• Title/Summary/Keyword: variable selection

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A Study for the Development of a Variable Wedding Dress Design (가변적 웨딩드레스 디자인 개발을 위한 연구)

  • Jeon, Mi-Jin;Moon, Sun-Jeong;Chung, Sham-Ho
    • Fashion & Textile Research Journal
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    • v.15 no.5
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    • pp.694-703
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    • 2013
  • A variable dress design can be an alternative to satisfy a consumer need for diverse expression and self-realization at a lower cost factor. In the area of wedding dress, the change in the trend of wedding culture (which tends to demand more units of wedding dress) makes the cost factor more important in the purchase selection. A variable design has a clear advantage for wedding dresses and the wedding industry. This is the first research on a variable design that focuses on wedding dresses. This research develops a variable wedding design which respects consumer preferences independent of a variable wedding dress design that presents a new shape of silhouette or the development ofa new wedding dress materials. A survey on the supply side was conducted to examine market preferences by first browsing the Naver portal site and then checking the websites of major wedding dress suppliers. A questionnaire survey was conducted with a sample of 348 brides-to-be that inquired on wedding dress selection factors and purchase patterns. The survey shows that consumers prefer mermaid and A-line silhouettes, silk material, white-ivory color, and tube top necklines. The result conforms to the types commonly found in the designs of suppliers. We apply a detachable design to a basic mermaid silhouette and implemented change for 7 kinds of styles -based on the result of the survey. We suggest a variable wedding dress design as a new means to solve the cost concern and the customer need for diverse expression. The research represents a new life style for wedding culture and facilitates the development of the wedding industry.

Penalized variable selection in mean-variance accelerated failure time models (평균-분산 가속화 실패시간 모형에서 벌점화 변수선택)

  • Kwon, Ji Hoon;Ha, Il Do
    • The Korean Journal of Applied Statistics
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    • v.34 no.3
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    • pp.411-425
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    • 2021
  • Accelerated failure time (AFT) model represents a linear relationship between the log-survival time and covariates. We are interested in the inference of covariate's effect affecting the variation of survival times in the AFT model. Thus, we need to model the variance as well as the mean of survival times. We call the resulting model mean and variance AFT (MV-AFT) model. In this paper, we propose a variable selection procedure of regression parameters of mean and variance in MV-AFT model using penalized likelihood function. For the variable selection, we study four penalty functions, i.e. least absolute shrinkage and selection operator (LASSO), adaptive lasso (ALASSO), smoothly clipped absolute deviation (SCAD) and hierarchical likelihood (HL). With this procedure we can select important covariates and estimate the regression parameters at the same time. The performance of the proposed method is evaluated using simulation studies. The proposed method is illustrated with a clinical example dataset.

Genomic Selection for Adjacent Genetic Markers of Yorkshire Pigs Using Regularized Regression Approaches

  • Park, Minsu;Kim, Tae-Hun;Cho, Eun-Seok;Kim, Heebal;Oh, Hee-Seok
    • Asian-Australasian Journal of Animal Sciences
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    • v.27 no.12
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    • pp.1678-1683
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    • 2014
  • This study considers a problem of genomic selection (GS) for adjacent genetic markers of Yorkshire pigs which are typically correlated. The GS has been widely used to efficiently estimate target variables such as molecular breeding values using markers across the entire genome. Recently, GS has been applied to animals as well as plants, especially to pigs. For efficient selection of variables with specific traits in pig breeding, it is required that any such variable selection retains some properties: i) it produces a simple model by identifying insignificant variables; ii) it improves the accuracy of the prediction of future data; and iii) it is feasible to handle high-dimensional data in which the number of variables is larger than the number of observations. In this paper, we applied several variable selection methods including least absolute shrinkage and selection operator (LASSO), fused LASSO and elastic net to data with 47K single nucleotide polymorphisms and litter size for 519 observed sows. Based on experiments, we observed that the fused LASSO outperforms other approaches.

