85,364 research outputs found

    Bagging ensemble selection for regression

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    Bagging ensemble selection (BES) is a relatively new ensemble learning strategy. The strategy can be seen as an ensemble of the ensemble selection from libraries of models (ES) strategy. Previous experimental results on binary classification problems have shown that using random trees as base classifiers, BES-OOB (the most successful variant of BES) is competitive with (and in many cases, superior to) other ensemble learning strategies, for instance, the original ES algorithm, stacking with linear regression, random forests or boosting. Motivated by the promising results in classification, this paper examines the predictive performance of the BES-OOB strategy for regression problems. Our results show that the BES-OOB strategy outperforms Stochastic Gradient Boosting and Bagging when using regression trees as the base learners. Our results also suggest that the advantage of using a diverse model library becomes clear when the model library size is relatively large. We also present encouraging results indicating that the non negative least squares algorithm is a viable approach for pruning an ensemble of ensembles

    Does segmentation always improve model performance in credit scoring?

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    Credit scoring allows for the credit risk assessment of bank customers. A single scoring model (scorecard) can be developed for the entire customer population, e.g. using logistic regression. However, it is often expected that segmentation, i.e. dividing the population into several groups and building separate scorecards for them, will improve the model performance. The most common statistical methods for segmentation are the two-step approaches, where logistic regression follows Classification and Regression Trees (CART) or Chi-squared Automatic Interaction Detection (CHAID) trees etc. In this research, the two-step approaches are applied as well as a new, simultaneous method, in which both segmentation and scorecards are optimised at the same time: Logistic Trees with Unbiased Selection (LOTUS). For reference purposes, a single-scorecard model is used. The above-mentioned methods are applied to the data provided by two of the major UK banks and one of the European credit bureaus. The model performance measures are then compared to examine whether there is improvement due to the segmentation methods used. It is found that segmentation does not always improve model performance in credit scoring: for none of the analysed real-world datasets, the multi-scorecard models perform considerably better than the single-scorecard ones. Moreover, in this application, there is no difference in performance between the two-step and simultaneous approache

    Automated Model Selection with AMSFin a production process of the automotive industry

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    Machine learning, statistics and knowledge engineering provide a broad variety of supervised learning algorithms for classification. In this paper we introduce the Automated Model Selection Framework (AMSF) which presents automatic and semi-automatic methods to select classifiers. To achieve this we split up the selection process into three distinct phases. Two of those select algorithms by static rules which are derived from a manually created knowledgebase. At this stage of AMSF the user can choose between different rankers in the third phase. Currently, we use instance based learning and a scoring scheme for ranking the classifiers. After evaluation of different rankers we will recommend the most successful to the user by default. Besides describing the architecture and design issues, we additionally point out the versatile ways AMSF is applied in a production process of the automotive industr

    Cascaded 3D Full-body Pose Regression from Single Depth Image at 100 FPS

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    There are increasing real-time live applications in virtual reality, where it plays an important role in capturing and retargetting 3D human pose. But it is still challenging to estimate accurate 3D pose from consumer imaging devices such as depth camera. This paper presents a novel cascaded 3D full-body pose regression method to estimate accurate pose from a single depth image at 100 fps. The key idea is to train cascaded regressors based on Gradient Boosting algorithm from pre-recorded human motion capture database. By incorporating hierarchical kinematics model of human pose into the learning procedure, we can directly estimate accurate 3D joint angles instead of joint positions. The biggest advantage of this model is that the bone length can be preserved during the whole 3D pose estimation procedure, which leads to more effective features and higher pose estimation accuracy. Our method can be used as an initialization procedure when combining with tracking methods. We demonstrate the power of our method on a wide range of synthesized human motion data from CMU mocap database, Human3.6M dataset and real human movements data captured in real time. In our comparison against previous 3D pose estimation methods and commercial system such as Kinect 2017, we achieve the state-of-the-art accuracy
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