414 research outputs found

    PLS dimension reduction for classification of microarray data

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    PLS dimension reduction is known to give good prediction accuracy in the context of classification with high-dimensional microarray data. In this paper, PLS is compared with some of the best state-of-the-art classification methods. In addition, a simple procedure to choose the number of components is suggested. The connection between PLS dimension reduction and gene selection is examined and a property of the first PLS component for binary classification is proven. PLS can also be used as a visualization tool for high-dimensional data in the classification framework. The whole study is based on 9 real microarray cancer data sets

    The Default Risk of Firms Examined with Smooth Support Vector Machines

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    In the era of Basel II a powerful tool for bankruptcy prognosis is vital for banks. The tool must be precise but also easily adaptable to the bank's objections regarding the relation of false acceptances (Type I error) and false rejections (Type II error). We explore the suitability of Smooth Support Vector Machines (SSVM), and investigate how important factors such as selection of appropriate accounting ratios (predictors), length of training period and structure of the training sample influence the precision of prediction. Furthermore we showthat oversampling can be employed to gear the tradeoff between error types. Finally, we illustrate graphically how different variants of SSVM can be used jointly to support the decision task of loan officers.Insolvency Prognosis, SVMs, Statistical Learning Theory, Non-parametric Classification

    The Default Risk of Firms Examined with Smooth Support Vector Machines

    Get PDF
    In the era of Basel II a powerful tool for bankruptcy prognosis is vital for banks. The tool must be precise but also easily adaptable to the bank's objections regarding the relation of false acceptances (Type I error) and false rejections (Type II error). We explore the suitabil- ity of Smooth Support Vector Machines (SSVM), and investigate how important factors such as selection of appropriate accounting ratios (predictors), length of training period and structure of the training sample in°uence the precision of prediction. Furthermore we show that oversampling can be employed to gear the tradeo® between error types. Finally, we illustrate graphically how di®erent variants of SSVM can be used jointly to support the decision task of loan o±cers.Insolvency Prognosis, SVMs, Statistical Learning Theory, Non-parametric Classification models, local time-homogeneity

    Experimental Evidence of the Speed Variation Effect on SVM Accuracy for Diagnostics of Ball Bearings

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    In recent years, we have witnessed a considerable increase in scientific papers concerning the condition monitoring of mechanical components by means of machine learning. These techniques are oriented towards the diagnostics of mechanical components. In the same years, the interest of the scientific community in machine diagnostics has moved to the condition monitoring of machinery in non-stationary conditions (i.e., machines working with variable speed profiles or variable loads). Non-stationarity implies more complex signal processing techniques, and a natural consequence is the use of machine learning techniques for data analysis in non-stationary applications. Several papers have studied the machine learning system, but they focus on specific machine learning systems and the selection of the best input array. No paper has considered the dynamics of the system, that is, the influence of how much the speed profile changes during the training and testing steps of a machine learning technique. The aim of this paper is to show the importance of considering the dynamic conditions, taking the condition monitoring of ball bearings in variable speed applications as an example. A commercial support vector machine tool is used, tuning it in constant speed applications and testing it in variable speed conditions. The results show critical issues of machine learning techniques in non-stationary conditions
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