• Title/Summary/Keyword: 랜덤서브스페이스

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Exploring the Feature Selection Method for Effective Opinion Mining: Emphasis on Particle Swarm Optimization Algorithms

  • Eo, Kyun Sun;Lee, Kun Chang
    • Journal of the Korea Society of Computer and Information
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    • v.25 no.11
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    • pp.41-50
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    • 2020
  • Sentimental analysis begins with the search for words that determine the sentimentality inherent in data. Managers can understand market sentimentality by analyzing a number of relevant sentiment words which consumers usually tend to use. In this study, we propose exploring performance of feature selection methods embedded with Particle Swarm Optimization Multi Objectives Evolutionary Algorithms. The performance of the feature selection methods was benchmarked with machine learning classifiers such as Decision Tree, Naive Bayesian Network, Support Vector Machine, Random Forest, Bagging, Random Subspace, and Rotation Forest. Our empirical results of opinion mining revealed that the number of features was significantly reduced and the performance was not hurt. In specific, the Support Vector Machine showed the highest accuracy. Random subspace produced the best AUC results.

Developing an Ensemble Classifier for Bankruptcy Prediction (부도 예측을 위한 앙상블 분류기 개발)

  • Min, Sung-Hwan
    • Journal of the Korea Industrial Information Systems Research
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    • v.17 no.7
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    • pp.139-148
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    • 2012
  • An ensemble of classifiers is to employ a set of individually trained classifiers and combine their predictions. It has been found that in most cases the ensembles produce more accurate predictions than the base classifiers. Combining outputs from multiple classifiers, known as ensemble learning, is one of the standard and most important techniques for improving classification accuracy in machine learning. An ensemble of classifiers is efficient only if the individual classifiers make decisions as diverse as possible. Bagging is the most popular method of ensemble learning to generate a diverse set of classifiers. Diversity in bagging is obtained by using different training sets. The different training data subsets are randomly drawn with replacement from the entire training dataset. The random subspace method is an ensemble construction technique using different attribute subsets. In the random subspace, the training dataset is also modified as in bagging. However, this modification is performed in the feature space. Bagging and random subspace are quite well known and popular ensemble algorithms. However, few studies have dealt with the integration of bagging and random subspace using SVM Classifiers, though there is a great potential for useful applications in this area. The focus of this paper is to propose methods for improving SVM performance using hybrid ensemble strategy for bankruptcy prediction. This paper applies the proposed ensemble model to the bankruptcy prediction problem using a real data set from Korean companies.

Investigating Dynamic Mutation Process of Issues Using Unstructured Text Analysis (부도예측을 위한 KNN 앙상블 모형의 동시 최적화)

  • Min, Sung-Hwan
    • Journal of Intelligence and Information Systems
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    • v.22 no.1
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    • pp.139-157
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    • 2016
  • Bankruptcy involves considerable costs, so it can have significant effects on a country's economy. Thus, bankruptcy prediction is an important issue. Over the past several decades, many researchers have addressed topics associated with bankruptcy prediction. Early research on bankruptcy prediction employed conventional statistical methods such as univariate analysis, discriminant analysis, multiple regression, and logistic regression. Later on, many studies began utilizing artificial intelligence techniques such as inductive learning, neural networks, and case-based reasoning. Currently, ensemble models are being utilized to enhance the accuracy of bankruptcy prediction. Ensemble classification involves combining multiple classifiers to obtain more accurate predictions than those obtained using individual models. Ensemble learning techniques are known to be very useful for improving the generalization ability of the classifier. Base classifiers in the ensemble must be as accurate and diverse as possible in order to enhance the generalization ability of an ensemble model. Commonly used methods for constructing ensemble classifiers include bagging, boosting, and random subspace. The random subspace method selects a random feature subset for each classifier from the original feature space to diversify the base classifiers of an ensemble. Each ensemble member is trained by a randomly chosen feature subspace from the original feature set, and predictions from each ensemble member are combined by an aggregation method. The k-nearest neighbors (KNN) classifier is robust with respect to variations in the dataset but is very sensitive to changes in the feature space. For this reason, KNN is a good classifier for the random subspace method. The KNN random subspace ensemble model has been shown to be very effective for improving an individual KNN model. The k parameter of KNN base classifiers and selected feature subsets for base classifiers play an important role in determining the performance of the KNN ensemble model. However, few studies have focused on optimizing the k parameter and feature subsets of base classifiers in the ensemble. This study proposed a new ensemble method that improves upon the performance KNN ensemble model by optimizing both k parameters and feature subsets of base classifiers. A genetic algorithm was used to optimize the KNN ensemble model and improve the prediction accuracy of the ensemble model. The proposed model was applied to a bankruptcy prediction problem by using a real dataset from Korean companies. The research data included 1800 externally non-audited firms that filed for bankruptcy (900 cases) or non-bankruptcy (900 cases). Initially, the dataset consisted of 134 financial ratios. Prior to the experiments, 75 financial ratios were selected based on an independent sample t-test of each financial ratio as an input variable and bankruptcy or non-bankruptcy as an output variable. Of these, 24 financial ratios were selected by using a logistic regression backward feature selection method. The complete dataset was separated into two parts: training and validation. The training dataset was further divided into two portions: one for the training model and the other to avoid overfitting. The prediction accuracy against this dataset was used to determine the fitness value in order to avoid overfitting. The validation dataset was used to evaluate the effectiveness of the final model. A 10-fold cross-validation was implemented to compare the performances of the proposed model and other models. To evaluate the effectiveness of the proposed model, the classification accuracy of the proposed model was compared with that of other models. The Q-statistic values and average classification accuracies of base classifiers were investigated. The experimental results showed that the proposed model outperformed other models, such as the single model and random subspace ensemble model.

