• 제목/요약/키워드: quadratic loss function

검색결과 49건 처리시간 0.022초

보조벡터 머신을 이용한 시계열 예측에 관한 연구 (A study on the Time Series Prediction Using the Support Vector Machine)

  • 강환일;정요원;송영기
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 2000년도 제15차 학술회의논문집
    • /
    • pp.315-315
    • /
    • 2000
  • In this paper, we perform the time series prediction using the SVM(Support Vector Machine). We make use of two different loss functions and two different kernel functions; i) Quadratic and $\varepsilon$-insensitive loss function are used; ii) GRBF(Gaussian Radial Basis Function) and ERBF(Exponential Radial Basis Function) are used. Mackey-Glass time series are used for prediction. For both cases, we compare the results by the SVM to those by ANN(Artificial Neural Network) and show the better performance by SVM than that by ANN.

Multiclass Support Vector Machines with SCAD

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
    • /
    • 제19권5호
    • /
    • pp.655-662
    • /
    • 2012
  • Classification is an important research field in pattern recognition with high-dimensional predictors. The support vector machine(SVM) is a penalized feature selector and classifier. It is based on the hinge loss function, the non-convex penalty function, and the smoothly clipped absolute deviation(SCAD) suggested by Fan and Li (2001). We developed the algorithm for the multiclass SVM with the SCAD penalty function using the local quadratic approximation. For multiclass problems we compared the performance of the SVM with the $L_1$, $L_2$ penalty functions and the developed method.

Sufficient Conditions for the Admissibility of Estimators in the Multiparameter Exponential Family

  • Dong, Kyung-Hwa;Kim, Byung-Hwee
    • Journal of the Korean Statistical Society
    • /
    • 제22권1호
    • /
    • pp.55-69
    • /
    • 1993
  • Consider the problem of estimating an arbitrary continuous vector function under a weighted quadratic loss in the multiparameter exponential family with the density of the natural form. We first provide, using Blyth's (1951) method, a set of sufficient conditions for the admisibility of (possibly generalized Bayes) estimators and then treat some examples for normal, Poisson, and gamma distributions as applications of the main result.

  • PDF

Simultaneous Optimization Using Loss Functions in Multiple Response Robust Designs

  • Kwon, Yong Man
    • 통합자연과학논문집
    • /
    • 제14권3호
    • /
    • pp.73-77
    • /
    • 2021
  • Robust design is an approach to reduce the performance variation of mutiple responses in products and processes. In fact, in many experimental designs require the simultaneous optimization of multiple responses. In this paper, we propose how to simultaneously optimize multiple responses for robust design when data are collected from a combined array. The proposed method is based on the quadratic loss function. An example is illustrated to show the proposed method.

EDF 기대손실에 기초한 로버스트 공정능력지수 (A Robust Process Capability Index based on EDF Expected Loss)

  • 임태진;송현석
    • 품질경영학회지
    • /
    • 제31권1호
    • /
    • pp.109-122
    • /
    • 2003
  • This paper presents a robust process capability index(PCI) based on the expected loss derived from the empirical distribution function(EDF). We propose the EDF expected loss in order to develop a PCI that does not depends on the underlying process distribution. The EDF expected loss depends only on the sample data, so the PCI based on it is robust and it does nor require complex calculations. The inverted normal loss function(INLF) is employed in order to overcome the drawback of the quadratic loss which may Increase unboundedly outside the specification limits. A comprehensive simulation study was performed under various process distributions, in order to compare the accuracy and the precision of the proposed PCI with those of the PCI based on the expected loss derived from the normal distribution. The proposed PCI turned out to be more accurate than the normal PCI in most cases, especially when the process distribution has high kurtosis or skewness. It is expected that the proposed PCI can be utilized In real processes where the true distribution family may not be known.

