• Title/Summary/Keyword: shapley

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An Empirical Study on the Contribution of Housing Price to Low Fertility (주택가격 상승 충격의 저출산 심화 기여도 연구)

  • Park, Jinbaek
    • The Journal of the Convergence on Culture Technology
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    • v.7 no.4
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    • pp.607-612
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    • 2021
  • This study estimated the impact of the shock of housing price increase on the total fertility rate and the contribution of each variable to changes in the TFR. This study is differentiated by estimating the contribution rate of each variable to the fertility rate through the Shapley decomposition and the panel VAR's forecast error variance decomposition, which previous studies have not attempted. The main results of this study are as follows. First, the decline in the TFR in Korea has been strongly influenced by the recent decline in the total fertility rate, and this influence is expected to continue in the future. In the case of housing costs, in the past, housing sales prices had a relatively small contribution to changes in the total fertility rate compared to the jeonse prices, but their influence is expected to increase in the long term in the future. It has been demonstrated that private education expenses other than housing sale price and Jeonse price also acted as a major cause of the decline in the total fertility rate.

Prediction of Stock Returns from News Article's Recommended Stocks Using XGBoost and LightGBM Models

  • Yoo-jin Hwang;Seung-yeon Son;Zoon-ky Lee
    • Journal of the Korea Society of Computer and Information
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    • v.29 no.2
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    • pp.51-59
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    • 2024
  • This study examines the relationship between the release of the news and the individual stock returns. Investors utilize a variety of information sources to maximize stock returns when establishing investment strategies. News companies publish their articles based on stock recommendation reports of analysts, enhancing the reliability of the information. Defining release of a stock-recommendation news article as an event, we examine its economic impacts and propose a binary classification model that predicts the stock return 10 days after the event. XGBoost and LightGBM models are applied for the study with accuracy of 75%, 71% respectively. In addition, after categorizing the recommended stocks based on the listed market(KOSPI/KOSDAQ) and market capitalization(Big/Small), this study verifies difference in the accuracy of models across four sub-datasets. Finally, by conducting SHAP(Shapley Additive exPlanations) analysis, we identify the key variables in each model, reinforcing the interpretability of models.

Hybrid machine learning with moth-flame optimization methods for strength prediction of CFDST columns under compression

  • Quang-Viet Vu;Dai-Nhan Le;Thai-Hoan Pham;Wei Gao;Sawekchai Tangaramvong
    • Steel and Composite Structures
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    • v.51 no.6
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    • pp.679-695
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    • 2024
  • This paper presents a novel technique that combines machine learning (ML) with moth-flame optimization (MFO) methods to predict the axial compressive strength (ACS) of concrete filled double skin steel tubes (CFDST) columns. The proposed model is trained and tested with a dataset containing 125 tests of the CFDST column subjected to compressive loading. Five ML models, including extreme gradient boosting (XGBoost), gradient tree boosting (GBT), categorical gradient boosting (CAT), support vector machines (SVM), and decision tree (DT) algorithms, are utilized in this work. The MFO algorithm is applied to find optimal hyperparameters of these ML models and to determine the most effective model in predicting the ACS of CFDST columns. Predictive results given by some performance metrics reveal that the MFO-CAT model provides superior accuracy compared to other considered models. The accuracy of the MFO-CAT model is validated by comparing its predictive results with existing design codes and formulae. Moreover, the significance and contribution of each feature in the dataset are examined by employing the SHapley Additive exPlanations (SHAP) method. A comprehensive uncertainty quantification on probabilistic characteristics of the ACS of CFDST columns is conducted for the first time to examine the models' responses to variations of input variables in the stochastic environments. Finally, a web-based application is developed to predict ACS of the CFDST column, enabling rapid practical utilization without requesting any programing or machine learning expertise.

