共查询到17条相似文献,搜索用时 165 毫秒
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后验概率支持向量机在企业信用评级中的应用 总被引:3,自引:2,他引:1
在支持向量机(Support Vector Machine)的分类问题中,训练样本的分类信息总是确定的,由此得到的分类指示函数也总是对新样本给出确定的分类信息,但是这种情况对一些不确定性问题并不恰当.利用贝叶斯规则,将样本的后验概率与传统支持向量机结合,得到了基于后验概率的支持向量机.在具体的算法上,引入了一个经验性的方法得到样本的后验概率.以某评级机构提供的企业信用评估数据库为研究对象. 相似文献
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针对传统对支持向量机多类分类算法(Multi-TWSVM)中出现的模糊性问题,提出了一种基于遗传算法的决策树对支持向量机(GA-DTTSVM)多类分类算法。GA-DTTSVM用遗传算法对特征数据建立决策树,通过构建决策树可以分离样本的模糊区域,提高模糊区域样本的识别率。在决策树的每个节点上用对支持向量机(TWSVM)训练分类器,最后用训练的分类器进行分类和预测。实验结果表明,与决策树对支持向量机(DTTSVM)多类分类算法以及Multi-TWSVM相比,GA-DTTSVM多类分类算法具有较高的分类精度和较快的训练速度。 相似文献
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传统的加权K最近邻算法中以距离作为权值,随着数据维度的增加,计算距离与真实距离的误差越来越大。针对这一问题,提出了一种贝叶斯后验概率的加权K最近邻算法——贝叶斯后验概率(Bayes ian Posterior Probability-Weighted K-Nearest Neighbor,BPP-WKNN)方法。首先用支持向量机算法分类选取测试点的近邻指纹点,其次计算测试点到每个近邻指纹点的贝叶斯后验概率,最后以贝叶斯后验概率的大小作为权值进行BPPWKNN算法定位。实验果表明:与基于曼哈顿距离的加权K最近邻算法和基于欧氏距离的加权K最近邻算法相比,改进后的BPP-WKNN定位算法的定位精确度和稳定性更高;利用支持向量机算法的稀疏性定位完成时间分别缩短了49%与42%。 相似文献
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基于模糊支持向量机的网络入侵检测 总被引:1,自引:0,他引:1
针对目前入侵检测算法存在的分类精度或者效率不高的问题,提出了改进的Relief特征提取算法和基于模糊支持向量机的入侵分类算法.通过对NSL_DATA数据集的预处理和主动学习模式,降低了最小二乘支持向量机的二次线性规划问题求解的复杂度.采用决策树的分类模式,提高了数据样本的检测效率和分类精度. 相似文献
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吕成戍 《计算机工程与科学》2014,36(4):697-701
基于标准支持向量机的托攻击检测方法不能体现由于用户误分代价不同对分类效果带来的影响,提出了一种基于代价敏感支持向量机的托攻击检测新方法,该方法在代价敏感性学习机制下引入支持向量机作为分类工具,对支持向量机输出进行后验概率建模,建立了基于类别隶属度的动态代价函数,更准确地反映不同样本的分类代价,在此基础上设计了代价敏感支持向量机分类器。将该分类器应用在推荐系统托攻击检测中,并与标准的支持向量机方法、代价敏感支持向量机方法进行比较,实验结果表明,本方法可以更精确地控制代价敏感性,进一步提高对攻击用户的检测精度,降低总体的误分类代价。 相似文献
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We present a new architecture named Binary Tree of support vector machine (SVM), or BTS, in order to achieve high classification efficiency for multiclass problems. BTS and its enhanced version, c-BTS, decrease the number of binary classifiers to the greatest extent without increasing the complexity of the original problem. In the training phase, BTS has N-1 binary classifiers in the best situation (N is the number of classes), while it has log/sub 4/3/((N+3)/4) binary tests on average when making a decision. At the same time the upper bound of convergence complexity is determined. The experiments in this paper indicate that maintaining comparable accuracy, BTS is much faster to be trained than other methods. Especially in classification, due to its Log complexity, it is much faster than directed acyclic graph SVM (DAGSVM) and ECOC in problems that have big class number. 相似文献
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We present an improved version of One-Against-All (OAA) method for multiclass SVM classification based on a decision tree
approach. The proposed decision tree based OAA (DT-OAA) is aimed at increasing the classification speed of OAA by using posterior
probability estimates of binary SVM outputs. DT-OAA decreases the average number of binary SVM tests required in testing phase
to a greater extent when compared to OAA and other multiclass SVM methods. For a balanced multiclass dataset with K classes, under best situation, DT-OAA requires only (K + 1)/2 binary tests on an average as opposed to K binary tests in OAA; however, on imbalanced multiclass datasets we observed DT-OAA to be much faster with proper selection
of order in which the binary SVMs are arranged in the decision tree. Computational comparisons on publicly available datasets
indicate that the proposed method can achieve almost the same classification accuracy as that of OAA, but is much faster in
decision making. 相似文献
