to solve economic dispatch problem for valve point discontinuities through combination in penalty function with death penalty, generation-apart elitism, atavism and heuristic crossover. Numerical results on an actual utility system consisted of 13 thermal units show that the proposed approach is faster and robuster than classical genetic algorithm.

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엘보가 있는 배관계의 유동해석 (Flow Analysis in the Piping System with Elbows)

  • 양희천;박상규
    • 한국마린엔지니어링학회:학술대회논문집
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    • 한국마린엔지니어링학회 2001년도 추계학술대회 논문집(Proceeding of the KOSME 2001 Autumn Annual Meeting)
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    • pp.3-7
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    • 2001
  • Although elbows are commonly used in practice, many questions regarding the optimum arrangement still remain unanswered. The effect due to an elbow lasts for a considerable distance downstream of the elbow and is severe when two elbows are in the system. The goal of this study is to provide an effective guide for the optimum arrangement of elbows and the optimum design of the approach piping system.

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Parametric Study for the Low BVI Noise Rotor Blade Design

  • Hwang, Chang-Jeon;Joo, Gene
    • International Journal of Aeronautical and Space Sciences
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    • 제4권1호
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    • pp.88-98
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    • 2003
  • Compared to the noise limits (CAN7) specified in ICAO Annex 16 for civil helicopters, the Lynx helicopter equipped with BERP blades has only 0.2 EPNdB margin in the approach case although it has more than 4 EPNdB margin in fly-over and take-off conditions. The objectives of the study described in this paper were to devise a low noise main rotor blade for the Lynx using UEAF combined with the high resolution airload model ACROT. A design requirement is that the new blade, KBERP (Korean BERP) blade should achieve a significant reduction in noise during approach(at least 6EPNdB margin) without any noise penalty in fly-over and take-off conditions and minimal performance penalty. It was decided to investigate a tip modification to the BERP blade, employing the twin vortex concept to reduce the BVI noise and to retain the excellent high speed performance characteristics of BERP. Through the parametric study, the KBERP blade with optimized twin vortices has at least a 9 EPNdB noise margin in approach flight condition with only a small penalty in fly-over and take-off conditions. The KBERP tip is thus a very cost effective wav to reduce BVI noise during approach.

A STOCHASTIC VARIANCE REDUCTION METHOD FOR PCA BY AN EXACT PENALTY APPROACH

  • Jung, Yoon Mo;Lee, Jae Hwa;Yun, Sangwoon
    • 대한수학회보
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    • 제55권4호
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    • pp.1303-1315
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    • 2018
  • For principal component analysis (PCA) to efficiently analyze large scale matrices, it is crucial to find a few singular vectors in cheaper computational cost and under lower memory requirement. To compute those in a fast and robust way, we propose a new stochastic method. Especially, we adopt the stochastic variance reduced gradient (SVRG) method [11] to avoid asymptotically slow convergence in stochastic gradient descent methods. For that purpose, we reformulate the PCA problem as a unconstrained optimization problem using a quadratic penalty. In general, increasing the penalty parameter to infinity is needed for the equivalence of the two problems. However, in this case, exact penalization is guaranteed by applying the analysis in [24]. We establish the convergence rate of the proposed method to a stationary point and numerical experiments illustrate the validity and efficiency of the proposed method.

Valve Point 효과가 고려된 경제급전에서의 유전알고리즘 응용 (Genetic Algorithm Based Economic Dispatch with Valve Point Effect)

  • 박종남;박경원;김지홍;김진오
    • 대한전기학회논문지:전력기술부문A
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    • 제48권3호
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    • pp.203-211
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    • 1999
  • This paper presents a new approach on genetic on genetic algorithm to economic dispatch problem for valve point discontinuities. Proposed approach in this paper on genetic algorithms improves the performance to solve economic dispatch problem for valve point discontivuities through improved death penalty method, generation-apart elitism, atavism and sexual selection with sexual distinction. Numerical results on a test system consisting of 13 thermal units show that the proposed approach is faster, more robust and powerful than conventional genetic algorithms.

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Valve Point 효과가 고려된 경제급전 문제에서의 유전알고리즘 응용 (Genetic Algorithm Based Economic Dispatch with Valve Point Loading)

  • 박종남;박상기;김진오
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1996년도 추계학술대회 논문집 학회본부
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    • pp.172-174
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    • 1996
  • This paper presents a new approach on genetic algorithms to economic dispatch problem for valve point discontinuities. Although it has been already shown that genetic algorithm was more powerful to economic dispatch problem for valve point discontinuities than other optimization algorithms, proposed approach in this paper on genetic algorithms improves the performance to solve economic dispatch problem for valve point discontinuities through combination in penalty function with death penalty, generation-apart elitism and heuristic crossover. Numerical results on an actural utility system consisted of 13 thermal units show that the proposed approach is faster and robuster than the classical genetic algorithm.

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