• 제목/요약/키워드: multinomial logistic regression

검색결과 186건 처리시간 0.029초

Sparse Multinomial Kernel Logistic Regression

  • Shim, Joo-Yong;Bae, Jong-Sig;Hwang, Chang-Ha
    • Communications for Statistical Applications and Methods
    • /
    • 제15권1호
    • /
    • pp.43-50
    • /
    • 2008
  • Multinomial logistic regression is a well known multiclass classification method in the field of statistical learning. More recently, the development of sparse multinomial logistic regression model has found application in microarray classification, where explicit identification of the most informative observations is of value. In this paper, we propose a sparse multinomial kernel logistic regression model, in which the sparsity arises from the use of a Laplacian prior and a fast exact algorithm is derived by employing a bound optimization approach. Experimental results are then presented to indicate the performance of the proposed procedure.

Multinomial Kernel Logistic Regression via Bound Optimization Approach

  • Shim, Joo-Yong;Hong, Dug-Hun;Kim, Dal-Ho;Hwang, Chang-Ha
    • Communications for Statistical Applications and Methods
    • /
    • 제14권3호
    • /
    • pp.507-516
    • /
    • 2007
  • Multinomial logistic regression is probably the most popular representative of probabilistic discriminative classifiers for multiclass classification problems. In this paper, a kernel variant of multinomial logistic regression is proposed by combining a Newton's method with a bound optimization approach. This formulation allows us to apply highly efficient approximation methods that effectively overcomes conceptual and numerical problems of standard multiclass kernel classifiers. We also provide the approximate cross validation (ACV) method for choosing the hyperparameters which affect the performance of the proposed approach. Experimental results are then presented to indicate the performance of the proposed procedure.

Analysis of cause-of-death mortality and actuarial implications

  • Kwon, Hyuk-Sung;Nguyen, Vu Hai
    • Communications for Statistical Applications and Methods
    • /
    • 제26권6호
    • /
    • pp.557-573
    • /
    • 2019
  • Mortality study is an essential component of actuarial risk management for life insurance policies, annuities, and pension plans. Life expectancy has drastically increased over the last several decades; consequently, longevity risk associated with annuity products and pension systems has emerged as a crucial issue. Among the various aspects of mortality study, a consideration of the cause-of-death mortality can provide a more comprehensive understanding of the nature of mortality/longevity risk. In this case study, the cause-of-mortality data in Korea and the US were analyzed along with a multinomial logistic regression model that was constructed to quantify the impact of mortality reduction in a specific cause on actuarial values. The results of analyses imply that mortality improvement due to a specific cause should be carefully monitored and reflected in mortality/longevity risk management. It was also confirmed that multinomial logistic regression model is a useful tool for analyzing cause-of-death mortality for actuarial applications.

An efficient algorithm for the non-convex penalized multinomial logistic regression

  • Kwon, Sunghoon;Kim, Dongshin;Lee, Sangin
    • Communications for Statistical Applications and Methods
    • /
    • 제27권1호
    • /
    • pp.129-140
    • /
    • 2020
  • In this paper, we introduce an efficient algorithm for the non-convex penalized multinomial logistic regression that can be uniformly applied to a class of non-convex penalties. The class includes most non-convex penalties such as the smoothly clipped absolute deviation, minimax concave and bridge penalties. The algorithm is developed based on the concave-convex procedure and modified local quadratic approximation algorithm. However, usual quadratic approximation may slow down computational speed since the dimension of the Hessian matrix depends on the number of categories of the output variable. For this issue, we use a uniform bound of the Hessian matrix in the quadratic approximation. The algorithm is available from the R package ncpen developed by the authors. Numerical studies via simulations and real data sets are provided for illustration.

Blur Detection through Multinomial Logistic Regression based Adaptive Threshold

  • Mahmood, Muhammad Tariq;Siddiqui, Shahbaz Ahmed;Choi, Young Kyu
    • 반도체디스플레이기술학회지
    • /
    • 제18권4호
    • /
    • pp.110-115
    • /
    • 2019
  • Blur detection and segmentation play vital role in many computer vision applications. Among various methods, local binary pattern based methods provide reasonable blur detection results. However, in conventional local binary pattern based methods, the blur map is computed by using a fixed threshold irrespective of the type and level of blur. It may not be suitable for images with variations in imaging conditions and blur. In this paper we propose an effective method based on local binary pattern with adaptive threshold for blur detection. The adaptive threshold is computed based on the model learned through the multinomial logistic regression. The performance of the proposed method is evaluated using different datasets. The comparative analysis not only demonstrates the effectiveness of the proposed method but also exhibits it superiority over the existing methods.

Statistical micro matching using a multinomial logistic regression model for categorical data

  • Kim, Kangmin;Park, Mingue
    • Communications for Statistical Applications and Methods
    • /
    • 제26권5호
    • /
    • pp.507-517
    • /
    • 2019
  • Statistical matching is a method of combining multiple sources of data that are extracted or surveyed from the same population. It can be used in situation when variables of interest are not jointly observed. It is a low-cost way to expect high-effects in terms of being able to create synthetic data using existing sources. In this paper, we propose the several statistical micro matching methods using a multinomial logistic regression model when all variables of interest are categorical or categorized ones, which is common in sample survey. Under conditional independence assumption (CIA), a mixed statistical matching method, which is useful when auxiliary information is not available, is proposed. We also propose a statistical matching method with auxiliary information that reduces the bias of the conventional matching methods suggested under CIA. Through a simulation study, proposed micro matching methods and conventional ones are compared. Simulation study shows that suggested matching methods outperform the existing ones especially when CIA does not hold.

