A Unified Classification Model Based on Robust Optimization

2013 ◽  
Vol 25 (3) ◽  
pp. 759-804 ◽  
Author(s):  
Akiko Takeda ◽  
Hiroyuki Mitsugi ◽  
Takafumi Kanamori
Keyword(s):  
Robust Optimization ◽  
Unified Model ◽  
Machine Learning Algorithms ◽  
Classification Model ◽  
Support Vector ◽  
Optimization Approach ◽  
Statistical Interpretation ◽  
Fisher Discriminant Analysis ◽  
Learning Methods ◽  
Worst Case

A wide variety of machine learning algorithms such as the support vector machine (SVM), minimax probability machine (MPM), and Fisher discriminant analysis (FDA) exist for binary classification. The purpose of this letter is to provide a unified classification model that includes these models through a robust optimization approach. This unified model has several benefits. One is that the extensions and improvements intended for SVMs become applicable to MPM and FDA, and vice versa. For example, we can obtain nonconvex variants of MPM and FDA by mimicking Perez-Cruz, Weston, Hermann, and Schölkopf's ( 2003 ) extension from convex ν-SVM to nonconvex Eν-SVM. Another benefit is to provide theoretical results concerning these learning methods at once by dealing with the unified model. We give a statistical interpretation of the unified classification model and prove that the model is a good approximation for the worst-case minimization of an expected loss with respect to the uncertain probability distribution. We also propose a nonconvex optimization algorithm that can be applied to nonconvex variants of existing learning methods and show promising numerical results.

Risk-Based Robust Bidding Strategies for EVs’ Aggregators in Day-ahead Markets with Uncertainty

2020 ◽  
Author(s):  
Ahmed Abdelmoaty ◽  
Wessam Mesbah ◽  
Mohammad A. M. Abdel-Aal ◽  
Ali T. Alawami
Keyword(s):  
Robust Optimization ◽  
Electricity Market ◽  
Real Life ◽  
Optimization Approach ◽  
Case Scenario ◽  
Worst Case ◽  
Bidding Strategies ◽  
Wind Generators ◽  
Proposed Model ◽  
Optimal Bidding

In the recent electricity market framework, the profit of the generation companies depends on the decision of the operator on the schedule of its units, the energy price, and the optimal bidding strategies. Due to the expanded integration of uncertain renewable generators which is highly intermittent such as wind plants, the coordination with other facilities to mitigate the risks of imbalances is mandatory. Accordingly, coordination of wind generators with the evolutionary Electric Vehicles (EVs) is expected to boost the performance of the grid. In this paper, we propose a robust optimization approach for the coordination between the wind-thermal generators and the EVs in a virtual<br>power plant (VPP) environment. The objective of maximizing the profit of the VPP Operator (VPPO) is studied. The optimal bidding strategy of the VPPO in the day-ahead market under uncertainties of wind power, energy<br>prices, imbalance prices, and demand is obtained for the worst case scenario. A case study is conducted to assess the e?effectiveness of the proposed model in terms of the VPPO's profit. A comparison between the proposed model and the scenario-based optimization was introduced. Our results confirmed that, although the conservative behavior of the worst-case robust optimization model, it helps the decision maker from the fluctuations of the uncertain parameters involved in the production and bidding processes. In addition, robust optimization is a more tractable problem and does not suffer from<br>the high computation burden associated with scenario-based stochastic programming. This makes it more practical for real-life scenarios.<br>

Drug Target Group Prediction with Multiple Drug Networks

2020 ◽  
Vol 23 (4) ◽  
pp. 274-284 ◽  
Author(s):  
Jingang Che ◽  
Lei Chen ◽  
Zi-Han Guo ◽  
Shuaiqun Wang ◽  
Aorigele
Keyword(s):  
Drug Target ◽  
Low Cost ◽  
Machine Learning Algorithms ◽  
Classification Model ◽  
Support Vector ◽  
Multiple Drug ◽  
Property A ◽  
Multiple Networks ◽  
Proposed Model ◽  
The One

