AdaBoost ensemble for financial distress prediction: An empirical comparison with data from Chinese listed companies

Due to the important role of financial distress prediction (FDP) for enterprises, it is crucial to improve the accuracy of FDP model. In recent years, classifier ensemble has shown promising advantage over single classifier, but the study on classifier ensemble methods for FDP is still not comprehensive enough and leaves to be further explored. This paper constructs AdaBoost ensemble respectively with single attribute test (SAT) and decision tree (DT) for FDP, and empirically compares them with single DT and support vector machine (SVM). After designing the framework of AdaBoost ensemble method for FDP, the article describes AdaBoost algorithm as well as SAT and DT algorithm in detail, which is followed by the combination mechanism of multiple classifiers. On the initial sample of 692 Chinese listed companies and 41 financial ratios, 30 times of holdout experiments are carried out for FDP respectively one year, two years, and three years in advance. In terms of experimental results, AdaBoost ensemble with SAT outperforms AdaBoost ensemble with DT, single DT classifier and single SVM classifier. As a conclusion, the choice of weak learner is crucial to the performance of AdaBoost ensemble, and AdaBoost ensemble with SAT is more suitable for FDP of Chinese listed companies.     

基于AdaBoost分类器的实时交通事故预测

传统的道路交通事故预测是对交通事故次数及其造成的损失的历史趋势进行预测,针对其不能反映交通事故与实时交通特性关系、不能有效地预防事故发生的问题,提出一种基于AdaBoost分类器的交通事故实时预测的方法。首先,将交通道路划分为正常、危险两种交通状态,利用实时采集的交通流数据作为特征变量对不同的状态进行表征,将事故的实时预测问题转化为分类问题;然后,采用Parzen窗非参数估计的方法对两种状态在不同时间尺度下候选交通流特征的概率密度函数（PDF）进行估计,利用基于概率分布的可分性判据分析估计的密度函数,选择合适的特征变量及时间尺度,确定样本数据;最后,根据样本数据训练AdaBoost分类器对不同的交通状态进行分类识别。实验结果表明,采用交通流特性的标准差特征对测试样本分类的正确率比平均值特征高7.9%,更能反映不同交通状态的差别,获得更好的分类结果。     

基于AdaBoost的计算机生成图像检测算法

提出了一种基于AdaBoost的计算机生成图像检测算法;该算法从空间域和变换域提取JPEG图像的特征值,利用特征组合技术来检测计算机生成图像.其中,小波域特征值是图像小波子带系数及其线性预测误差的高阶统计量,空间域特征是图像的梯度能量特征值.利用AdaBoost算法来构造分类器.相比于其它分类算法,AdaBoost算法是将弱学习算法通过一定规则上升为一种强学习算法,从而通过实际样本训练得到一个识别率较为理想的分类器.仿真实验表明,对计算机生成图像的检测率有了很大的提高.     

On the effect of calibration in classifier combination

A general approach to classifier combination considers each model as a probabilistic classifier which outputs a class membership posterior probability. In this general scenario, it is not only the quality and diversity of the models which are relevant, but the level of calibration of their estimated probabilities as well. In this paper, we study the role of calibration before and after classifier combination, focusing on evaluation measures such as MSE and AUC, which better account for good probability estimation than other evaluation measures. We present a series of findings that allow us to recommend several layouts for the use of calibration in classifier combination. We also empirically analyse a new non-monotonic calibration method that obtains better results for classifier combination than other monotonic calibration methods.     

结合旋转森林和AdaBoost分类器的多标签文本分类方法

针对一些多标签文本分类算法没有考虑文本-术语相关性和准确率不高的问题,提出一种结合旋转森林和AdaBoost分类器的集成多标签文本分类方法。首先,通过旋转森林算法对样本集进行分割,通过特征变换将各样本子集映射到新的特征空间,形成多个具有较大差异性的新样本子集。然后,基于AdaBoost算法,在样本子集中通过多次迭代构建多个AdaBoost基分类器。最后,通过概率平均法融合多个基分类器的决策结果,以此做出最终标签预测。在4个基准数据集上的实验结果表明,该方法在平均精确度、覆盖率、排名损失、汉明损失和1-错误率方面都具有优越的性能。     

