scholarly journals Estimating probability of banking crises using random forest

2021 ◽  
Vol 10 (2) ◽  
pp. 407
Author(s):  
Sri Hartini ◽  
Zuherman Rustam ◽  
Glori Stephani Saragih ◽  
María Jesús Segovia Vargas
Keyword(s):  
Random Forest ◽  
State Of The Art ◽  
Banking Crises ◽  
Training Data ◽  
Annual Data ◽  
Systemic Crisis ◽  
Classification And Regression ◽  
Systemic Crises ◽  
The Impact ◽  
Better Than

<span id="docs-internal-guid-4935b5ce-7fff-d9fa-75c7-0c6a5aa1f9a6"><span>Banks have a crucial role in the financial system. When many banks suffer from the crisis, it can lead to financial instability. According to the impact of the crises, the banking crisis can be divided into two categories, namely systemic and non-systemic crisis. When systemic crises happen, it may cause even stable banks bankrupt. Hence, this paper proposed a random forest for estimating the probability of banking crises as prevention action. Random forest is well-known as a robust technique both in classification and regression, which is far from the intervention of outliers and overfitting. The experiments were then constructed using the financial crisis database, containing a sample of 79 countries in the period 1981-1999 (annual data). This dataset has 521 samples consisting of 164 crisis samples and 357 non-crisis cases. From the experiments, it was concluded that utilizing 90 percent of training data would deliver 0.98 accuracy, 0.92 sensitivity, 1.00 precision, and 0.96 F1-Score as the highest score than other percentages of training data. These results are also better than state-of-the-art methods used in the same dataset. Therefore, the proposed method is shown promising results to predict the probability of banking crises.</span></span>

scholarly journals A Cell Counting Framework Based on Random Forest and Density Map

2020 ◽  
Vol 10 (23) ◽  
pp. 8346
Author(s):  
Ni Jiang ◽  
Feihong Yu
Keyword(s):  
Random Forest ◽  
State Of The Art ◽  
Hessian Matrix ◽  
Training Data ◽  
Cell Counting ◽  
Density Maps ◽  
Proposed Model ◽  
A Cell ◽  
Density Map ◽  
Better Than

Cell counting is a fundamental part of biomedical and pathological research. Predicting a density map is the mainstream method to count cells. As an easy-trained and well-generalized model, the random forest is often used to learn the cell images and predict the density maps. However, it cannot predict the data that are beyond the training data, which may result in underestimation. To overcome this problem, we propose a cell counting framework to predict the density map by detecting cells. The cell counting framework contains two parts: the training data preparation and the detection framework. The former makes sure that the cells can be detected even when overlapping, and the latter makes sure the count result accurate and robust. The proposed method uses multiple random forests to predict various probability maps where the cells can be detected by Hessian matrix. Take all the detection results into consideration to get the density map and achieve better performance. We conducted experiments on three public cell datasets. Experimental results showed that the proposed model performs better than the traditional random forest (RF) in terms of accuracy and robustness, and even superior to some state-of-the-art deep learning models. Especially when the training data are small, which is the usual case in cell counting, the count errors on VGG cells, and MBM cells were decreased from 3.4 to 2.9, from 11.3 to 9.3, respectively. The proposed model can obtain the lowest count error and achieves state-of-the-art.

scholarly journals DANNP: an efficient artificial neural network pruning tool

2017 ◽  
Vol 3 ◽  
pp. e137 ◽  
Author(s):  
Mona Alshahrani ◽  
Othman Soufan ◽  
Arturo Magana-Mora ◽  
Vladimir B. Bajic
Keyword(s):  
Neural Network ◽  
State Of The Art ◽  
Model Performance ◽  
Training Data ◽  
Classification Problems ◽  
Link Type ◽  
On Line ◽  
Pruning Algorithms ◽  
Artificial Neural ◽  
The Impact