Background: Identification of drug-target interaction is essential in drug discovery. It is beneficial to predict unexpected therapeutic or adverse side effects of drugs. To date, several computational methods have been proposed to predict drug-target interactions because they are prompt and low-cost compared with traditional wet experiments. Methods: In this study, we investigated this problem in a different way. According to KEGG, drugs were classified into several groups based on their target proteins. A multi-label classification model was presented to assign drugs into correct target groups. To make full use of the known drug properties, five networks were constructed, each of which represented drug associations in one property. A powerful network embedding method, Mashup, was adopted to extract drug features from above-mentioned networks, based on which several machine learning algorithms, including RAndom k-labELsets (RAKEL) algorithm, Label Powerset (LP) algorithm and Support Vector Machine (SVM), were used to build the classification model. Results and Conclusion: Tenfold cross-validation yielded the accuracy of 0.839, exact match of 0.816 and hamming loss of 0.037, indicating good performance of the model. The contribution of each network was also analyzed. Furthermore, the network model with multiple networks was found to be superior to the one with a single network and classic model, indicating the superiority of the proposed model.

scholarly journals MODIS-FIRMS and ground-truthing based wildfire likelihood mapping of Sikkim Himalaya using machine learning algorithms.

2021 ◽  
Author(s):  
Polash Banerjee
Keyword(s):  
Machine Learning ◽  
Machine Learning Algorithms ◽  
Tree Cover ◽  
Anthropogenic Factors ◽  
Gradient Boosting ◽  
Support Vector ◽  
Learning Methods ◽  
Sikkim Himalaya ◽  
Environmental Features ◽  
Machine Learning Methods

Abstract Wildfires in limited extent and intensity can be a boon for the forest ecosystem. However, recent episodes of wildfires of 2019 in Australia and Brazil are sad reminders of their heavy ecological and economical costs. Understanding the role of environmental factors in the likelihood of wildfires in a spatial context would be instrumental in mitigating it. In this study, 14 environmental features encompassing meteorological, topographical, ecological, in situ and anthropogenic factors have been considered for preparing the wildfire likelihood map of Sikkim Himalaya. A comparative study on the efficiency of machine learning methods like Generalized Linear Model (GLM), Support Vector Machine (SVM), Random Forest (RF) and Gradient Boosting Model (GBM) has been performed to identify the best performing algorithm in wildfire prediction. The study indicates that all the machine learning methods are good at predicting wildfires. However, RF has outperformed, followed by GBM in the prediction. Also, environmental features like average temperature, average wind speed, proximity to roadways and tree cover percentage are the most important determinants of wildfires in Sikkim Himalaya. This study can be considered as a decision support tool for preparedness, efficient resource allocation and sensitization of people towards mitigation of wildfires in Sikkim.

scholarly journals Landslide susceptibility mapping using machine learning for Wenchuan County, Sichuan province, China

2020 ◽  
Vol 198 ◽  
pp. 03023
Author(s):  
Xin Yang ◽  
Rui Liu ◽  
Luyao Li ◽  
Mei Yang ◽  
Yuantao Yang
Keyword(s):  
Machine Learning ◽  
Landslide Susceptibility ◽  
Susceptibility Mapping ◽  
Machine Learning Algorithms ◽  
Landslide Susceptibility Mapping ◽  
Support Vector ◽  
Roc Curve Analysis ◽  
Learning Methods ◽  
Machine Learning Methods ◽  
Boosted Decision Tree

Landslide susceptibility mapping is a method used to assess the probability and spatial distribution of landslide occurrences. Machine learning methods have been widely used in landslide susceptibility in recent years. In this paper, six popular machine learning algorithms namely logistic regression, multi-layer perceptron, random forests, support vector machine, Adaboost, and gradient boosted decision tree were leveraged to construct landslide susceptibility models with a total of 1365 landslide points and 14 predisposing factors. Subsequently, the landslide susceptibility maps (LSM) were generated by the trained models. LSM shows the main landslide zone is concentrated in the southeastern area of Wenchuan County. The result of ROC curve analysis shows that all models fitted the training datasets and achieved satisfactory results on validation datasets. The results of this paper reveal that machine learning methods are feasible to build robust landslide susceptibility models.

scholarly journals Robust Optimization Approach to Process Flexibility Designs with Contribution Margin Differentials

2020 ◽  
Author(s):  
Shixin Wang ◽  
Xuan Wang ◽  
Jiawei Zhang
Keyword(s):  
Robust Optimization ◽  
Performance Measures ◽  
Broad Class ◽  
Problem Definition ◽  
Partial Ordering ◽  
Group Index ◽  
Optimization Approach ◽  
Worst Case ◽  
Process Flexibility ◽  
Long Chain