Hybrid Bayesian estimation tree learning with discrete and fuzzy labels

Classical decision tree model is one of the classical machine learning models for its simplicity and effectiveness in applications. However, compared to the DT model, probability estimation trees (PETs) give a better estimation on class probability. In order to get a good probability estimation, we usually need large trees which are not desirable with respect to model transparency. Linguistic decision tree (LDT) is a PET model based on label semantics. Fuzzy labels are used for building the tree and each branch is associated with a probability distribution over classes. If there is no overlap between neighboring fuzzy labels, these fuzzy labels then become discrete labels and a LDT with discrete labels becomes a special case of the PET model. In this paper, two hybrid models by combining the naive Bayes classifier and PETs are proposed in order to build a model with good performance without losing too much transparency. The first model uses naive Bayes estimation given a PET, and the second model uses a set of small-sized PETs as estimators by assuming the independence between these trees. Empirical studies on discrete and fuzzy labels show that the first model outperforms the PET model at shallow depth, and the second model is equivalent to the naive Bayes and PET.     

基于信息熵的RVM-AdaBoost组合分类器

针对AdaBoost算法不能有效提高RVM分类性能的问题,提出一种基于信息熵的RVM与AdaBoost组合分类器。依据RVM输出的后验概率来定义样本的信息熵,信息熵越高的样本越容易错分。提出使用自适应信息熵阈值对数据进行筛选,筛选出的数据使用基于AdaBoost算法的集成分类器进行分类,样本的分类结果由RVM与集成分类器组合给出。把未筛选出且分类错误的极少样本作为噪声对待,增强了组合分类器的稳定性,避免了随着AdaBoost算法迭代次数增加集成分类器出现退化的现象。使用UCI数据集从分类正确率、分类效率和稳定性三方面对提出的组合分类器进行验证,实验结果表明了此分类器的有效性。     

抗外点干扰的鲁棒AdaBoost分类器构建方法

根据AdaBoost算法易受外点影响这一缺陷,提出一种利用Ransac算法实现抗外点干扰的鲁棒AdaBoost分类器构建方法。不同于其他AdaBoost算法在分类器构建中单纯使用样本加权或权值控制的手段,该算法将Ransac算法引入AdaBoost分类器模型构建过程中,去除潜在外点,克服现有AdaBoost算法缺陷。同时,借助Ransac算法,从全部AdaBoost分类器中选择最佳分类器模型,消除由外点引起的分类器降级。最后,将该AdaBoost分类器模型用于含有一定量外点的笔迹样本进行验证,实验结果证明了该方法的有效性。     

基于半监督聚类的人脸检测方法

将肤色与连续AdaBoost算法相结合进行人脸检测,并引入半监督策略指导肤色聚类从而建立肤色模型。在肤色聚类过程中,提出一种基于半监督的SKDK算法引导肤色聚类,依据各个像素簇的概率统计分布特性得到肤色模型。在此基础上利用数学形态学等知识对图像进行处理,得到人脸候选区域,将其作为连续AdaBoost分类器的输入进行人脸检测。实验结果表明,在多人脸的场景下,该方法的检测效果优于直接使用连续AdaBoost方法进行人脸检测的检测效果。     

基于多类指数损失函数逐步添加模型的改进多分类AdaBoost算法

多类指数损失函数逐步添加模型（SAMME）是一种多分类的AdaBoost算法,为进一步提升SAMME算法的性能,针对使用加权概率和伪损失对算法的影响进行研究,在此基础上提出了一种基于基分类器对样本有效邻域分类的动态加权AdaBoost算法SAMME.RD。首先,确定是否使用加权概率和伪损失;然后,求出待测样本在训练集中的有效邻域;最后,根据基分类器针对有效邻域的分类结果确定基分类器的加权系数。使用UCI数据集进行验证,实验结果表明：使用真实的错误率计算基分类器加权系数效果更好;在数据类别较少且分布平衡时,使用真实概率进行基分类器筛选效果较好;在数据类别较多且分布不平衡时,使用加权概率进行基分类器筛选效果较好。所提的SAMME.RD算法可以有效提高多分类AdaBoost算法的分类正确率。     