Background Artificial neural networks (ANNs) are a robust class of machine learning models and are a frequent choice for solving classification problems. However, determining the structure of the ANNs is not trivial as a large number of weights (connection links) may lead to overfitting the training data. Although several ANN pruning algorithms have been proposed for the simplification of ANNs, these algorithms are not able to efficiently cope with intricate ANN structures required for complex classification problems. Methods We developed DANNP, a web-based tool, that implements parallelized versions of several ANN pruning algorithms. The DANNP tool uses a modified version of the Fast Compressed Neural Network software implemented in C++ to considerably enhance the running time of the ANN pruning algorithms we implemented. In addition to the performance evaluation of the pruned ANNs, we systematically compared the set of features that remained in the pruned ANN with those obtained by different state-of-the-art feature selection (FS) methods. Results Although the ANN pruning algorithms are not entirely parallelizable, DANNP was able to speed up the ANN pruning up to eight times on a 32-core machine, compared to the serial implementations. To assess the impact of the ANN pruning by DANNP tool, we used 16 datasets from different domains. In eight out of the 16 datasets, DANNP significantly reduced the number of weights by 70%–99%, while maintaining a competitive or better model performance compared to the unpruned ANN. Finally, we used a naïve Bayes classifier derived with the features selected as a byproduct of the ANN pruning and demonstrated that its accuracy is comparable to those obtained by the classifiers trained with the features selected by several state-of-the-art FS methods. The FS ranking methodology proposed in this study allows the users to identify the most discriminant features of the problem at hand. To the best of our knowledge, DANNP (publicly available at www.cbrc.kaust.edu.sa/dannp) is the only available and on-line accessible tool that provides multiple parallelized ANN pruning options. Datasets and DANNP code can be obtained at www.cbrc.kaust.edu.sa/dannp/data.php and https://doi.org/10.5281/zenodo.1001086.

scholarly journals Outlier Detection Based on Residual Histogram Preference for Geometric Multi-Model Fitting

Sensors ◽  
2020 ◽  
Vol 20 (11) ◽  
pp. 3037
Author(s):  
Xi Zhao ◽  
Yun Zhang ◽  
Shoulie Xie ◽  
Qianqing Qin ◽  
Shiqian Wu ◽  
...  
Keyword(s):  
Outlier Detection ◽  
State Of The Art ◽  
Geometric Model ◽  
Model Fitting ◽  
Distribution Model ◽  
Data Sets ◽  
Analysis Method ◽  
Detection Scheme ◽  
The Impact ◽  
Better Than

Geometric model fitting is a fundamental issue in computer vision, and the fitting accuracy is affected by outliers. In order to eliminate the impact of the outliers, the inlier threshold or scale estimator is usually adopted. However, a single inlier threshold cannot satisfy multiple models in the data, and scale estimators with a certain noise distribution model work poorly in geometric model fitting. It can be observed that the residuals of outliers are big for all true models in the data, which makes the consensus of the outliers. Based on this observation, we propose a preference analysis method based on residual histograms to study the outlier consensus for outlier detection in this paper. We have found that the outlier consensus makes the outliers gather away from the inliers on the designed residual histogram preference space, which is quite convenient to separate outliers from inliers through linkage clustering. After the outliers are detected and removed, a linkage clustering with permutation preference is introduced to segment the inliers. In addition, in order to make the linkage clustering process stable and robust, an alternative sampling and clustering framework is proposed in both the outlier detection and inlier segmentation processes. The experimental results also show that the outlier detection scheme based on residual histogram preference can detect most of the outliers in the data sets, and the fitting results are better than most of the state-of-the-art methods in geometric multi-model fitting.

scholarly journals A Girl Has No Name: Automated Authorship Obfuscation using Mutant-X

2019 ◽  
Vol 2019 (4) ◽  
pp. 54-71
Author(s):  
Asad Mahmood ◽  
Faizan Ahmad ◽  
Zubair Shafiq ◽  
Padmini Srinivasan ◽  
Fareed Zaffar
Keyword(s):  
State Of The Art ◽  
Fitness Function ◽  
Random Search ◽  
Training Data ◽  
Authorship Attribution ◽  
Future Research ◽  
Original Text ◽  
Text Corpora ◽  
Semantic Relevance ◽  
Better Than

Abstract Stylometric authorship attribution aims to identify an anonymous or disputed document’s author by examining its writing style. The development of powerful machine learning based stylometric authorship attribution methods presents a serious privacy threat for individuals such as journalists and activists who wish to publish anonymously. Researchers have proposed several authorship obfuscation approaches that try to make appropriate changes (e.g. word/phrase replacements) to evade attribution while preserving semantics. Unfortunately, existing authorship obfuscation approaches are lacking because they either require some manual effort, require significant training data, or do not work for long documents. To address these limitations, we propose a genetic algorithm based random search framework called Mutant-X which can automatically obfuscate text to successfully evade attribution while keeping the semantics of the obfuscated text similar to the original text. Specifically, Mutant-X sequentially makes changes in the text using mutation and crossover techniques while being guided by a fitness function that takes into account both attribution probability and semantic relevance. While Mutant-X requires black-box knowledge of the adversary’s classifier, it does not require any additional training data and also works on documents of any length. We evaluate Mutant-X against a variety of authorship attribution methods on two different text corpora. Our results show that Mutant-X can decrease the accuracy of state-of-the-art authorship attribution methods by as much as 64% while preserving the semantics much better than existing automated authorship obfuscation approaches. While Mutant-X advances the state-of-the-art in automated authorship obfuscation, we find that it does not generalize to a stronger threat model where the adversary uses a different attribution classifier than what Mutant-X assumes. Our findings warrant the need for future research to improve the generalizability (or transferability) of automated authorship obfuscation approaches.