다범주 자료의 다항로짓 모형과 로지스틱 회귀모형 비교;장애연금 특성분석 중심으로 (Comparison of Multinomial Logit and Logistic Regression on Disability Pensioners' Characteristic)

  • 김미정
    • 응용통계연구
    • /
    • 제21권4호
    • /
    • pp.589-602
    • /
    • 2008
  • 순위형 다범주 자료에 있어서 범주값의 증감에 대한 설명변수의 특성분석을 위하여 다항로짓모형을 적합하여 분석하고 로지스틱 회귀모형을 적합하여 분석한 결과와 비교하였다. 이를 통하여 장애연금 수급자자료의 재정추계를 위해 필요한 일곱 가지 요인인 성별, 수급나이, 가입기간, 가입종별, 소득활동여부, 소득수준, 장애원인이 장애등급에 미치는 영향을 파악하였다. 일곱 요인 모두 장애응급에 대한 연관성이 있음을 확인하였고 이 가운데 다섯 요인은 장애등급의 증감에 있어서도 일정한 추세를 보였으나, 장애원인과 소득수준은 장애등급의 증감에는 일정한 추세를 보이지 않음을 확인하였다. 본 연구의 결과는 장애연금 관리방안을 모색하는데 있어서 장애등급에 따른 설명 요인의 특성을 반영하는데 필요한 가이드라인을 제공할 수 있을 것으로 기대한다. 장애등급 분류에 있어서 다중분류의 정분류율은 각각 42.56%와 42.43%로 로지스틱 회귀모형의 경우 다중로짓 모형의 경우보다 다소 높았지만 거의 비슷한 정확도를 보였다.

Use of a multinomial logistic regression model to evaluate risk factors for porcine circovirus type 2 infection on pig farms in the Republic of Korea

  • Kim, Eu-Tteum;Pak, Son-Il
    • Journal of Preventive Veterinary Medicine
    • /
    • 제41권3호
    • /
    • pp.129-132
    • /
    • 2017
  • The current study identified risk factors associated with porcine circovirus type 2 (PCV2) infection on pig farms in the Republic of Korea using a multinomial logistic regression model to evaluate the PCV2 infection status of pigs at different growth stages. Compulsory disinfection of visitors (odds ratio [OR]: 0.019, 95% confidence interval [CI]: <0.001-0.378, p=0.0095), compulsory registration of visitors (OR: 0.002, 95% CI: <0.001-0.184, p=0.0070), regular blood testing (OR: 0.012, 95% CI: <0.001-0.157, p=0.0007), and running on-farm biosecurity learning programs for workers (OR: 0.156, 95% CI: 0.040-0.604, p=0.0072 and OR: 0.201, 95% CI: 0.055-0.737, p=0.0155, respectively) were identified as factors which could reduce the risk of PCV2 infection. However, visitation by a regular veterinarian (OR: 32.733, 95% CI: 3.768-284.327, p=0.0016) was associated with PCV2 infection.

Collapsibility and Suppression for Cumulative Logistic Model

  • Hong, Chong-Sun;Kim, Kil-Tae
    • Communications for Statistical Applications and Methods
    • /
    • 제12권2호
    • /
    • pp.313-322
    • /
    • 2005
  • In this paper, we discuss suppression for logistic regression model. Suppression for linear regression model was defined as the relationship among sums of squared for regression as well as correlation coefficients of. variables. Since it is not common to obtain simple correlation coefficient for binary response variable of logistic model, we consider cumulative logistic models with multinomial and ordinal response variables rather than usual logistic model. As number of category of a response variable for the cumulative logistic model gets collapsed into binary, it is found that suppressions for these logistic models are changed. These suppression results for cumulative logistic models are discussed and compared with those of linear model.

기계학습을 활용한 도로비탈면관리시스템 데이터 품질강화에 관한 연구 (The Study for Improvement of Data-Quality of Cut-Slope Management System Using Machine Learning)

  • 이세혁;김승현;우용훈;문재필;양인철
    • 지질공학
    • /
    • 제31권1호
    • /
    • pp.31-42
    • /
    • 2021
  • 도로비탈면관리시스템(Cut-Slope Management System, CSMS)은 전국 일반국도 비탈면에 대해 기초·정밀 조사를 바탕으로 데이터베이스를 구축해왔다. 그런데 이러한 데이터는 사람에 의해 기록되기 때문에 데이터 누락 및 오기입 문제가 발생할 수밖에 없다. 본 연구에서는 데이터의 불완전성 문제를 극복하기 위해 여러 머신러닝 기반의 예측모델들을 개발하고 이를 이용한 데이터 품질 강화 가능성을 검토하고자 하였다. 우선 다 범주 문자형 데이터를 수치화하는 과정을 수행하였고, 선정된 데이터 항목들에 대해 다항 로지스틱 회귀분석(Multinomial Logistic Regression)과 심층신경망(Deep-Neural-Network) 기반의 예측모델들을 개발하였다. 그 결과, 심층신경망 모델들의 정확도가 월등히 높은 것으로 나타났다. 향후 개발된 모델들을 활용하여 누락 및 오기입 데이터의 보완이 가능할 것으로 기대된다.