多分类问题代价敏感AdaBoost算法

针对目前多分类代价敏感分类问题在转换成二分类代价敏感分类问题存在的代价合并问题, 研究并构造出了可直接应用于多分类问题的代价敏感AdaBoost算法.算法具有与连续AdaBoost算法 类似的流程和误差估计. 当代价完全相等时, 该算法就变成了一种新的多分类的连续AdaBoost算法, 算法能够确保训练错误率随着训练的分类器的个数增加而降低, 但不直接要求各个分类器相互独立条件, 或者说独立性条件可以通过算法规则来保证, 但现有多分类连续AdaBoost算法的推导必须要求各个分类器相互独立. 实验数据表明, 算法可以真正实现分类结果偏向错分代价较小的类, 特别当每一类被错分成其他类的代价不平衡但平均代价相等时, 目前已有的多分类代价敏感学习算法会失效, 但新方法仍然能 实现最小的错分代价. 研究方法为进一步研究集成学习算法提供了一种新的思路, 得到了一种易操作并近似满足分类错误率最小的多标签分类问题的AdaBoost算法.     

一种基于概率校正和集成学习的肠癌肝转移预测模型

提出一种基于概率校正和集成学习的机器学习模型,用来预测患者肠癌肝转移的概率。首先将AdaBoost和Class-bal-anced SVM的概率结果进行校正,再将其结果和Logistic回归的预测结果进行集成,获得最终的预测结果。预测模型在复旦大学附属肿瘤医院的肠癌患者数据集上与其他算法如AdaBoost、Class-balanced SVM、Logistic回归算法进行了比较,结果显示该模型具有更好的AUC性能,更适合于医生的临床辅助诊断。模型的AUC性能在UCI数据集上进一步得到了验证。     

基于特征空间切分建模的变形手势跟踪算法

为解决人机交互中手势形变和无规律运动带来的跟踪难题,提出了一种基于特征空间切分建模的非参数核密度估计算法来实现手势跟踪.首先,在检测模块中利用AdaBoost分类器检测图像中手势的存在,将检测到的手势位置信息传送给跟踪模块,该模块精确提取手势目标从而对其颜色建模.然后,利用目标的颜色模型对各帧图像进行后验概率密度估算,获取运动目标的概率密度图像,将其分解成手势运动区和同色干扰区.最后,对同色干扰区采用混合高斯建模来削弱同色目标的干扰.当目标丢失时启动再检测模块,并利用贝叶斯分类器与方差分类器实现手势目标重检.实验结果表明,该算法通过对特征空间切分建模以及不同分类器的级联解决了变形手势跟踪的同色干扰与再检测难题.该算法提高了跟踪的准确率（>81.5%）,适合于非刚性物体做无规则运动的复杂场景.     

AdaBoost算法在车牌字符识别中的应用

提出了一种基于AdaBoost的车牌字符自动识别算法。AdaBoost是一种构建准确分类器的学习算法，它将一族弱学习算法通过一定规则结合成为一个强学习算法，从而通过样本训练得到一个识别准确率理想的分类器，将之用于车牌字符识别，对车牌图像进行实验，对车牌字符样本进行特征提取，用特征来训练有效分类器，用MATLAB完成了对车牌照数字识别的模拟，结果证实此算法对车牌字符识别有一定准确性，具有良好的效果。     

基于静态权值组合集成模型的WSN时钟偏差估计

针对无线传感器网络(WSN)时钟同步精度低、复杂度高等问题,提出了一种基于静态权值组合集成模型的时钟偏差预测方法。对传感器节点的时间戳观测值进行有放回抽样,将面向回归问题的AdaBoost.RT集成学习算法的误差函数和阈值调整方法进行改进,并以改进的AdaBoost.RT算法作为集成框架,采用离散神经元网络(DPNN)作为弱学习机构建集成局域模型对时间偏差进行有效预测。实验表明,对于长期预测,AdaBoost.RT模型和改进型AdaBoost.RT模型的预测效果相对于DPNN全局模型提升了20%。此外,在长期观测和短期观测两种情况下,AdaBoost.RT改进型模型的预测效果要优于AdaBoost.RT模型,能够更有效的减小时间估计偏差。     