Optimization of Random Subspace Ensemble for Bankruptcy Prediction (재무부실화 예측을 위한 랜덤 서브스페이스 앙상블 모형의 최적화)

  • Min, Sung-Hwan
    • Journal of Information Technology Services
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    • v.14 no.4
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    • pp.121-135
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    • 2015
  • Ensemble classification is to utilize multiple classifiers instead of using a single classifier. Recently ensemble classifiers have attracted much attention in data mining community. Ensemble learning techniques has been proved to be very useful for improving the prediction accuracy. Bagging, boosting and random subspace are the most popular ensemble methods. In random subspace, each base classifier is trained on a randomly chosen feature subspace of the original feature space. The outputs of different base classifiers are aggregated together usually by a simple majority vote. In this study, we applied the random subspace method to the bankruptcy problem. Moreover, we proposed a method for optimizing the random subspace ensemble. The genetic algorithm was used to optimize classifier subset of random subspace ensemble for bankruptcy prediction. This paper applied the proposed genetic algorithm based random subspace ensemble model to the bankruptcy prediction problem using a real data set and compared it with other models. Experimental results showed the proposed model outperformed the other models.

Investigating Opinion Mining Performance by Combining Feature Selection Methods with Word Embedding and BOW (Bag-of-Words) (속성선택방법과 워드임베딩 및 BOW (Bag-of-Words)를 결합한 오피니언 마이닝 성과에 관한 연구)

  • Eo, Kyun Sun;Lee, Kun Chang
    • Journal of Digital Convergence
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    • v.17 no.2
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    • pp.163-170
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    • 2019
  • Over the past decade, the development of the Web explosively increased the data. Feature selection step is an important step in extracting valuable data from a large amount of data. This study proposes a novel opinion mining model based on combining feature selection (FS) methods with Word embedding to vector (Word2vec) and BOW (Bag-of-words). FS methods adopted for this study are CFS (Correlation based FS) and IG (Information Gain). To select an optimal FS method, a number of classifiers ranging from LR (logistic regression), NN (neural network), NBN (naive Bayesian network) to RF (random forest), RS (random subspace), ST (stacking). Empirical results with electronics and kitchen datasets showed that LR and ST classifiers combined with IG applied to BOW features yield best performance in opinion mining. Results with laptop and restaurant datasets revealed that the RF classifier using IG applied to Word2vec features represents best performance in opinion mining.

Exploring Feature Selection Methods for Effective Emotion Mining (효과적 이모션마이닝을 위한 속성선택 방법에 관한 연구)

  • Eo, Kyun Sun;Lee, Kun Chang
    • Journal of Digital Convergence
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    • v.17 no.3
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    • pp.107-117
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    • 2019
  • In the era of SNS, many people relies on it to express their emotions about various kinds of products and services. Therefore, for the companies eagerly seeking to investigate how their products and services are perceived in the market, emotion mining tasks using dataset from SNSs become important much more than ever. Basically, emotion mining is a branch of sentiment analysis which is based on BOW (bag-of-words) and TF-IDF. However, there are few studies on the emotion mining which adopt feature selection (FS) methods to look for optimal set of features ensuring better results. In this sense, this study aims to propose FS methods to conduct emotion mining tasks more effectively with better outcomes. This study uses Twitter and SemEval2007 dataset for the sake of emotion mining experiments. We applied three FS methods such as CFS (Correlation based FS), IG (Information Gain), and ReliefF. Emotion mining results were obtained from applying the selected features to nine classifiers. When applying DT (decision tree) to Tweet dataset, accuracy increases with CFS, IG, and ReliefF methods. When applying LR (logistic regression) to SemEval2007 dataset, accuracy increases with ReliefF method.