Problem definition: The theoretical investigation of the effectiveness of limited flexibility has mainly focused on a performance metric that is based on the maximum sales in units. However, this could lead to substantial profit losses when the maximum sales metric is used to guide flexibility designs while the products have considerably large profit margin differences. Academic/practical relevance: We address this issue by introducing margin differentials into the analysis of process flexibility designs, and our results can provide useful guidelines for the evaluation and design of flexibility configurations when the products have heterogeneous margins. Methodology: We adopt a robust optimization framework and study process flexibility designs from the worst-case perspective by introducing the dual margin group index (DMGI). Results and managerial implications: We show that a general class of worst-case performance measures can be expressed as functions of a design’s DMGIs and the given uncertainty set. Moreover, the DMGIs lead to a partial ordering that enables us to compare the worst-case performance of different designs. Applying these results, we prove that under the so-called partwise independently symmetric uncertainty sets and a broad class of worst-case performance measures, the alternate long-chain design is optimal among all long-chain designs with equal numbers of high-profit products and low-profit products. Finally, we develop a heuristic based on the DMGIs to generate effective flexibility designs when products exhibit margin differentials.

Combination with Machine Learning Algorithms for the Classification in E-Bussiness

2011 ◽  
Vol 230-232 ◽  
pp. 625-628
Author(s):  
Lei Shi ◽  
Xin Ming Ma ◽  
Xiao Hong Hu
Keyword(s):  
Machine Learning ◽  
Support Vector Machines ◽  
Set Theory ◽  
Rough Set ◽  
Rough Set Theory ◽  
Machine Learning Algorithms ◽  
Classification Model ◽  
Support Vector ◽  
Mathematical Tool ◽  
Vector Machines

E-bussiness has grown rapidly in the last decade and massive amount of data on customer purchases, browsing pattern and preferences has been generated. Classification of electronic data plays a pivotal role to mine the valuable information and thus has become one of the most important applications of E-bussiness. Support Vector Machines are popular and powerful machine learning techniques, and they offer state-of-the-art performance. Rough set theory is a formal mathematical tool to deal with incomplete or imprecise information and one of its important applications is feature selection. In this paper, rough set theory and support vector machines are combined to construct a classification model to classify the data of E-bussiness effectively.

Advanced Multi-Objective Robust Optimization Under Interval Uncertainty Using Kriging Model and Support Vector Machine

2018 ◽  
Vol 18 (4) ◽  
Author(s):  
Tingli Xie ◽  
Ping Jiang ◽  
Qi Zhou ◽  
Leshi Shu ◽  
Yahui Zhang ◽  
...  
Keyword(s):  
Support Vector Machine ◽  
Robust Optimization ◽  
Engineering Design ◽  
Kriging Model ◽  
Support Vector ◽  
Svm Classifier ◽  
Optimization Approach ◽  
Design Problems ◽  
Multi Objective ◽  
Engineering Design Problems

There are a large number of real-world engineering design problems that are multi-objective and multiconstrained, having uncertainty in their inputs. Robust optimization is developed to obtain solutions that are optimal and less sensitive to uncertainty. Since most of complex engineering design problems rely on time-consuming simulations, the robust optimization approaches may become computationally intractable. To address this issue, an advanced multi-objective robust optimization approach based on Kriging model and support vector machine (MORO-KS) is proposed in this work. First, the main problem in MORO-KS is iteratively restricted by constraint cuts formed in the subproblem. Second, each objective function is approximated by a Kriging model to predict the response value. Third, a support vector machine (SVM) classifier is constructed to replace all constraint functions classifying design alternatives into two categories: feasible and infeasible. The proposed MORO-KS approach is tested on two numerical examples and the design optimization of a micro-aerial vehicle (MAV) fuselage. Compared with the results obtained from other MORO approaches, the effectiveness and efficiency of the proposed MORO-KS approach are illustrated.