Improved AdaBoost-based image retrieval with relevance feedback via paired feature learning

Boost learning algorithm, such as AdaBoost, has been widely used in a variety of applications in multimedia and computer vision. Relevance feedback-based image retrieval has been formulated as a classification problem with a small number of training samples. Several machine learning techniques have been applied to this problem recently. In this paper, we propose a novel paired feature AdaBoost learning system for relevance feedback-based image retrieval. To facilitate density estimation in our feature learning method, we propose an ID3-like balance tree quantization method to preserve most discriminative information. By using paired feature combination, we map all training samples obtained in the relevance feedback process onto paired feature spaces and employ the AdaBoost algorithm to select a few feature pairs with best discrimination capabilities in the corresponding paired feature spaces. In the AdaBoost algorithm, we employ Bayesian classification to replace the traditional binary weak classifiers to enhance their classification power, thus producing a stronger classifier. Experimental results on content-based image retrieval (CBIR) show superior performance of the proposed system compared to some previous methods.     

一种基于直方图特征和AdaBoost的图像中的文字定位算法

图像中的文字自动定位是计算机视觉领域中的一个新兴研究热点。为了使得定位算法能够适应不同类型的图像和文字，根据文字所具有的特殊纹理属性，提出了一种具有普适能力的基于直方图特征和AdaBoost的文字定位算法。该算法首先通过提取对文字具有较强鉴别能力的直方图特征和引入AdaBoost算法来设计级联结构的纹理分类器；然后用该分类器的概率输出来生成文字概率图；在此基础上再通过CAMSHIFT算法得到最终的定位结果。实验结果表明，该算法具有较强的鲁棒性，能够适应文字在语种、字体、尺度等方面的变化，在不同类型的图像中都能得到较好的定位结果。     

基于AdaBoost的组合分类器在遥感影像分类中的应用*

运用组合分类器的经典算法AdaBoost将多个弱分类器-神经网络分类器组合输出,并引入混合判别多分类器综合规则,有效提高疑难类别的分类精度,进而提高分类的总精度.最后以天津地区ASTER影像为例,介绍了基于AdaBoost的组合分类算法,并在此基础上实现了天津地区的土地利用分类.分类结果表明,组合分类器能有效提高单个分类器的分类精度,分类总精度由81.13%提高到93.32%.实验表明基于AdaBoost的组合分类是遥感图像分类的一种新的有效方法.     

互信息匹配的半朴素贝叶斯分类器

由于作为朴素贝叶斯分类器的主要特征的条件独立性假设条件过强且在不同数据集上表现出的差异,所以独立性假设成为众多改进算法的切入点。但也有研究指出不满足该假设并没有对分类器造成预想的影响。从降低后验概率的估计误差入手提出一种条件熵匹配的半朴素贝叶斯分类器。实验证明,该方法能有效提高朴素贝叶斯分类器的性能。     

A self-constructing cascade classifier with AdaBoost and SVM for pedestriandetection

In this paper, we propose a cascade classifier combining AdaBoost and support vector machine, and applied this to pedestrian detection. The pedestrian detection involved using a window of fixed size to extract the candidate region from left to right and top to bottom of the image, and performing feature extractions on the candidate region. Finally, our proposed cascade classifier completed the classification of the candidate region. The cascade-AdaBoost classifier has been successfully used in pedestrian detection. We have improved the initial setting method for the weights of the training samples in the AdaBoost classifier, so that the selected weak classifier would be able to focus on a higher detection rate other than accuracy. The proposed cascade classifier can automatically select the AdaBoost classifier or SVM to construct a cascade classifier according to the training samples, so as to effectively improve classification performance and reduce training time. In order to verify our proposed method, we have used our extracted database of pedestrian training samples, PETs database, INRIA database and MIT database. This completed the pedestrian detection experiment whose result was compared to those of the cascade-AdaBoost classifier and support vector machine. The result of the experiment showed that in a simple environment involving campus experimental image and PETs database, both our cascade classifier and other classifiers can attain good results, while in a complicated environment involving INRA and MIT database experiments, our cascade classifier had better results than those of other classifiers.