• Title/Summary/Keyword: cross validation

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Candidate Points and Representative Cross-Validation Approach for Sequential Sampling (후보점과 대표점 교차검증에 의한 순차적 실험계획)

  • Kim, Seung-Won;Jung, Jae-Jun;Lee, Tae-Hee
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.31 no.1 s.256
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    • pp.55-61
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    • 2007
  • Recently simulation model becomes an essential tool for analysis and design of a system but it is often expensive and time consuming as it becomes complicate to achieve reliable results. Therefore, high-fidelity simulation model needs to be replaced by an approximate model, the so-called metamodel. Metamodeling techniques include 3 components of sampling, metamodel and validation. Cross-validation approach has been proposed to provide sequnatially new sample point based on cross-validation error but it is very expensive because cross-validation must be evaluated at each stage. To enhance the cross-validation of metamodel, sequential sampling method using candidate points and representative cross-validation is proposed in this paper. The candidate and representative cross-validation approach of sequential sampling is illustrated for two-dimensional domain. To verify the performance of the suggested sampling technique, we compare the accuracy of the metamodels for various mathematical functions with that obtained by conventional sequential sampling strategies such as maximum distance, mean squared error, and maximum entropy sequential samplings. Through this research we team that the proposed approach is computationally inexpensive and provides good prediction performance.

Bandwidth selections based on cross-validation for estimation of a discontinuity point in density (교차타당성을 이용한 확률밀도함수의 불연속점 추정의 띠폭 선택)

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.4
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    • pp.765-775
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    • 2012
  • The cross-validation is a popular method to select bandwidth in all types of kernel estimation. The maximum likelihood cross-validation, the least squares cross-validation and biased cross-validation have been proposed for bandwidth selection in kernel density estimation. In the case that the probability density function has a discontinuity point, Huh (2012) proposed a method of bandwidth selection using the maximum likelihood cross-validation. In this paper, two forms of cross-validation with the one-sided kernel function are proposed for bandwidth selection to estimate the location and jump size of the discontinuity point of density. These methods are motivated by the least squares cross-validation and the biased cross-validation. By simulated examples, the finite sample performances of two proposed methods with the one of Huh (2012) are compared.

Smoothing Parameter Selection Using Multifold Cross-Validation in Smoothing Spline Regressions

  • Hong, Changkon;Kim, Choongrak;Yoon, Misuk
    • Communications for Statistical Applications and Methods
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    • v.5 no.2
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    • pp.277-285
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    • 1998
  • The smoothing parameter $\lambda$ in smoothing spline regression is usually selected by minimizing cross-validation (CV) or generalized cross-validation (GCV). But, simple CV or GCV is poor candidate for estimating prediction error. We defined MGCV (Multifold Generalized Cross-validation) as a criterion for selecting smoothing parameter in smoothing spline regression. This is a version of cross-validation using $leave-\kappa-out$ method. Some numerical results comparing MGCV and GCV are done.

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CROSS- VALIDATION OF LANDSLIDE SUSCEPTIBILITY MAPPING IN KOREA

  • LEE SARO
    • Proceedings of the KSRS Conference
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    • 2004.10a
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    • pp.291-293
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    • 2004
  • The aim of this study was to cross-validate a spatial probabilistic model of landslide likelihood ratios at Boun, Janghung and Yongin, in Korea, using a Geographic Information System (GIS). Landslide locations within the study areas were identified by interpreting aerial photographs, satellite images and field surveys. Maps of the topography, soil type, forest cover, lineaments and land cover were constructed from the spatial data sets. The 14 factors that influence landslide occurrence were extracted from the database and the likelihood ratio of each factor was computed. 'Landslide susceptibility maps were drawn for these three areas using likelihood ratios derived not only from the data for that area but also using the likelihood ratios calculated from each of the other two areas (nine maps in all) as a cross-check of the validity of the method For validation and cross-validation, the results of the analyses were compared, in each study area, with actual landslide locations. The validation and cross-validation of the results showed satisfactory agreement between the susceptibility map and the existing landslide locations.

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ROBUST CROSS VALIDATIONS IN RIDGE REGRESSION

  • Jung, Kang-Mo
    • Journal of applied mathematics & informatics
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    • v.27 no.3_4
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    • pp.903-908
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    • 2009
  • The shrink parameter in ridge regression may be contaminated by outlying points. We propose robust cross validation scores in ridge regression instead of classical cross validation. We use robust location estimators such as median, least trimmed squares, absolute mean for robust cross validation scores. The robust scores have global robustness. Simulations are performed to show the effectiveness of the proposed estimators.