Prediction of Disk Cutter Wear Considering Ground Conditions and TBM Operation Parameters (지반 조건과 TBM 운영 파라미터를 고려한 디스크 커터 마모 예측)

  • Yunseong Kang;Tae Young Ko
    • Tunnel and Underground Space
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    • v.34 no.2
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    • pp.143-153
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    • 2024
  • Tunnel Boring Machine (TBM) method is a tunnel excavation method that produces lower levels of noise and vibration during excavation compared to drilling and blasting methods, and it offers higher stability. It is increasingly being applied to tunnel projects worldwide. The disc cutter is an excavation tool mounted on the cutterhead of a TBM, which constantly interacts with the ground at the tunnel face, inevitably leading to wear. In this study quantitatively predicted disc cutter wear using geological conditions, TBM operational parameters, and machine learning algorithms. Among the input variables for predicting disc cutter wear, the Uniaxial Compressive Strength (UCS) is considerably limited compared to machine and wear data, so the UCS estimation for the entire section was first conducted using TBM machine data, and then the prediction of the Coefficient of Wearing rate(CW) was performed with the completed data. Comparing the performance of CW prediction models, the XGBoost model showed the highest performance, and SHapley Additive exPlanation (SHAP) analysis was conducted to interpret the complex prediction model.

Defect Prediction and Variable Impact Analysis in CNC Machining Process (CNC 가공 공정 불량 예측 및 변수 영향력 분석)

  • Hong, Ji Soo;Jung, Young Jin;Kang, Sung Woo
    • Journal of Korean Society for Quality Management
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    • v.52 no.2
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    • pp.185-199
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    • 2024
  • Purpose: The improvement of yield and quality in product manufacturing is crucial from the perspective of process management. Controlling key variables within the process is essential for enhancing the quality of the produced items. In this study, we aim to identify key variables influencing product defects and facilitate quality enhancement in CNC machining process using SHAP(SHapley Additive exPlanations) Methods: Firstly, we conduct model training using boosting algorithm-based models such as AdaBoost, GBM, XGBoost, LightGBM, and CatBoost. The CNC machining process data is divided into training data and test data at a ratio 9:1 for model training and test experiments. Subsequently, we select a model with excellent Accuracy and F1-score performance and apply SHAP to extract variables influencing defects in the CNC machining process. Results: By comparing the performances of different models, the selected CatBoost model demonstrated an Accuracy of 97% and an F1-score of 95%. Using Shapley Value, we extract key variables that positively of negatively impact the dependent variable(good/defective product). We identify variables with relatively low importance, suggesting variables that should be prioritized for management. Conclusion: The extraction of key variables using SHAP provides explanatory power distinct from traditional machine learning techniques. This study holds significance in identifying key variables that should be prioritized for management in CNC machining process. It is expected to contribute to enhancing the production quality of the CNC machining process.

Energy Efficient Multiple Path Routing Algorithm for Wireless Ad Hoc Networks (에드 혹 네트워크에서의 에너지 효율에 기반을 둔 다중 경로 선택 기법)

  • Lee, Ki-Seop;Kim, Sung-Wook
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.35 no.5B
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    • pp.734-740
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    • 2010
  • In this paper, we propose an effective energy management algorithm for wireless networks. The proposed algorithm sets the multiple routing paths and transmits routing packets based on the cooperative game model. This approach can enhance the network performance under different and diversified network situations. The simulation results demonstrate that the proposed algorithm generally exhibits superior performance compared with the other existing scheme under light to heavy traffic loads.

Synthesis and Fluxionality of a Tungsten-Triosmium Cluster Compound $CpWOs_3(CO)_{11}({\mu}_3-CTol)$

  • Park, Joon T.;Shapley, John R.
    • Bulletin of the Korean Chemical Society
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    • v.11 no.6
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    • pp.531-534
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    • 1990
  • The reaction of $Os_3(CO)_{10}(NCMe)_2$ with a tungsten alkylidyne $Cp(CO)_2W{\equiv}CTol(Cp={\eta}^5-C_5H_5,\;Tol=p-C_6H_4Me)$ produces the compound, $CpWOs_3(CO)_{11}({\mu}_3-CTol)$(1). The structure of compound 1 can be viewed as one in which the metalla-alkyne, $Cp(CO)_2W{\equiv}CTol$, is ${\mu}_3-{\eta}^2-{\bot}$ (perpendicular) bound to an $Os_3(CO)_9$ fragment. Variable-temperature $^{13}C$ NMR spectra of 1 show no evidence for the analogous rotation of the metalla-alkyne molecule as shown alkyne rotation in $Os_3(CO)_9(C_2Tol_2)$ compound. This lack of the metalla-alkyne fluxionality supports the apparent saturated nature of compound 1.

