Search results for: logistic model tree
17999 A Hybrid Model Tree and Logistic Regression Model for Prediction of Soil Shear Strength in Clay
Authors: Ehsan Mehryaar, Seyed Armin Motahari Tabari
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Without a doubt, soil shear strength is the most important property of the soil. The majority of fatal and catastrophic geological accidents are related to shear strength failure of the soil. Therefore, its prediction is a matter of high importance. However, acquiring the shear strength is usually a cumbersome task that might need complicated laboratory testing. Therefore, prediction of it based on common and easy to get soil properties can simplify the projects substantially. In this paper, A hybrid model based on the classification and regression tree algorithm and logistic regression is proposed where each leaf of the tree is an independent regression model. A database of 189 points for clay soil, including Moisture content, liquid limit, plastic limit, clay content, and shear strength, is collected. The performance of the developed model compared to the existing models and equations using root mean squared error and coefficient of correlation.Keywords: model tree, CART, logistic regression, soil shear strength
Procedia PDF Downloads 19717998 Heart Attack Prediction Using Several Machine Learning Methods
Authors: Suzan Anwar, Utkarsh Goyal
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Heart rate (HR) is a predictor of cardiovascular, cerebrovascular, and all-cause mortality in the general population, as well as in patients with cardio and cerebrovascular diseases. Machine learning (ML) significantly improves the accuracy of cardiovascular risk prediction, increasing the number of patients identified who could benefit from preventive treatment while avoiding unnecessary treatment of others. This research examines relationship between the individual's various heart health inputs like age, sex, cp, trestbps, thalach, oldpeaketc, and the likelihood of developing heart disease. Machine learning techniques like logistic regression and decision tree, and Python are used. The results of testing and evaluating the model using the Heart Failure Prediction Dataset show the chance of a person having a heart disease with variable accuracy. Logistic regression has yielded an accuracy of 80.48% without data handling. With data handling (normalization, standardscaler), the logistic regression resulted in improved accuracy of 87.80%, decision tree 100%, random forest 100%, and SVM 100%.Keywords: heart rate, machine learning, SVM, decision tree, logistic regression, random forest
Procedia PDF Downloads 13817997 Logistic Model Tree and Expectation-Maximization for Pollen Recognition and Grouping
Authors: Endrick Barnacin, Jean-Luc Henry, Jack Molinié, Jimmy Nagau, Hélène Delatte, Gérard Lebreton
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Palynology is a field of interest for many disciplines. It has multiple applications such as chronological dating, climatology, allergy treatment, and even honey characterization. Unfortunately, the analysis of a pollen slide is a complicated and time-consuming task that requires the intervention of experts in the field, which is becoming increasingly rare due to economic and social conditions. So, the automation of this task is a necessity. Pollen slides analysis is mainly a visual process as it is carried out with the naked eye. That is the reason why a primary method to automate palynology is the use of digital image processing. This method presents the lowest cost and has relatively good accuracy in pollen retrieval. In this work, we propose a system combining recognition and grouping of pollen. It consists of using a Logistic Model Tree to classify pollen already known by the proposed system while detecting any unknown species. Then, the unknown pollen species are divided using a cluster-based approach. Success rates for the recognition of known species have been achieved, and automated clustering seems to be a promising approach.Keywords: pollen recognition, logistic model tree, expectation-maximization, local binary pattern
Procedia PDF Downloads 18217996 Comparative Study od Three Artificial Intelligence Techniques for Rain Domain in Precipitation Forecast
Authors: Nabilah Filzah Mohd Radzuan, Andi Putra, Zalinda Othman, Azuraliza Abu Bakar, Abdul Razak Hamdan
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Precipitation forecast is important to avoid natural disaster incident which can cause losses in the involved area. This paper reviews three techniques logistic regression, decision tree, and random forest which are used in making precipitation forecast. These combination techniques through the vector auto-regression (VAR) model help in finding the advantages and strengths of each technique in the forecast process. The data-set contains variables of the rain’s domain. Adaptation of artificial intelligence techniques involved in rain domain enables the forecast process to be easier and systematic for precipitation forecast.Keywords: logistic regression, decisions tree, random forest, VAR model
Procedia PDF Downloads 44617995 Monitoring Three-Dimensional Models of Tree and Forest by Using Digital Close-Range Photogrammetry
Authors: S. Y. Cicekli