Feasibility Robust Optimization via Scenario Generation and Reduction

2018 ◽  
Author(s):  
Eliot Rudnick-Cohen ◽  
Jeffrey W. Herrmann ◽  
Shapour Azarm
Keyword(s):  
Robust Optimization ◽  
Optimization Problems ◽  
Computational Cost ◽  
Optimization Techniques ◽  
Scenario Generation ◽  
Test Problems ◽  
Optimization Approach ◽  
Uncertain Parameters ◽  
Worst Case ◽  
Robust Solution

Feasibility robust optimization techniques solve optimization problems with uncertain parameters that appear only in their constraint functions. Solving such problems requires finding an optimal solution that is feasible for all realizations of the uncertain parameters. This paper presents a new feasibility robust optimization approach involving uncertain parameters defined on continuous domains without any known probability distributions. The proposed approach integrates a new sampling-based scenario generation scheme with a new scenario reduction approach in order to solve feasibility robust optimization problems. An analysis of the computational cost of the proposed approach was performed to provide worst case bounds on its computational cost. The new proposed approach was applied to three test problems and compared against other scenario-based robust optimization approaches. A test was conducted on one of the test problems to demonstrate that the computational cost of the proposed approach does not significantly increase as additional uncertain parameters are introduced. The results show that the proposed approach converges to a robust solution faster than conventional robust optimization approaches that discretize the uncertain parameters.

scholarly journals A Spectral Feature Based Convolutional Neural Network for Classification of Sea Surface Oil Spill

2019 ◽  
Vol 8 (4) ◽  
pp. 160 ◽  
Author(s):  
Bingxin Liu ◽  
Ying Li ◽  
Guannan Li ◽  
Anling Liu
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Convolutional Neural Network ◽  
Convolutional Neural Networks ◽  
Machine Learning Algorithms ◽  
Classification Model ◽  
Support Vector ◽  
Oil Film ◽  
One Dimensional

Spectral characteristics play an important role in the classification of oil film, but the presence of too many bands can lead to information redundancy and reduced classification accuracy. In this study, a classification model that combines spectral indices-based band selection (SIs) and one-dimensional convolutional neural networks was proposed to realize automatic oil films classification using hyperspectral remote sensing images. Additionally, for comparison, the minimum Redundancy Maximum Relevance (mRMR) was tested for reducing the number of bands. The support vector machine (SVM), random forest (RF), and Hu’s convolutional neural networks (CNN) were trained and tested. The results show that the accuracy of classifications through the one dimensional convolutional neural network (1D CNN) models surpassed the accuracy of other machine learning algorithms such as SVM and RF. The model of SIs+1D CNN could produce a relatively higher accuracy oil film distribution map within less time than other models.

scholarly journals APPLICATION OF MACHINE LEARNING ALGORITHMS FOR PROCESSING COMMENTS FROM THE YOUTUBE VIDEO HOSTING UNDER TRAINING VIDEOS

2021 ◽  
pp. 33-42
Author(s):  
L. S. Koriashkina ◽  
H. V. Symonets
Keyword(s):  
Machine Learning ◽  
Gradient Descent ◽  
Russian Language ◽  
Stochastic Gradient ◽  
Machine Learning Algorithms ◽  
Stochastic Gradient Descent ◽  
Support Vector ◽  
Learning Methods ◽  
Machine Learning Methods ◽  
Gradient Enhancement

Purpose. Detecting toxic comments on YouTube video hosting under training videos by classifying unstructured text using a combination of machine learning methods. Methodology. To work with the specified type of data, machine learning methods were used for cleaning, normalizing, and presenting textual data in a form acceptable for processing on a computer. Directly to classify comments as “toxic”, we used a logistic regression classifier, a linear support vector classification method without and with a learning method – stochastic gradient descent, a random forest classifier and a gradient enhancement classifier. In order to assess the work of the classifiers, the methods of calculating the matrix of errors, accuracy, completeness and F-measure were used. For a more generalized assessment, a cross-validation method was used. Python programming language. Findings. Based on the assessment indicators, the most optimal methods were selected – support vector machine (Linear SVM), without and with the training method using stochastic gradient descent. The described technologies can be used to analyze the textual comments under any training videos to detect toxic reviews. Also, the approach can be useful for identifying unwanted or even aggressive information on social networks or services where reviews are provided. Originality. It consists in a combination of methods for preprocessing a specific type of text, taking into account such features as the possibility of having a timecode, emoji, links, and the like, as well as in the adaptation of classification methods of machine learning for the analysis of Russian-language comments. Practical value. It is about optimizing (simplification) the comment analysis process. The need for this processing is due to the growing volumes of text data, especially in the field of education through quarantine conditions and the transition to distance learning. The volume of educational Internet content already needs to automate the processing and analysis of feedback, over time this need will only grow.

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