A Study on Variable Selection Bias in Data Mining Software Packages (데이터마이닝 패키지에서 변수선택 편의에 관한 연구)

  • 송문섭;윤영주
    • The Korean Journal of Applied Statistics
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    • v.14 no.2
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    • pp.475-486
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    • 2001
  • 데이터마이닝 패키지에 구현된 분류나무 알고리즘 가운데 CART, CHAID, QUEST, C4.5에서 변수 선택법을 비교하였다. CART의 전체탐색법이 편의를 갖는다는 사실은 잘알려졌으며, 여기서는 상품화된 패키지들에서 이들 알고리즘의 편의와 선택력을 모의실험 연구를 통하여 비교하였다. 상용 패키지로는 CART, Enterprise Miner, AnswerTree, Clementine을 사용하였다. 본 논문의 제한된 모의실험 연구 결과에 의하면 C4.5와 CART는 모두 변수선택에서 심각한 편의를 갖고 있으며, CHAID와 QUEST는 비교적 안정된 결과를 보여주고 있었다.

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Variable selection for multiclassi cation by LS-SVM

  • Hwang, Hyung-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.5
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    • pp.959-965
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    • 2010
  • For multiclassification, it is often the case that some variables are not important while some variables are more important than others. We propose a novel algorithm for selecting such relevant variables for multiclassification. This algorithm is base on multiclass least squares support vector machine (LS-SVM), which uses results of multiclass LS-SVM using one-vs-all method. Experimental results are then presented which indicate the performance of the proposed method.

A Penalized Principal Components using Probabilistic PCA

  • Park, Chong-Sun;Wang, Morgan
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.05a
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    • pp.151-156
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    • 2003
  • Variable selection algorithm for principal component analysis using penalized likelihood method is proposed. We will adopt a probabilistic principal component idea to utilize likelihood function for the problem and use HARD penalty function to force coefficients of any irrelevant variables for each component to zero. Consistency and sparsity of coefficient estimates will be provided with results of small simulated and illustrative real examples.

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Interval Regression Models Using Variable Selection

  • Choi Seung-Hoe
    • Communications for Statistical Applications and Methods
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    • v.13 no.1
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    • pp.125-134
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    • 2006
  • This study confirms that the regression model of endpoint of interval outputs is not identical with that of the other endpoint of interval outputs in interval regression models proposed by Tanaka et al. (1987) and constructs interval regression models using the best regression model given by variable selection. Also, this paper suggests a method to minimize the sum of lengths of a symmetric difference among observed and predicted interval outputs in order to estimate interval regression coefficients in the proposed model. Some examples show that the interval regression model proposed in this study is more accuracy than that introduced by Inuiguchi et al. (2001).

Laplace-Metropolis Algorithm for Variable Selection in Multinomial Logit Model (Laplace-Metropolis알고리즘에 의한 다항로짓모형의 변수선택에 관한 연구)

  • 김혜중;이애경
    • Journal of Korean Society for Quality Management
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    • v.29 no.1
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    • pp.11-23
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    • 2001
  • This paper is concerned with suggesting a Bayesian method for variable selection in multinomial logit model. It is based upon an optimal rule suggested by use of Bayes rule which minimizes a risk induced by selecting the multinomial logit model. The rule is to find a subset of variables that maximizes the marginal likelihood of the model. We also propose a Laplace-Metropolis algorithm intended to suggest a simple method forestimating the marginal likelihood of the model. Based upon two examples, artificial data and empirical data examples, the Bayesian method is illustrated and its efficiency is examined.

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Bayesian Variable Selection in the Proportional Hazard Model

  • Lee, Kyeong-Eun
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.3
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    • pp.605-616
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    • 2004
  • In this paper we consider the proportional hazard models for survival analysis in the microarray data. For a given vector of response values and gene expressions (covariates), we address the issue of how to reduce the dimension by selecting the significant genes. In our approach, rather than fixing the number of selected genes, we will assign a prior distribution to this number. To implement our methodology, we use a Markov Chain Monte Carlo (MCMC) method.

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Variable selection in the kernel Cox regression

  • Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.4
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    • pp.795-801
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    • 2011
  • In machine learning and statistics it is often the case that some variables are not important, while some variables are more important than others. We propose a novel algorithm for selecting such relevant variables in the kernel Cox regression. We employ the weighted version of ANOVA decomposition kernels to choose optimal subset of relevant variables in the kernel Cox regression. Experimental results are then presented which indicate the performance of the proposed method.