The support vector machine(SVM)is a classical machine learning method.Both the hinge loss and least absolute shrinkage and selection operator(LASSO)penalty are usually used in traditional SVMs.However,the hinge loss i...The support vector machine(SVM)is a classical machine learning method.Both the hinge loss and least absolute shrinkage and selection operator(LASSO)penalty are usually used in traditional SVMs.However,the hinge loss is not differentiable,and the LASSO penalty does not have the Oracle property.In this paper,the huberized loss is combined with non-convex penalties to obtain a model that has the advantages of both the computational simplicity and the Oracle property,contributing to higher accuracy than traditional SVMs.It is experimentally demonstrated that the two non-convex huberized-SVM methods,smoothly clipped absolute deviation huberized-SVM(SCAD-HSVM)and minimax concave penalty huberized-SVM(MCP-HSVM),outperform the traditional SVM method in terms of the prediction accuracy and classifier performance.They are also superior in terms of variable selection,especially when there is a high linear correlation between the variables.When they are applied to the prediction of listed companies,the variables that can affect and predict financial distress are accurately filtered out.Among all the indicators,the indicators per share have the greatest influence while those of solvency have the weakest influence.Listed companies can assess the financial situation with the indicators screened by our algorithm and make an early warning of their possible financial distress in advance with higher precision.展开更多
超分辨率图像复原是当今一个重要的热门研究课题.鉴于双边滤波优良的噪声抑制性和鲁棒的边缘保持性,提出一种双边滤波导出的广义MRF(Markov random field)图像先验模型.广义MRF模型不仅继承了双边滤波在阶数大邻域中的双重异性加权机制...超分辨率图像复原是当今一个重要的热门研究课题.鉴于双边滤波优良的噪声抑制性和鲁棒的边缘保持性,提出一种双边滤波导出的广义MRF(Markov random field)图像先验模型.广义MRF模型不仅继承了双边滤波在阶数大邻域中的双重异性加权机制,且简洁地建立了双边滤波与Bayesian MAP(maximum a posterior)方法之间的理论联系.同时,由广义MRF模型导出了一种各向异性扩散PDE(partial differential equation)的改进数值解法.随后,在MRF-MAP框架下分别考虑高斯噪声和脉冲噪声两种情形,提出一种基于广义Huber-MRF模型的超分辨率复原算法,理论上保证具有严格全局最优解,并且利用半二次正则化思想和最速下降法求解相应的最小能量泛函.不论是视觉效果方面,还是峰值信噪比(PSNR)方面,实验结果都验证了广义Huber-MRF模型在超分辨图像复原中具有更强的噪声抑制性和边缘保持能力.展开更多
文摘The support vector machine(SVM)is a classical machine learning method.Both the hinge loss and least absolute shrinkage and selection operator(LASSO)penalty are usually used in traditional SVMs.However,the hinge loss is not differentiable,and the LASSO penalty does not have the Oracle property.In this paper,the huberized loss is combined with non-convex penalties to obtain a model that has the advantages of both the computational simplicity and the Oracle property,contributing to higher accuracy than traditional SVMs.It is experimentally demonstrated that the two non-convex huberized-SVM methods,smoothly clipped absolute deviation huberized-SVM(SCAD-HSVM)and minimax concave penalty huberized-SVM(MCP-HSVM),outperform the traditional SVM method in terms of the prediction accuracy and classifier performance.They are also superior in terms of variable selection,especially when there is a high linear correlation between the variables.When they are applied to the prediction of listed companies,the variables that can affect and predict financial distress are accurately filtered out.Among all the indicators,the indicators per share have the greatest influence while those of solvency have the weakest influence.Listed companies can assess the financial situation with the indicators screened by our algorithm and make an early warning of their possible financial distress in advance with higher precision.
基金Supported by the Key Science-Technology Project of Trigonal Yangtse River of China under Grant No.BE2004400 (长三角联合攻关重 大科技项目)the National Natural Science Foundation of China under Grant No.60672074 (国家自然科学基金)+3 种基金the National High-Tech Research and Development Plan of China under Grant No.2007AA12E100 (国家高技术研究发展计划(863))the National Research Foundation for the Doctoral Program of Higher Education of China under Grant No.M200606018 (国家教育部博士点基金)the Natural Science Foundation of Jiangsu Province of China under Grant No.BK2006569 (江苏省自然科学基金)the Science- Technology Creation Plan for Graduate Students of Jiangsu Province of China (江苏省高校研究生科技创新计划)
文摘超分辨率图像复原是当今一个重要的热门研究课题.鉴于双边滤波优良的噪声抑制性和鲁棒的边缘保持性,提出一种双边滤波导出的广义MRF(Markov random field)图像先验模型.广义MRF模型不仅继承了双边滤波在阶数大邻域中的双重异性加权机制,且简洁地建立了双边滤波与Bayesian MAP(maximum a posterior)方法之间的理论联系.同时,由广义MRF模型导出了一种各向异性扩散PDE(partial differential equation)的改进数值解法.随后,在MRF-MAP框架下分别考虑高斯噪声和脉冲噪声两种情形,提出一种基于广义Huber-MRF模型的超分辨率复原算法,理论上保证具有严格全局最优解,并且利用半二次正则化思想和最速下降法求解相应的最小能量泛函.不论是视觉效果方面,还是峰值信噪比(PSNR)方面,实验结果都验证了广义Huber-MRF模型在超分辨图像复原中具有更强的噪声抑制性和边缘保持能力.