An Approach to Determine Important Attributes for Engineering Change Evaluation

2013 ◽  
Vol 135 (4) ◽  
Author(s):  
Chandresh Mehta ◽  
Lalit Patil ◽  
Debasish Dutta
Keyword(s):  
Optimization Problem ◽  
State Of The Art ◽  
Evaluation Criteria ◽  
Engineering Change ◽  
Knowledge Based ◽  
Detailed Evaluation ◽  
Change Impact ◽  
Search Approach ◽  
The Impact ◽  
Better Than

Enterprises plan detailed evaluation of only those engineering change (EC) effects that might have a significant impact. Using past EC knowledge can prove effective in determining whether a proposed EC effect has significant impact. In order to utilize past EC knowledge, it is essential to identify important attributes that should be compared to compute similarity between ECs. This paper presents a knowledge-based approach for determining important EC attributes that should be compared to retrieve similar past ECs so that the impact of proposed EC effect can be evaluated. The problem of determining important EC attributes is formulated as the multi-objective optimization problem. Measures are defined to quantify importance of an attribute set. The knowledge in change database and the domain rules among attribute values are combined for computing the measures. An ant colony optimization (ACO)-based search approach is used for efficiently locating the set of important attributes. An example EC knowledge-base is created and used for evaluating the measures and the overall approach. The evaluation results show that our measures perform better than state-of-the-art evaluation criteria. Our overall approach is evaluated based on manual observations. The results show that our approach correctly evaluates the value of proposed change impact with a success rate of 83.33%.

scholarly journals Evaluation and Comparison of Random Forest and A-LSTM Networks for Large-scale Winter Wheat Identification

2019 ◽  
Vol 11 (14) ◽  
pp. 1665 ◽  
Author(s):  
Tianle He ◽  
Chuanjie Xie ◽  
Qingsheng Liu ◽  
Shiying Guan ◽  
Gaohuan Liu
Keyword(s):  
Time Series ◽  
Random Forest ◽  
Winter Wheat ◽  
Large Scale ◽  
Short Term Memory ◽  
State Of The Art ◽  
Training Sample ◽  
Central China ◽  
Surface Reflectance ◽  
The Impact

Machine learning comprises a group of powerful state-of-the-art techniques for land cover classification and cropland identification. In this paper, we proposed and evaluated two models based on random forest (RF) and attention-based long short-term memory (A-LSTM) networks that can learn directly from the raw surface reflectance of remote sensing (RS) images for large-scale winter wheat identification in Huanghuaihai Region (North-Central China). We used a time series of Moderate Resolution Imaging Spectroradiometer (MODIS) images over one growing season and the corresponding winter wheat distribution map for the experiments. Each training sample was derived from the raw surface reflectance of MODIS time-series images. Both models achieved state-of-the-art performance in identifying winter wheat, and the F1 scores of RF and A-LSTM were 0.72 and 0.71, respectively. We also analyzed the impact of the pixel-mixing effect. Training with pure-mixed-pixel samples (the training set consists of pure and mixed cells and thus retains the original distribution of data) was more precise than training with only pure-pixel samples (the entire pixel area belongs to one class). We also analyzed the variable importance along the temporal series, and the data acquired in March or April contributed more than the data acquired at other times. Both models could predict winter wheat coverage in past years or in other regions with similar winter wheat growing seasons. The experiments in this paper showed the effectiveness and significance of our methods.

scholarly journals Prediction of Enzyme Mutant Activity Using Computational Mutagenesis and Incremental Transduction

2011 ◽  
Vol 2011 ◽  
pp. 1-9 ◽  
Author(s):  
Nada Basit ◽  
Harry Wechsler
Keyword(s):  
Enzyme Activity ◽  
Random Forest ◽  
Incremental Learning ◽  
Cross Validation ◽  
State Of The Art ◽  
Delaunay Tessellation ◽  
Computational Mutagenesis ◽  
Hiv 1 ◽  
Over Time ◽  
Better Than