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In this study, tree-dimensional model of tree was created by using terrestrial close range photogrammetry. For this close range photos were taken. Photomodeler Pro 5 software was used for camera calibration and create three-dimensional model of trees. In first test, three-dimensional model of a tree was created, in the second test three-dimensional model of three trees were created. This study aim is creating three-dimensional model of trees and indicate the use of close-range photogrammetry in forestry. At the end of the study, three-dimensional model of tree and three trees were created. This study showed that usability of close-range photogrammetry for monitoring tree and forests three-dimensional model.Keywords: close- range photogrammetry, forest, tree, three-dimensional model
Procedia PDF Downloads 38917994 Logistic Regression Model versus Additive Model for Recurrent Event Data
Authors: Entisar A. Elgmati
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Recurrent infant diarrhea is studied using daily data collected in Salvador, Brazil over one year and three months. A logistic regression model is fitted instead of Aalen's additive model using the same covariates that were used in the analysis with the additive model. The model gives reasonably similar results to that using additive regression model. In addition, the problem with the estimated conditional probabilities not being constrained between zero and one in additive model is solved here. Also martingale residuals that have been used to judge the goodness of fit for the additive model are shown to be useful for judging the goodness of fit of the logistic model.Keywords: additive model, cumulative probabilities, infant diarrhoea, recurrent event
Procedia PDF Downloads 63517993 Comparison of the Effectiveness of Tree Algorithms in Classification of Spongy Tissue Texture
Authors: Roza Dzierzak, Waldemar Wojcik, Piotr Kacejko
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Analysis of the texture of medical images consists of determining the parameters and characteristics of the examined tissue. The main goal is to assign the analyzed area to one of two basic groups: as a healthy tissue or a tissue with pathological changes. The CT images of the thoracic lumbar spine from 15 healthy patients and 15 with confirmed osteoporosis were used for the analysis. As a result, 120 samples with dimensions of 50x50 pixels were obtained. The set of features has been obtained based on the histogram, gradient, run-length matrix, co-occurrence matrix, autoregressive model, and Haar wavelet. As a result of the image analysis, 290 descriptors of textural features were obtained. The dimension of the space of features was reduced by the use of three selection methods: Fisher coefficient (FC), mutual information (MI), minimization of the classification error probability and average correlation coefficients between the chosen features minimization of classification error probability (POE) and average correlation coefficients (ACC). Each of them returned ten features occupying the initial place in the ranking devised according to its own coefficient. As a result of the Fisher coefficient and mutual information selections, the same features arranged in a different order were obtained. In both rankings, the 50% percentile (Perc.50%) was found in the first place. The next selected features come from the co-occurrence matrix. The sets of features selected in the selection process were evaluated using six classification tree methods. These were: decision stump (DS), Hoeffding tree (HT), logistic model trees (LMT), random forest (RF), random tree (RT) and reduced error pruning tree (REPT). In order to assess the accuracy of classifiers, the following parameters were used: overall classification accuracy (ACC), true positive rate (TPR, classification sensitivity), true negative rate (TNR, classification specificity), positive predictive value (PPV) and negative predictive value (NPV). Taking into account the classification results, it should be stated that the best results were obtained for the Hoeffding tree and logistic model trees classifiers, using the set of features selected by the POE + ACC method. In the case of the Hoeffding tree classifier, the highest values of three parameters were obtained: ACC = 90%, TPR = 93.3% and PPV = 93.3%. Additionally, the values of the other two parameters, i.e., TNR = 86.7% and NPV = 86.6% were close to the maximum values obtained for the LMT classifier. In the case of logistic model trees classifier, the same ACC value was obtained ACC=90% and the highest values for TNR=88.3% and NPV= 88.3%. The values of the other two parameters remained at a level close to the highest TPR = 91.7% and PPV = 91.6%. The results obtained in the experiment show that the use of classification trees is an effective method of classification of texture features. This allows identifying the conditions of the spongy tissue for healthy cases and those with the porosis.Keywords: classification, feature selection, texture analysis, tree algorithms
Procedia PDF Downloads 17817992 Efficient Credit Card Fraud Detection Based on Multiple ML Algorithms
Authors: Neha Ahirwar
