Compositional data, such as relative information, is a crucial aspect of machine learning and other related fields. It is typically recorded as closed data or sums to a constant, like 100%. The statistical linear mode...Compositional data, such as relative information, is a crucial aspect of machine learning and other related fields. It is typically recorded as closed data or sums to a constant, like 100%. The statistical linear model is the most used technique for identifying hidden relationships between underlying random variables of interest. However, data quality is a significant challenge in machine learning, especially when missing data is present. The linear regression model is a commonly used statistical modeling technique used in various applications to find relationships between variables of interest. When estimating linear regression parameters which are useful for things like future prediction and partial effects analysis of independent variables, maximum likelihood estimation (MLE) is the method of choice. However, many datasets contain missing observations, which can lead to costly and time-consuming data recovery. To address this issue, the expectation-maximization (EM) algorithm has been suggested as a solution for situations including missing data. The EM algorithm repeatedly finds the best estimates of parameters in statistical models that depend on variables or data that have not been observed. This is called maximum likelihood or maximum a posteriori (MAP). Using the present estimate as input, the expectation (E) step constructs a log-likelihood function. Finding the parameters that maximize the anticipated log-likelihood, as determined in the E step, is the job of the maximization (M) phase. This study looked at how well the EM algorithm worked on a made-up compositional dataset with missing observations. It used both the robust least square version and ordinary least square regression techniques. The efficacy of the EM algorithm was compared with two alternative imputation techniques, k-Nearest Neighbor (k-NN) and mean imputation (), in terms of Aitchison distances and covariance.展开更多
针对工业机械设备实时监测中不可控因素导致的振动信号数据缺失问题,提出一种基于自适应二次临近项交替方向乘子算法(adaptive quadratic proximity-alternating direction method of multipliers, AQ-ADMM)的压缩感知缺失信号重构方法...针对工业机械设备实时监测中不可控因素导致的振动信号数据缺失问题,提出一种基于自适应二次临近项交替方向乘子算法(adaptive quadratic proximity-alternating direction method of multipliers, AQ-ADMM)的压缩感知缺失信号重构方法。AQ-ADMM算法在经典交替方向乘子算法算法迭代过程中添加二次临近项,且能够自适应选取惩罚参数。首先在数据中心建立信号参考数据库用于构造初始字典,然后将K-奇异值分解(K-singular value decomposition, K-SVD)字典学习算法和AQ-ADMM算法结合重构缺失信号。对仿真信号和两种真实轴承信号数据集添加高斯白噪声后作为样本,试验结果表明当信号压缩率在50%~70%时,所提方法性能指标明显优于其它传统方法,在重构信号的同时实现了对含缺失数据机械振动信号的快速精确修复。展开更多
离群点检测任务是指检测与正常数据在特征属性上存在显著差异的异常数据。大多数基于聚类的离群点检测方法主要从全局角度对数据集中的离群点进行检测,而对局部离群点的检测性能较弱。基于此,本文通过引入快速搜索和发现密度峰值方法改...离群点检测任务是指检测与正常数据在特征属性上存在显著差异的异常数据。大多数基于聚类的离群点检测方法主要从全局角度对数据集中的离群点进行检测,而对局部离群点的检测性能较弱。基于此,本文通过引入快速搜索和发现密度峰值方法改进K-means聚类算法,提出了一种名为KLOD(local outlier detection based on improved K-means and least-squares methods)的局部离群点检测方法,以实现对局部离群点的精确检测。首先,利用快速搜索和发现密度峰值方法计算数据点的局部密度和相对距离,并将二者相乘得到γ值。其次,将γ值降序排序,利用肘部法则选择γ值最大的k个数据点作为K-means聚类算法的初始聚类中心。然后,通过K-means聚类算法将数据集聚类成k个簇,计算数据点在每个维度上的目标函数值并进行升序排列。接着,确定数据点的每个维度的离散程度并选择适当的拟合函数和拟合点,通过最小二乘法对升序排列的每个簇的每1维目标函数值进行函数拟合并求导,以获取变化率。最后,结合信息熵,将每个数据点的每个维度目标函数值乘以相应的变化率进行加权,得到最终的异常得分,并将异常值得分较高的top-n个数据点视为离群点。通过人工数据集和UCI数据集,对KLOD、LOF和KNN方法在准确度上进行仿真实验对比。结果表明KLOD方法相较于KNN和LOF方法具有更高的准确度。本文提出的KLOD方法能够有效改善K-means聚类算法的聚类效果,并且在局部离群点检测方面具有较好的精度和性能。展开更多