Wet laboratory mutagenesis to determine enzyme activity changes is expensive and time consuming. This paper expands on standard one-shot learning by proposing an incremental transductive method (T2bRF) for the prediction of enzyme mutant activity during mutagenesis using Delaunay tessellation and 4-body statistical potentials for representation. Incremental learning is in tune with both eScience and actual experimentation, as it accounts for cumulative annotation effects of enzyme mutant activity over time. The experimental results reported, using cross-validation, show that overall the incremental transductive method proposed, using random forest as base classifier, yields better results compared to one-shot learning methods. T2bRF is shown to yield 90% on T4 and LAC (and 86% on HIV-1). This is significantly better than state-of-the-art competing methods, whose performance yield is at 80% or less using the same datasets.

scholarly journals Rationale Discovery and Explainable AI

2021 ◽  
Author(s):  
Cor Steging ◽  
Silja Renooij ◽  
Bart Verheij
Keyword(s):  
Machine Learning ◽  
Feature Detection ◽  
State Of The Art ◽  
High Accuracy ◽  
Learning Systems ◽  
Training Data ◽  
Relevant Feature ◽  
Explainable Ai ◽  
The Right ◽  
The Impact

The justification of an algorithm’s outcomes is important in many domains, and in particular in the law. However, previous research has shown that machine learning systems can make the right decisions for the wrong reasons: despite high accuracies, not all of the conditions that define the domain of the training data are learned. In this study, we investigate what the system does learn, using state-of-the-art explainable AI techniques. With the use of SHAP and LIME, we are able to show which features impact the decision making process and how the impact changes with different distributions of the training data. However, our results also show that even high accuracy and good relevant feature detection are no guarantee for a sound rationale. Hence these state-of-the-art explainable AI techniques cannot be used to fully expose unsound rationales, further advocating the need for a separate method for rationale evaluation.

scholarly journals An Input-aware Factorization Machine for Sparse Prediction

2019 ◽  
Author(s):  
Yantao Yu ◽  
Zhen Wang ◽  
Bo Yuan
Keyword(s):  
Neural Network ◽  
Deep Learning ◽  
Real World ◽  
State Of The Art ◽  
Overall Performance ◽  
Factorization Machine ◽  
The Impact ◽  
Novel Model ◽  
Individual Input ◽  
Better Than

Factorization machines (FMs) are a class of general predictors working effectively with sparse data, which represents features using factorized parameters and weights. However, the accuracy of FMs can be adversely affected by the fixed representation trained for each feature, as the same feature is usually not equally predictive and useful in different instances. In fact, the inaccurate representation of features may even introduce noise and degrade the overall performance. In this work, we improve FMs by explicitly considering the impact of individual input upon the representation of features. We propose a novel model named \textit{Input-aware Factorization Machine} (IFM), which learns a unique input-aware factor for the same feature in different instances via a neural network. Comprehensive experiments on three real-world recommendation datasets are used to demonstrate the effectiveness and mechanism of IFM. Empirical results indicate that IFM is significantly better than the standard FM model and consistently outperforms four state-of-the-art deep learning based methods.

scholarly journals Automatically Paraphrasing via Sentence Reconstruction and Round-trip Translation

2021 ◽  
Author(s):  
Zilu Guo ◽  
Zhongqiang Huang ◽  
Kenny Q. Zhu ◽  
Guandan Chen ◽  
Kaibo Zhang ◽  
...  
Keyword(s):  
Machine Translation ◽  
Question Answering ◽  
Domain Adaptation ◽  
State Of The Art ◽  
Training Data ◽  
Round Trip ◽  
Previous State ◽  
Supervised Methods ◽  
Paraphrase Generation ◽  
Better Than

Paraphrase generation plays key roles in NLP tasks such as question answering, machine translation, and information retrieval. In this paper, we propose a novel framework for paraphrase generation. It simultaneously decodes the output sentence using a pretrained wordset-to-sequence model and a round-trip translation model. We evaluate this framework on Quora, WikiAnswers, MSCOCO and Twitter, and show its advantage over previous state-of-the-art unsupervised methods and distantly-supervised methods by significant margins on all datasets. For Quora and WikiAnswers, our framework even performs better than some strongly supervised methods with domain adaptation. Further, we show that the generated paraphrases can be used to augment the training data for machine translation to achieve substantial improvements.

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