주파수 변조 DANTE를 이용한 자화율 효과의 감소 (Reduction of Susceptibility Effect Using Frequency Modulation DANTE)

  • 정성택;홍인기;김지훈;노용만;조장희
    • 대한의용생체공학회:학술대회논문집
    • /
    • 대한의용생체공학회 1995년도 추계학술대회
    • /
    • pp.167-170
    • /
    • 1995
  • An frequency modulated (FM) DANTE pulse sequence generates a quadratic phase toward the transverse of image by an FM RF pulse. In the image of a serious susceptibility effect, the phase due to the difference of the susceptibility in the pixel occurs susceptibility error which arise signal loss. But the signal loss due to the susceptibility effect in the pixel is reduced when the quadratic phase adds in the pixel. In this paper, we have generated a quadratic function toward the transverse (X-Y) using FM DANTE sequence and the susceptibility effect is reduced in the gradient echo (GE) imaging. Computer simulation and experimental results is obtained by using a whole-body KAIS 2.0T NMR system.

  • PDF

이차손실함수 하에서 최적 공정평균 및 규격하한 (Optimum Mean Value and Lower Limit under a Quadratic Loss Function)

  • 홍성훈;최성일;임훈;반재석
    • 품질경영학회지
    • /
    • 제28권4호
    • /
    • pp.194-203
    • /
    • 2000
  • This paper is concerned with an economic selection of both the process mean and the lower limit for a continuous production process with the quadratic loss function. It is assumed that the quality characteristic is normally distributed with a known variability. A profit model is developed which involves selling price, production cost, reprocessing cost and the cost which is incurred by imperfect quality. Methods of finding optimum values of the process mean and the lower limit are presented, and a numerical example is given.

  • PDF

이차손실함수를 이용한 유동적인 공정수행척도 (Flexible Process Performance Measures by Quadratic Loss Function)

  • 정영배
    • 산업경영시스템학회지
    • /
    • 제18권36호
    • /
    • pp.275-285
    • /
    • 1995
  • In recent years there has been increasing interest in the issue of process centering in manufacturing process, The traditional process capability indices Cp, Cpk and Cpu are used to provide measure of process performance, but these indices do not represent the issue of process centering. A new measure of the process capability index Cpm is proposed that takes into account the proximity to the target value as well as the process variation when assessing process performance. However, Cpm only considers acceptance cost for deviation from target value within specification limits, do not includes economic consideration for rejected items. This paper proposes flexible process performance measures that considered quadratic loss function caused by quality deviation within specification limits, rejection cost associated with the disposition of rejected items, and inspection cost. In this model disposition of rejected items are considered under perfect corrective procedures and the absence of perfect corrective procedures.

  • PDF

Weighted Support Vector Machines with the SCAD Penalty

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
    • /
    • 제20권6호
    • /
    • pp.481-490
    • /
    • 2013
  • Classification is an important research area as data can be easily obtained even if the number of predictors becomes huge. The support vector machine(SVM) is widely used to classify a subject into a predetermined group because it gives sound theoretical background and better performance than other methods in many applications. The SVM can be viewed as a penalized method with the hinge loss function and penalty functions. Instead of $L_2$ penalty function Fan and Li (2001) proposed the smoothly clipped absolute deviation(SCAD) satisfying good statistical properties. Despite the ability of SVMs, they have drawbacks of non-robustness when there are outliers in the data. We develop a robust SVM method using a weight function with the SCAD penalty function based on the local quadratic approximation. We compare the performance of the proposed SVM with the SVM using the $L_1$ and $L_2$ penalty functions.

e-SVR using IRWLS Procedure

  • Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
    • /
    • 제16권4호
    • /
    • pp.1087-1094
    • /
    • 2005
  • e-insensitive support vector regression(e-SVR) 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 quadratic problem of e-SVR with a modified loss function. Furthermore, we introduce the generalized approximate cross validation function to select the hyperparameters which affect the performance of e-SVR. Experimental results are then presented which illustrate the performance of the IRWLS procedure for e-SVR.

  • PDF