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In the contemporary digital era, the rise of credit card fraud poses a significant threat to both financial institutions and consumers. As fraudulent activities become more sophisticated, there is an escalating demand for robust and effective fraud detection mechanisms. Advanced machine learning algorithms have become crucial tools in addressing this challenge. This paper conducts a thorough examination of the design and evaluation of a credit card fraud detection system, utilizing four prominent machine learning algorithms: random forest, logistic regression, decision tree, and XGBoost. The surge in digital transactions has opened avenues for fraudsters to exploit vulnerabilities within payment systems. Consequently, there is an urgent need for proactive and adaptable fraud detection systems. This study addresses this imperative by exploring the efficacy of machine learning algorithms in identifying fraudulent credit card transactions. The selection of random forest, logistic regression, decision tree, and XGBoost for scrutiny in this study is based on their documented effectiveness in diverse domains, particularly in credit card fraud detection. These algorithms are renowned for their capability to model intricate patterns and provide accurate predictions. Each algorithm is implemented and evaluated for its performance in a controlled environment, utilizing a diverse dataset comprising both genuine and fraudulent credit card transactions.Keywords: efficient credit card fraud detection, random forest, logistic regression, XGBoost, decision tree
Procedia PDF Downloads 6717991 Application Difference between Cox and Logistic Regression Models
Authors: Idrissa Kayijuka
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The logistic regression and Cox regression models (proportional hazard model) at present are being employed in the analysis of prospective epidemiologic research looking into risk factors in their application on chronic diseases. However, a theoretical relationship between the two models has been studied. By definition, Cox regression model also called Cox proportional hazard model is a procedure that is used in modeling data regarding time leading up to an event where censored cases exist. Whereas the Logistic regression model is mostly applicable in cases where the independent variables consist of numerical as well as nominal values while the resultant variable is binary (dichotomous). Arguments and findings of many researchers focused on the overview of Cox and Logistic regression models and their different applications in different areas. In this work, the analysis is done on secondary data whose source is SPSS exercise data on BREAST CANCER with a sample size of 1121 women where the main objective is to show the application difference between Cox regression model and logistic regression model based on factors that cause women to die due to breast cancer. Thus we did some analysis manually i.e. on lymph nodes status, and SPSS software helped to analyze the mentioned data. This study found out that there is an application difference between Cox and Logistic regression models which is Cox regression model is used if one wishes to analyze data which also include the follow-up time whereas Logistic regression model analyzes data without follow-up-time. Also, they have measurements of association which is different: hazard ratio and odds ratio for Cox and logistic regression models respectively. A similarity between the two models is that they are both applicable in the prediction of the upshot of a categorical variable i.e. a variable that can accommodate only a restricted number of categories. In conclusion, Cox regression model differs from logistic regression by assessing a rate instead of proportion. The two models can be applied in many other researches since they are suitable methods for analyzing data but the more recommended is the Cox, regression model.Keywords: logistic regression model, Cox regression model, survival analysis, hazard ratio
Procedia PDF Downloads 45517990 Loan Repayment Prediction Using Machine Learning: Model Development, Django Web Integration and Cloud Deployment
Authors: Seun Mayowa Sunday
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Loan prediction is one of the most significant and recognised fields of research in the banking, insurance, and the financial security industries. Some prediction systems on the market include the construction of static software. However, due to the fact that static software only operates with strictly regulated rules, they cannot aid customers beyond these limitations. Application of many machine learning (ML) techniques are required for loan prediction. Four separate machine learning models, random forest (RF), decision tree (DT), k-nearest neighbour (KNN), and logistic regression, are used to create the loan prediction model. Using the anaconda navigator and the required machine learning (ML) libraries, models are created and evaluated using the appropriate measuring metrics. From the finding, the random forest performs with the highest accuracy of 80.17% which was later implemented into the Django framework. For real-time testing, the web application is deployed on the Alibabacloud which is among the top 4 biggest cloud computing provider. Hence, to the best of our knowledge, this research will serve as the first academic paper which combines the model development and the Django framework, with the deployment into the Alibaba cloud computing application.Keywords: k-nearest neighbor, random forest, logistic regression, decision tree, django, cloud computing, alibaba cloud
Procedia PDF Downloads 13517989 Statistical Analysis with Prediction Models of User Satisfaction in Software Project Factors
Authors: Katawut Kaewbanjong
