• 제목/요약/키워드: cross validation

검색결과 972건 처리시간 0.026초

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

  • 김승원;정재준;이태희
    • 대한기계학회논문집A
    • /
    • 제31권1호
    • /
    • pp.55-61
    • /
    • 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.

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

  • 허집
    • Journal of the Korean Data and Information Science Society
    • /
    • 제23권4호
    • /
    • pp.765-775
    • /
    • 2012
  • 교차타당성은 커널추정량의 평활모수인 띠폭의 선택 방법으로 흔히 활용되고 있다. 연속인 확률밀도함수의 커널추정량의 띠폭 선택으로 널리 쓰이는 교차타당성 방법으로는 최대가능도교차타당성과 더불어 최소제곱교차타당성과 편의교차타당성이 있다. 확률밀도함수가 하나의 불연속점을 가질 때, Huh (2012)는 불연속점 추정을 위한 커널추정량의 띠폭 선택으로 최대가능도교차타당성을 이용한 방법을 제시하였다. 본 연구에서는 Huh (2012)에 의해 최대가능도교차타당성으로 제안된 띠폭선택의 방법과 같이 한쪽방향커널함수를 이용한 최소제곱교차타당성과 편의교차타당성으로 띠폭 선택 방법을 제시하고, 이들 띠폭 선택 방법들과 Huh (2012)의 최대가능도교차타당성을 이용한 띠폭 선택 방법을 모의실험을 통하여 비교연구 하고자 한다.

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

  • Hong, Changkon;Kim, Choongrak;Yoon, Misuk
    • Communications for Statistical Applications and Methods
    • /
    • 제5권2호
    • /
    • pp.277-285
    • /
    • 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.

  • PDF

CROSS- VALIDATION OF LANDSLIDE SUSCEPTIBILITY MAPPING IN KOREA

  • LEE SARO
    • 대한원격탐사학회:학술대회논문집
    • /
    • 대한원격탐사학회 2004년도 Proceedings of ISRS 2004
    • /
    • pp.291-293
    • /
    • 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.

  • PDF

ROBUST CROSS VALIDATIONS IN RIDGE REGRESSION

  • Jung, Kang-Mo
    • Journal of applied mathematics & informatics
    • /
    • 제27권3_4호
    • /
    • pp.903-908
    • /
    • 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.

  • PDF

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

  • 안나현;최영렬;조형태;김정환
    • Korean Chemical Engineering Research
    • /
    • 제59권4호
    • /
    • pp.532-541
    • /
    • 2021
  • 최근 인공지능에 대한 관심이 높아짐에 따라 화학공정분야에서도 인공지능을 활용한 연구가 많아지고 있다. 그러나 인공지능 기반 모델이 충분히 일반화되지 않아 학습에 이용되지 않은 새로운 데이터에 대한 예측률이 떨어지는 과적합 현상이 빈번하게 일어나고 있으며, 교차검증은 과적합을 해결하는 방법 중 하나이다. 본 연구에서는 2,3-BDO 분리 공정 온도 예측 모델의 초매개변수 중에서 배치 개수와 반복횟수를 조정하기 위해 시계열 교차검증을 적용하고 일반적으로 사용되는 K 겹 교차검증과 비교하였다. 결과적으로 K 겹 교차검증을 사용했을 때 보다 시계열 교차검증 방식을 사용했을 때 MAPE는 0.61% 증가한 반면 RMSE는 9.06% 감소하였고 학습 시간은 198.29초 적게 소요되었다.

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

  • 조남훈
    • 대한전기학회논문지:전력기술부문A
    • /
    • 제55권11호
    • /
    • pp.485-491
    • /
    • 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.

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

  • 이용은;최낙준;변영후;김대원;김경천
    • 한국가시화정보학회지
    • /
    • 제19권1호
    • /
    • pp.68-73
    • /
    • 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.

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

  • 박나연;전중대;구혜령;김정환;이은희;이경무;문철진;고영림
    • 한국환경보건학회지
    • /
    • 제41권5호
    • /
    • pp.358-367
    • /
    • 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
    • /
    • 제3권2호
    • /
    • pp.183-192
    • /
    • 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.