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Application of Time-series Cross Validation in Hyperparameter Tuning of a Predictive Model for 2,3-BDO Distillation Process (시계열 교차검증을 적용한 2,3-BDO 분리공정 온도예측 모델의 초매개변수 최적화)

  • An, Nahyeon;Choi, Yeongryeol;Cho, Hyungtae;Kim, Junghwan
    • Korean Chemical Engineering Research
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    • v.59 no.4
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    • pp.532-541
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    • 2021
  • Recently, research on the application of artificial intelligence in the chemical process has been increasing rapidly. However, overfitting is a significant problem that prevents the model from being generalized well to predict unseen data on test data, as well as observed training data. Cross validation is one of the ways to solve the overfitting problem. In this study, the time-series cross validation method was applied to optimize the number of batch and epoch in the hyperparameters of the prediction model for the 2,3-BDO distillation process, and it compared with K-fold cross validation generally used. As a result, the RMSE of the model with time-series cross validation was lower by 9.06%, and the MAPE was higher by 0.61% than the model with K-fold cross validation. Also, the calculation time was 198.29 sec less than the K-fold cross validation method.

SVM Load Forecasting using Cross-Validation (교차검증을 이용한 SVM 전력수요예측)

  • Jo, Nam-Hoon
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.55 no.11
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    • pp.485-491
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    • 2006
  • In this paper, we study the problem of model selection for Support Vector Machine(SVM) predictor for short-term load forecasting. The model selection amounts to tuning SVM parameters, such as the cost coefficient C and kernel parameters and so on, in order to maximize the prediction performance of SVM. We propose that Cross-Validation method can be used as a model selection algorithm for SVM-based load forecasting technique. Through the various experiments on several data sets, we found that the difference between the prediction error of SVM using Cross-Validation and that of ideal SVM is less than 5%. This shows that SVM parameters for load forecasting can be efficiently tuned by using Cross-Validation.

Rubber O-ring defect detection system using K-fold cross validation and support vector machine (K-겹 교차 검증과 서포트 벡터 머신을 이용한 고무 오링결함 검출 시스템)

  • Lee, Yong Eun;Choi, Nak Joon;Byun, Young Hoo;Kim, Dae Won;Kim, Kyung Chun
    • Journal of the Korean Society of Visualization
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    • v.19 no.1
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    • pp.68-73
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    • 2021
  • In this study, the detection of rubber o-ring defects was carried out using k-fold cross validation and Support Vector Machine (SVM) algorithm. The data process was carried out in 3 steps. First, we proceeded with a frame alignment to eliminate unnecessary regions in the learning and secondly, we applied gray-scale changes for computational reduction. Finally, data processing was carried out using image augmentation to prevent data overfitting. After processing data, SVM algorithm was used to obtain normal and defect detection accuracy. In addition, we applied the SVM algorithm through the k-fold cross validation method to compare the classification accuracy. As a result, we obtain results that show better performance by applying the k-fold cross validation method.

Method Development and Cross Validation of Analysis of Hydroxylated Polycyclic Aromatic Hydrocarbons (OH-PAHs) in Human Urine (소변 중 다환방향족탄화수소 대사체의 분석법 확립 및 교차분석)

  • Park, Na-Youn;Jeon, Jung-Dae;Koo, Hyeryeong;Kim, Jung Hoan;Lee, Eun-Hee;Lee, Kyungmu;Mun, Cheoljin;Kho, Younglim
    • Journal of Environmental Health Sciences
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    • v.41 no.5
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    • pp.358-367
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    • 2015
  • Objectives: This study was performed to evaluate the analytical method for PAH metabolites in human urine using enzyme hydrolysis and solid-phase extraction coupled with LC-(ESI)-MS/MS technique. Methods: We employed HPLC tandem mass spectrometry techniques with appropriate pre-treatment for analysis of 16 OH-PAHs in human urine. Samples were hydrolysis by ${\beta}$-flucuronidase/Aryl sulfatase, and target compounds were extracted by solid-phase extraction with a strata-x cartridge. Cross-validation was performed between Eulji University and Green Cross laboratories with 200 human urine samples. Results: The accuracies were between 90.3% and 118.8%, and precisions (relative standard deviations) were lower than 10%. The linearity obtained was satisfying for the 16 OH-PAH compounds, with a coefficient of determination ($r^2$) higher than 0.99. The results of cross-validation at the two organizations were compared by ICC (interclass correlation coefficient) values. The cross-validation results were excellent or good for all compounds. Conclusion: An analytical method was validated for low nanogram levels of 16 OH-PAHs in human urine. Also, satisfying results were obtained for method validation such as accuracy, precision and ICC of cross-validation.

GLOBAL MINIMA OF LEAST SQUARES CROSS VALIDATION FOR A SYMMETRIC POLYNOMIAL KEREL WITH FINITE SUPPORT

  • Jung, Kang-Mo;Kim, Byung-Chun
    • Journal of applied mathematics & informatics
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    • v.3 no.2
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    • pp.183-192
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    • 1996
  • The least squares cross validated bandwidth is the mini-mizer of the corss validation function for choosing the smooth parame-ter of a kernel density estimator. It is a completely automatic method but it requires inordinate amounts of computational time. We present a convenient formula for calculation of the cross validation function when the kernel function is a symmetric polynomial with finite sup-port. Also we suggest an algorithm for finding global minima of the crass validation function.