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We analyzed a volume of data and found significant user satisfaction in software project factors. A statistical significance analysis (logistic regression) and collinearity analysis determined the significance factors from a group of 71 pre-defined factors from 191 software projects in ISBSG Release 12. The eight prediction models used for testing the prediction potential of these factors were Neural network, k-NN, Naïve Bayes, Random forest, Decision tree, Gradient boosted tree, linear regression and logistic regression prediction model. Fifteen pre-defined factors were truly significant in predicting user satisfaction, and they provided 82.71% prediction accuracy when used with a neural network prediction model. These factors were client-server, personnel changes, total defects delivered, project inactive time, industry sector, application type, development type, how methodology was acquired, development techniques, decision making process, intended market, size estimate approach, size estimate method, cost recording method, and effort estimate method. These findings may benefit software development managers considerably.Keywords: prediction model, statistical analysis, software project, user satisfaction factor
Procedia PDF Downloads 12417988 Comparative Analysis of Predictive Models for Customer Churn Prediction in the Telecommunication Industry
Authors: Deepika Christopher, Garima Anand
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To determine the best model for churn prediction in the telecom industry, this paper compares 11 machine learning algorithms, namely Logistic Regression, Support Vector Machine, Random Forest, Decision Tree, XGBoost, LightGBM, Cat Boost, AdaBoost, Extra Trees, Deep Neural Network, and Hybrid Model (MLPClassifier). It also aims to pinpoint the top three factors that lead to customer churn and conducts customer segmentation to identify vulnerable groups. According to the data, the Logistic Regression model performs the best, with an F1 score of 0.6215, 81.76% accuracy, 68.95% precision, and 56.57% recall. The top three attributes that cause churn are found to be tenure, Internet Service Fiber optic, and Internet Service DSL; conversely, the top three models in this article that perform the best are Logistic Regression, Deep Neural Network, and AdaBoost. The K means algorithm is applied to establish and analyze four different customer clusters. This study has effectively identified customers that are at risk of churn and may be utilized to develop and execute strategies that lower customer attrition.Keywords: attrition, retention, predictive modeling, customer segmentation, telecommunications
Procedia PDF Downloads 5717987 Segregation Patterns of Trees and Grass Based on a Modified Age-Structured Continuous-Space Forest Model
Authors: Jian Yang, Atsushi Yagi
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Tree-grass coexistence system is of great importance for forest ecology. Mathematical models are being proposed to study the dynamics of tree-grass coexistence and the stability of the systems. However, few of the models concentrates on spatial dynamics of the tree-grass coexistence. In this study, we modified an age-structured continuous-space population model for forests, obtaining an age-structured continuous-space population model for the tree-grass competition model. In the model, for thermal competitions, adult trees can out-compete grass, and grass can out-compete seedlings. We mathematically studied the model to make sure tree-grass coexistence solutions exist. Numerical experiments demonstrated that a fraction of area that trees or grass occupies can affect whether the coexistence is stable or not. We also tried regulating the mortality of adult trees with other parameters and the fraction of area trees and grass occupies were fixed; results show that the mortality of adult trees is also a factor affecting the stability of the tree-grass coexistence in this model.Keywords: population-structured models, stabilities of ecosystems, thermal competitions, tree-grass coexistence systems
Procedia PDF Downloads 16017986 Developing a Cybernetic Model of Interdepartmental Logistic Interactions in SME
Authors: Jonas Mayer, Kai-Frederic Seitz, Thorben Kuprat
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In today’s competitive environment production’s logistic objectives such as ‘delivery reliability’ and ‘delivery time’ and distribution’s logistic objectives such as ‘service level’ and ‘delivery delay’ are attributed great importance. Especially for small and mid-sized enterprises (SME) attaining these objectives pose a key challenge. Within this context, one of the difficulties is that interactions between departments within the enterprise and their specific objectives are insufficiently taken into account and aligned. Interdepartmental independencies along with contradicting targets set within the different departments result in enterprises having sub-optimal logistic performance capability. This paper presents a research project which will systematically describe the interactions between departments and convert them into a quantifiable form.Keywords: department-specific actuating and control variables, interdepartmental interactions, cybernetic model, logistic objectives
Procedia PDF Downloads 37217985 Logistic Regression Based Model for Predicting Students’ Academic Performance in Higher Institutions
Authors: Emmanuel Osaze Oshoiribhor, Adetokunbo MacGregor John-Otumu