Bankruptcy Prediction with Explainable Artificial Intelligence for Early-Stage Business Models

  • Tuguldur Enkhtuya;Dae-Ki Kang
    • International Journal of Internet, Broadcasting and Communication
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    • v.15 no.3
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    • pp.58-65
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    • 2023
  • Bankruptcy is a significant risk for start-up companies, but with the help of cutting-edge artificial intelligence technology, we can now predict bankruptcy with detailed explanations. In this paper, we implemented the Category Boosting algorithm following data cleaning and editing using OpenRefine. We further explained our model using the Shapash library, incorporating domain knowledge. By leveraging the 5C's credit domain knowledge, financial analysts in banks or investors can utilize the detailed results provided by our model to enhance their decision-making processes, even without extensive knowledge about AI. This empowers investors to identify potential bankruptcy risks in their business models, enabling them to make necessary improvements or reconsider their ventures before proceeding. As a result, our model serves as a "glass-box" model, allowing end-users to understand which specific financial indicators contribute to the prediction of bankruptcy. This transparency enhances trust and provides valuable insights for decision-makers in mitigating bankruptcy risks.

Crime Prediction and Factor Analysis of Incheon Metropolitan City Using Explainable Artificial Intelligence (설명 가능 인공지능 기술을 적용한 인천광역시 범죄 예측 및 요인 분석)

  • Kim, Da-Hyun;Kim, You-Kyung;Kim, Hyon-Hee
    • Annual Conference of KIPS
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    • 2022.11a
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    • pp.513-515
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    • 2022
  • 본 연구는 범죄를 발생시키는데 관련된 여러가지 요인들을 기반으로 범죄 예측 모델을 생성하고 설명 가능 인공지능 기술을 적용하여 인천 광역시를 대상으로 범죄 발생에 영향을 미치는 요인들을 분석하였다. 범죄 예측 모델 생성을 위해 XG Boost 알고리즘을 적용하였으며, 설명 가능 인공지능 기술로는 Shapley Additive exPlanations (SHAP)을 사용하였다. 기존 관련 사례들을 참고하여 범죄 예측에 사용된 변수를 선정하였고 변수에 대한 데이터는 공공 데이터를 수집하였다. 실험 결과 성매매단속 현황과 청소년 실종 가출 신고 현황이 범죄 발생에 큰 영향을 미치는 주요 요인으로 나타났다. 제안하는 모델은 범죄 발생 지역, 요인들을 미리 예측하여 제시함으로써 범죄 예방에 사용되는 인력자원, 물적자원 등을 용이하게 쓸 수 있도록 활용할 수 있다.

A Framework for Early Detection and Interpretation of Concept Drift (컨셉 드리프트를 고려한 조기탐지 및 해석 프레임워크)

  • Min-Jung Kang;Su-Bin Oh;Sang-Min Lee
    • Annual Conference of KIPS
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    • 2023.11a
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    • pp.701-704
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    • 2023
  • 본 연구는 반도체 제조 과정에서 생산 가용 능력이 저하되는 시점을 조기 탐지하기 위한 프레임워크를 제안한다. 이를 위해 데이터 패턴의 불규칙한 변동이 잦은 환경에서 모델의 재학습 없이 최적의 성능을 유지할 수 있도록 온라인 학습 방식을 활용하였다. Augmented Dicky-Fuller test 를 통해 데이터의 정상성 여부를 검정하고, 데이터에 변화가 있을 경우 학습 모델은 지속적으로 업데이트된다. 특히, 상한 재공재고는 생산량과 직결되는 주요 지표로써, 낮게 예측된 시점에서 주요 원인 변수를 파악하는 것이 중요하다. 따라서 정확도와 효율성 측면에서 다른 모델 대비 가장 우수한 성능을 보였던 제안 기법에 shapley additive explanations(SHAP)을 적용하여 생산 저하 시 문제가 되는 원인 변수를 분석하고자 하였다.