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The paper presents a novel automatic speaker age and gender identification approach which combines seven different methods at both acoustic and prosodic levels to improve the baseline performance. The three baseline subsystems are (1) Gaussian mixture model (GMM) based on mel-frequency cepstral coefficient (MFCC) features, (2) Support vector machine (SVM) based on GMM mean supervectors and (3) SVM based on 450-dimensional utterance level features including acoustic, prosodic and voice quality information. In addition, we propose four subsystems: (1) SVM based on UBM weight posterior probability supervectors using the Bhattacharyya probability product kernel, (2) Sparse representation based on UBM weight posterior probability supervectors, (3) SVM based on GMM maximum likelihood linear regression (MLLR) matrix supervectors and (4) SVM based on the polynomial expansion coefficients of the syllable level prosodic feature contours in voiced speech segments. Contours of pitch, time domain energy, frequency domain harmonic structure energy and formant for each syllable (segmented using energy information in the voiced speech segment) are considered for analysis in subsystem (4). The proposed four subsystems have been demonstrated to be effective and able to achieve competitive results in classifying different age and gender groups. To further improve the overall classification performance, weighted summation based fusion of these seven subsystems at the score level is demonstrated. Experiment results are reported on the development and test set of the 2010 Interspeech Paralinguistic Challenge aGender database. Compared to the SVM baseline system (3), which is the baseline system suggested by the challenge committee, the proposed fusion system achieves 5.6% absolute improvement in unweighted accuracy for the age task and 4.2% for the gender task on the development set. On the final test set, we obtain 3.1% and 3.8% absolute improvement, respectively. 相似文献
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Reliability-based design optimization (RBDO) is concerned with designing an engineering system to minimize a cost function subject to the reliability requirement that failure probability should not exceed a threshold. Conventional RBDO methods are less than satisfactory in dealing with discrete design parameters and complex limit state functions (nonlinear and non-differentiable). Methods that are flexible enough to address the concerns above, however, come at a high computational cost. To enhance computational efficiency without sacrificing model flexibility, we propose a new RBDO framework: PS2, which combines Particle Swarm Optimization (PSO), Support Vector Machine (SVM), and Subset Simulation (SS). SS can efficiently estimate small failure probabilities, based on which SVM is adopted to evaluate the reliability of candidate solutions using binary classification. PSO is employed to solve the discrete optimization problem. Primary emphasis is placed upon the cooperation between SVM and PSO. The cooperation is mutually beneficial since the SVM classifier helps PSO evaluate the feasibility of solutions with high efficiency while the optimal solutions obtained by PSO assist in retraining the SVM classifier to attain better accuracy. The PS2 framework is implemented to find the optimal design of a ten-bar truss, whose component sizes are selected from a commercial standard. The reliability constraints are non-differentiable with two failure modes: yield stress and buckling stress. The interactive process between PSO and SVM contributes greatly to the success of the PS2 framework. It is shown that in various trials the PS2 framework consistently outperforms both the double-loop and single-loop approaches in terms of computational efficiency, solution quality, and model flexibility. 相似文献
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模型组合是提高支持向量机泛化性的重要方法,但存在计算效率较低的问题。提出一种基于正则化路径上贝叶斯模型平均的支持向量机模型组合方法,在提高支持向量机泛化性的同时,具有较高的计算效率。基于正则化路径算法建立初始模型集,引入对支持向量机的概率解释。模型的先验可看做是一个高斯过程,模型的后验概率通过贝叶斯公式求得,使用贝叶斯模型平均对模型进行组合。在标准数据集上,实验比较了所提出的模型组合方法与交叉验证及广义近似交叉验证(GACV)方法的性能,验证所提出的模型组合方法的有效性。 相似文献
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传统的支持向量机是基于两类问题提出的,如何将其有效地推广至多类分类仍是一个研究的热点问题。在分析比较现有支持向量机多类分类OVO方法存在的问题及缺点的基础上,该文提出一种新的基于概率投票策略的多类分类方法。在该策略中,充分考虑了OVO方法中各个两类支持向量机分类器的差异,并将该差异反映到投票分值上。所提多类支持向量机方法不仅具有较好的分类性能,而且有效解决了传统投票策略中存在的拒分区域问题。将基于概率投票的多分类支持向量机作为关键技术应用于实际齿轮箱故障诊断,并与传统投票策略的结果进行对比,表明所提方法的上述优点。 相似文献