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In recent years, there has been a desire to forecast student academic achievement prior to graduation. This is to help them improve their grades, particularly for individuals with poor performance. The goal of this study is to employ supervised learning techniques to construct a predictive model for student academic achievement. Many academics have already constructed models that predict student academic achievement based on factors such as smoking, demography, culture, social media, parent educational background, parent finances, and family background, to name a few. This feature and the model employed may not have correctly classified the students in terms of their academic performance. This model is built using a logistic regression classifier with basic features such as the previous semester's course score, attendance to class, class participation, and the total number of course materials or resources the student is able to cover per semester as a prerequisite to predict if the student will perform well in future on related courses. The model outperformed other classifiers such as Naive bayes, Support vector machine (SVM), Decision Tree, Random forest, and Adaboost, returning a 96.7% accuracy. This model is available as a desktop application, allowing both instructors and students to benefit from user-friendly interfaces for predicting student academic achievement. As a result, it is recommended that both students and professors use this tool to better forecast outcomes.Keywords: artificial intelligence, ML, logistic regression, performance, prediction
Procedia PDF Downloads 9717984 A Study of Population Growth Models and Future Population of India
Authors: Sheena K. J., Jyoti Badge, Sayed Mohammed Zeeshan
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A Comparative Study of Exponential and Logistic Population Growth Models in India India is the second most populous city in the world, just behind China, and is going to be in the first place by next year. The Indian population has remarkably at higher rate than the other countries from the past 20 years. There were many scientists and demographers who has formulated various models of population growth in order to study and predict the future population. Some of the models are Fibonacci population growth model, Exponential growth model, Logistic growth model, Lotka-Volterra model, etc. These models have been effective in the past to an extent in predicting the population. However, it is essential to have a detailed comparative study between the population models to come out with a more accurate one. Having said that, this research study helps to analyze and compare the two population models under consideration - exponential and logistic growth models, thereby identifying the most effective one. Using the census data of 2011, the approximate population for 2016 to 2031 are calculated for 20 Indian states using both the models, compared and recorded the data with the actual population. On comparing the results of both models, it is found that logistic population model is more accurate than the exponential model, and using this model, we can predict the future population in a more effective way. This will give an insight to the researchers about the effective models of population and how effective these population models are in predicting the future population.Keywords: population growth, population models, exponential model, logistic model, fibonacci model, lotka-volterra model, future population prediction, demographers
Procedia PDF Downloads 12417983 Using Machine-Learning Methods for Allergen Amino Acid Sequence's Permutations
Authors: Kuei-Ling Sun, Emily Chia-Yu Su
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Allergy is a hypersensitive overreaction of the immune system to environmental stimuli, and a major health problem. These overreactions include rashes, sneezing, fever, food allergies, anaphylaxis, asthmatic, shock, or other abnormal conditions. Allergies can be caused by food, insect stings, pollen, animal wool, and other allergens. Their development of allergies is due to both genetic and environmental factors. Allergies involve immunoglobulin E antibodies, a part of the body’s immune system. Immunoglobulin E antibodies will bind to an allergen and then transfer to a receptor on mast cells or basophils triggering the release of inflammatory chemicals such as histamine. Based on the increasingly serious problem of environmental change, changes in lifestyle, air pollution problem, and other factors, in this study, we both collect allergens and non-allergens from several databases and use several machine learning methods for classification, including logistic regression (LR), stepwise regression, decision tree (DT) and neural networks (NN) to do the model comparison and determine the permutations of allergen amino acid’s sequence.Keywords: allergy, classification, decision tree, logistic regression, machine learning
Procedia PDF Downloads 30317982 Model for Introducing Products to New Customers through Decision Tree Using Algorithm C4.5 (J-48)
Authors: Komol Phaisarn, Anuphan Suttimarn, Vitchanan Keawtong, Kittisak Thongyoun, Chaiyos Jamsawang
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This article is intended to analyze insurance information which contains information on the customer decision when purchasing life insurance pay package. The data were analyzed in order to present new customers with Life Insurance Perfect Pay package to meet new customers’ needs as much as possible. The basic data of insurance pay package were collect to get data mining; thus, reducing the scattering of information. The data were then classified in order to get decision model or decision tree using Algorithm C4.5 (J-48). In the classification, WEKA tools are used to form the model and testing datasets are used to test the decision tree for the accurate decision. The validation of this model in classifying showed that the accurate prediction was 68.43% while 31.25% were errors. The same set of data were then tested with other models, i.e. Naive Bayes and Zero R. The results showed that J-48 method could predict more accurately. So, the researcher applied the decision tree in writing the program used to introduce the product to new customers to persuade customers’ decision making in purchasing the insurance package that meets the new customers’ needs as much as possible.Keywords: decision tree, data mining, customers, life insurance pay package