文摘Compositional data, such as relative information, is a crucial aspect of machine learning and other related fields. It is typically recorded as closed data or sums to a constant, like 100%. The statistical linear model is the most used technique for identifying hidden relationships between underlying random variables of interest. However, data quality is a significant challenge in machine learning, especially when missing data is present. The linear regression model is a commonly used statistical modeling technique used in various applications to find relationships between variables of interest. When estimating linear regression parameters which are useful for things like future prediction and partial effects analysis of independent variables, maximum likelihood estimation (MLE) is the method of choice. However, many datasets contain missing observations, which can lead to costly and time-consuming data recovery. To address this issue, the expectation-maximization (EM) algorithm has been suggested as a solution for situations including missing data. The EM algorithm repeatedly finds the best estimates of parameters in statistical models that depend on variables or data that have not been observed. This is called maximum likelihood or maximum a posteriori (MAP). Using the present estimate as input, the expectation (E) step constructs a log-likelihood function. Finding the parameters that maximize the anticipated log-likelihood, as determined in the E step, is the job of the maximization (M) phase. This study looked at how well the EM algorithm worked on a made-up compositional dataset with missing observations. It used both the robust least square version and ordinary least square regression techniques. The efficacy of the EM algorithm was compared with two alternative imputation techniques, k-Nearest Neighbor (k-NN) and mean imputation (), in terms of Aitchison distances and covariance.
文摘针对工业机械设备实时监测中不可控因素导致的振动信号数据缺失问题,提出一种基于自适应二次临近项交替方向乘子算法(adaptive quadratic proximity-alternating direction method of multipliers, AQ-ADMM)的压缩感知缺失信号重构方法。AQ-ADMM算法在经典交替方向乘子算法算法迭代过程中添加二次临近项,且能够自适应选取惩罚参数。首先在数据中心建立信号参考数据库用于构造初始字典,然后将K-奇异值分解(K-singular value decomposition, K-SVD)字典学习算法和AQ-ADMM算法结合重构缺失信号。对仿真信号和两种真实轴承信号数据集添加高斯白噪声后作为样本,试验结果表明当信号压缩率在50%~70%时,所提方法性能指标明显优于其它传统方法,在重构信号的同时实现了对含缺失数据机械振动信号的快速精确修复。
文摘离群点检测任务是指检测与正常数据在特征属性上存在显著差异的异常数据。大多数基于聚类的离群点检测方法主要从全局角度对数据集中的离群点进行检测,而对局部离群点的检测性能较弱。基于此,本文通过引入快速搜索和发现密度峰值方法改进K-means聚类算法,提出了一种名为KLOD(local outlier detection based on improved K-means and least-squares methods)的局部离群点检测方法,以实现对局部离群点的精确检测。首先,利用快速搜索和发现密度峰值方法计算数据点的局部密度和相对距离,并将二者相乘得到γ值。其次,将γ值降序排序,利用肘部法则选择γ值最大的k个数据点作为K-means聚类算法的初始聚类中心。然后,通过K-means聚类算法将数据集聚类成k个簇,计算数据点在每个维度上的目标函数值并进行升序排列。接着,确定数据点的每个维度的离散程度并选择适当的拟合函数和拟合点,通过最小二乘法对升序排列的每个簇的每1维目标函数值进行函数拟合并求导,以获取变化率。最后,结合信息熵,将每个数据点的每个维度目标函数值乘以相应的变化率进行加权,得到最终的异常得分,并将异常值得分较高的top-n个数据点视为离群点。通过人工数据集和UCI数据集,对KLOD、LOF和KNN方法在准确度上进行仿真实验对比。结果表明KLOD方法相较于KNN和LOF方法具有更高的准确度。本文提出的KLOD方法能够有效改善K-means聚类算法的聚类效果,并且在局部离群点检测方面具有较好的精度和性能。