Procedia PDF Downloads 42817981 An Encapsulation of a Navigable Tree Position: Theory, Specification, and Verification
Authors: Nicodemus M. J. Mbwambo, Yu-Shan Sun, Murali Sitaraman, Joan Krone
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This paper presents a generic data abstraction that captures a navigable tree position. The mathematical modeling of the abstraction encapsulates the current tree position, which can be used to navigate and modify the tree. The encapsulation of the tree position in the data abstraction specification avoids the use of explicit references and aliasing, thereby simplifying verification of (imperative) client code that uses the data abstraction. To ease the tasks of such specification and verification, a general tree theory, rich with mathematical notations and results, has been developed. The paper contains an example to illustrate automated verification ramifications. With sufficient tree theory development, automated proving seems plausible even in the absence of a special-purpose tree solver.Keywords: automation, data abstraction, maps, specification, tree, verification
Procedia PDF Downloads 16617980 Generalized Extreme Value Regression with Binary Dependent Variable: An Application for Predicting Meteorological Drought Probabilities
Authors: Retius Chifurira
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Logistic regression model is the most used regression model to predict meteorological drought probabilities. When the dependent variable is extreme, the logistic model fails to adequately capture drought probabilities. In order to adequately predict drought probabilities, we use the generalized linear model (GLM) with the quantile function of the generalized extreme value distribution (GEVD) as the link function. The method maximum likelihood estimation is used to estimate the parameters of the generalized extreme value (GEV) regression model. We compare the performance of the logistic and the GEV regression models in predicting drought probabilities for Zimbabwe. The performance of the regression models are assessed using the goodness-of-fit tests, namely; relative root mean square error (RRMSE) and relative mean absolute error (RMAE). Results show that the GEV regression model performs better than the logistic model, thereby providing a good alternative candidate for predicting drought probabilities. This paper provides the first application of GLM derived from extreme value theory to predict drought probabilities for a drought-prone country such as Zimbabwe.Keywords: generalized extreme value distribution, general linear model, mean annual rainfall, meteorological drought probabilities
Procedia PDF Downloads 20017979 A Kolmogorov-Smirnov Type Goodness-Of-Fit Test of Multinomial Logistic Regression Model in Case-Control Studies
Authors: Chen Li-Ching
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The multinomial logistic regression model is used popularly for inferring the relationship of risk factors and disease with multiple categories. This study based on the discrepancy between the nonparametric maximum likelihood estimator and semiparametric maximum likelihood estimator of the cumulative distribution function to propose a Kolmogorov-Smirnov type test statistic to assess adequacy of the multinomial logistic regression model for case-control data. A bootstrap procedure is presented to calculate the critical value of the proposed test statistic. Empirical type I error rates and powers of the test are performed by simulation studies. Some examples will be illustrated the implementation of the test.Keywords: case-control studies, goodness-of-fit test, Kolmogorov-Smirnov test, multinomial logistic regression
Procedia PDF Downloads 45617978 The Theory behind Logistic Regression
Authors: Jan Henrik Wosnitza
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The logistic regression has developed into a standard approach for estimating conditional probabilities in a wide range of applications including credit risk prediction. The article at hand contributes to the current literature on logistic regression fourfold: First, it is demonstrated that the binary logistic regression automatically meets its model assumptions under very general conditions. This result explains, at least in part, the logistic regression's popularity. Second, the requirement of homoscedasticity in the context of binary logistic regression is theoretically substantiated. The variances among the groups of defaulted and non-defaulted obligors have to be the same across the level of the aggregated default indicators in order to achieve linear logits. Third, this article sheds some light on the question why nonlinear logits might be superior to linear logits in case of a small amount of data. Fourth, an innovative methodology for estimating correlations between obligor-specific log-odds is proposed. In order to crystallize the key ideas, this paper focuses on the example of credit risk prediction. However, the results presented in this paper can easily be transferred to any other field of application.Keywords: correlation, credit risk estimation, default correlation, homoscedasticity, logistic regression, nonlinear logistic regression
Procedia PDF Downloads 42617977 Generalized Additive Model for Estimating Propensity Score
Authors: Tahmidul Islam
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Propensity Score Matching (PSM) technique has been widely used for estimating causal effect of treatment in observational studies. One major step of implementing PSM is estimating the propensity score (PS). Logistic regression model with additive linear terms of covariates is most used technique in many studies. Logistics regression model is also used with cubic splines for retaining flexibility in the model. However, choosing the functional form of the logistic regression model has been a question since the effectiveness of PSM depends on how accurately the PS been estimated. In many situations, the linearity assumption of linear logistic regression may not hold and non-linear relation between the logit and the covariates may be appropriate. One can estimate PS using machine learning techniques such as random forest, neural network etc for more accuracy in non-linear situation. In this study, an attempt has been made to compare the efficacy of Generalized Additive Model (GAM) in various linear and non-linear settings and compare its performance with usual logistic regression. GAM is a non-parametric technique where functional form of the covariates can be unspecified and a flexible regression model can be fitted. In this study various simple and complex models have been considered for treatment under several situations (small/large sample, low/high number of treatment units) and examined which method leads to more covariate balance in the matched dataset. It is found that logistic regression model is impressively robust against inclusion quadratic and interaction terms and reduces mean difference in treatment and control set equally efficiently as GAM does. GAM provided no significantly better covariate balance than logistic regression in both simple and complex models. The analysis also suggests that larger proportion of controls than treatment units leads to better balance for both of the methods.Keywords: accuracy, covariate balances, generalized additive model, logistic regression, non-linearity, propensity score matching
Procedia PDF Downloads 36717976 Heart Ailment Prediction Using Machine Learning Methods
Authors: Abhigyan Hedau, Priya Shelke, Riddhi Mirajkar, Shreyash Chaple, Mrunali Gadekar, Himanshu Akula
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The heart is the coordinating centre of the major endocrine glandular structure of the body, which produces hormones that profoundly affect the operations of the body, and diagnosing cardiovascular disease is a difficult but critical task. By extracting knowledge and information about the disease from patient data, data mining is a more practical technique to help doctors detect disorders. We use a variety of machine learning methods here, including logistic regression and support vector classifiers (SVC), K-nearest neighbours Classifiers (KNN), Decision Tree Classifiers, Random Forest classifiers and Gradient Boosting classifiers. These algorithms are applied to patient data containing 13 different factors to build a system that predicts heart disease in less time with more accuracy.Keywords: logistic regression, support vector classifier, k-nearest neighbour, decision tree, random forest and gradient boosting
Procedia PDF Downloads 5117975 Qualitative and Quantitative Analysis of Motivation Letters to Model Turnover in Non-Governmental Organization
Authors: A. Porshnev, A. Zaporozhtchuk
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Motivation regarded as a key factor of labor turnover, is especially important for volunteers working on an altruistic basis in NGO. Despite the motivational letter, candidate selection depends on the impression of the selection committee, which can be subject to human bias. We expect that structured and unstructured information provided in motivation letters could be used to improve candidate selection procedures. In our paper, we perform qualitative and quantitative analysis of 2280 motivation letters, create logistic regression, and build a decision tree to improve selection procedures. Our analysis showed that motivation factors are significant and enable human resources department to forecast labor turnover and provide extra information to demographic, professional and timing questions. In spite of the average level of accuracy the model demonstrates the selection procedures of company of under consideration can be improved. We also discuss interrelation between answers to open and closed motivation questions, recommend changes in motivational letter templates to ensure more relevant information about applicants and further steps to create more accurate model.Keywords: decision trees, logistic regression, model, motivational letter, non-governmental organization, retention, turnover
Procedia PDF Downloads 17717974 Credit Risk Prediction Based on Bayesian Estimation of Logistic Regression Model with Random Effects
Authors: Sami Mestiri, Abdeljelil Farhat
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The aim of this current paper is to predict the credit risk of banks in Tunisia, over the period (2000-2005). For this purpose, two methods for the estimation of the logistic regression model with random effects: Penalized Quasi Likelihood (PQL) method and Gibbs Sampler algorithm are applied. By using the information on a sample of 528 Tunisian firms and 26 financial ratios, we show that Bayesian approach improves the quality of model predictions in terms of good classification as well as by the ROC curve result.Keywords: forecasting, credit risk, Penalized Quasi Likelihood, Gibbs Sampler, logistic regression with random effects, curve ROC
Procedia PDF Downloads 54217973 A Machine Learning Model for Predicting Students’ Academic Performance in Higher Institutions
Authors: Emmanuel Osaze Oshoiribhor, Adetokunbo MacGregor John-Otumu
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There has been a need in recent years to predict student academic achievement prior to graduation. This is to assist them in improving their grades, especially for those who have struggled in the past. The purpose of this research is to use supervised learning techniques to create a model that predicts student academic progress. Many scholars have developed models that predict student academic achievement based on characteristics including smoking, demography, culture, social media, parent educational background, parent finances, and family background, to mention a few. This element, as well as the model used, could have misclassified the kids in terms of their academic achievement. As a prerequisite to predicting if the student will perform well in the future on related courses, this model is built using a logistic regression classifier with basic features such as the previous semester's course score, attendance to class, class participation, and the total number of course materials or resources the student is able to cover per semester. With a 96.7 percent accuracy, the model outperformed other classifiers such as Naive bayes, Support vector machine (SVM), Decision Tree, Random forest, and Adaboost. This model is offered as a desktop application with user-friendly interfaces for forecasting student academic progress for both teachers and students. As a result, both students and professors are encouraged to use this technique to predict outcomes better.Keywords: artificial intelligence, ML, logistic regression, performance, prediction
Procedia PDF Downloads 10917972 Robustified Asymmetric Logistic Regression Model for Global Fish Stock Assessment
Authors: Osamu Komori, Shinto Eguchi, Hiroshi Okamura, Momoko Ichinokawa
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The long time-series data on population assessments are essential for global ecosystem assessment because the temporal change of biomass in such a database reflects the status of global ecosystem properly. However, the available assessment data usually have limited sample sizes and the ratio of populations with low abundance of biomass (collapsed) to those with high abundance (non-collapsed) is highly imbalanced. To allow for the imbalance and uncertainty involved in the ecological data, we propose a binary regression model with mixed effects for inferring ecosystem status through an asymmetric logistic model. In the estimation equation, we observe that the weights for the non-collapsed populations are relatively reduced, which in turn puts more importance on the small number of observations of collapsed populations. Moreover, we extend the asymmetric logistic regression model using propensity score to allow for the sample biases observed in the labeled and unlabeled datasets. It robustified the estimation procedure and improved the model fitting.Keywords: double robust estimation, ecological binary data, mixed effect logistic regression model, propensity score
Procedia PDF Downloads 26617971 Fraud Detection in Credit Cards with Machine Learning
Authors: Anjali Chouksey, Riya Nimje, Jahanvi Saraf
Abstract:
Online transactions have increased dramatically in this new ‘social-distancing’ era. With online transactions, Fraud in online payments has also increased significantly. Frauds are a significant problem in various industries like insurance companies, baking, etc. These frauds include leaking sensitive information related to the credit card, which can be easily misused. Due to the government also pushing online transactions, E-commerce is on a boom. But due to increasing frauds in online payments, these E-commerce industries are suffering a great loss of trust from their customers. These companies are finding credit card fraud to be a big problem. People have started using online payment options and thus are becoming easy targets of credit card fraud. In this research paper, we will be discussing machine learning algorithms. We have used a decision tree, XGBOOST, k-nearest neighbour, logistic-regression, random forest, and SVM on a dataset in which there are transactions done online mode using credit cards. We will test all these algorithms for detecting fraud cases using the confusion matrix, F1 score, and calculating the accuracy score for each model to identify which algorithm can be used in detecting frauds.Keywords: machine learning, fraud detection, artificial intelligence, decision tree, k nearest neighbour, random forest, XGBOOST, logistic regression, support vector machine
Procedia PDF Downloads 14817970 Application of Model Tree in the Prediction of TBM Rate of Penetration with Synthetic Minority Oversampling Technique
Authors: Ehsan Mehryaar
Abstract:
The rate of penetration is (RoP) one of the vital factors in the cost and time of tunnel boring projects; therefore, predicting it can lead to a substantial increase in the efficiency of the project. RoP is heavily dependent geological properties of the project site and TBM properties. In this study, 151-point data from Queen’s water tunnel is collected, which includes unconfined compression strength, peak slope index, angle with weak planes, and distance between planes of weaknesses. Since the size of the data is small, it was observed that it is imbalanced. To solve that problem synthetic minority oversampling technique is utilized. The model based on the model tree is proposed, where each leaf consists of a support vector machine model. Proposed model performance is then compared to existing empirical equations in the literature.Keywords: Model tree, SMOTE, rate of penetration, TBM(tunnel boring machine), SVM
Procedia PDF Downloads 174