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研究生: 葉柏揚
Yeh, Po-Yang
論文名稱: 探討重複執行K等分交叉驗證法之合適性研究
A Study on the Appropriateness of Repeating K-fold Cross Validation
指導教授: 翁慈宗
Wong, Tzu-Tsung
學位類別: 碩士
Master
系所名稱: 管理學院 - 工業與資訊管理學系
Department of Industrial and Information Management
論文出版年: 2017
畢業學年度: 105
語文別: 中文
論文頁數: 51
中文關鍵詞: 分類正確率相關係數相依分析K等分交叉驗證法重複變異數
外文關鍵詞: Accuracy, correlation coefficient, dependency analysis, K-fold cross validation, repetition, variance
相關次數: 點閱:163下載:15
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  • 在資料探勘領域中,常使用K等分交叉驗證法作為分類演算法之評估方法,但以此方法所獲得之分類正確率變異數通常較大,導致在後續的統計檢定中只能定下較保守的結論,因此,部分文獻建議重複執行交叉驗證法,並宣稱此法可以得到變異數較低的估計量,然而多數的文獻未提及每一輪交叉驗證之間的相關性,若每一輪交叉驗證間存在高度相關,忽略相關性將產生對變異數過度低估的情形,且高度相關的存在也代表由任一輪交叉驗證皆能獲得相似的結果,表示不一定需要耗費運算能量來重複執行K等分交叉驗證法。因此本研究的目的在於探討重複執行K等分交叉驗證法的合適性,考慮由每一輪交叉驗證所得之分類正確率是否符合獨立假設對分類正確率變異數計算的影響;以k近鄰演算法,令k為一,應用其較為簡單的特性來探討預測結果在不同輪間為相依或獨立之情形,並提出判斷每輪間是否達高度相關之統計檢定方法,以探討高度相關的情形在實際資料檔中發生的頻率。根據理論與實際驗證之結果,變異數之計算不應假設不同輪交叉驗證間為獨立,而相關性會隨著等分數的增加而變強,多數資料檔在10等分交叉驗證法下,重複執行將會有超過70%的資料分類結果相同;在大樣本條件成立下,若使用平均每輪變異數的算法來做為變異數的估計則較耗費運算能力。最後,本研究探討如何合適的使用重複執行K等分交叉驗證法,建議使用低重複高等分數之K等分交叉驗證法。

    K-fold cross validation is a popular approach for evaluating the performance of classification algorithms. The variance of accuracy estimate resulting from this approach is generally relatively large for conservative inference. Several studies therefore suggested to repeatedly perform K-fold cross validation for reducing the variance. Most of them did not consider the correlation among the repetitions of K-fold cross validation, and hence the variance could be underestimated. The purpose of this thesis is to study the appropriateness of repeating K-fold cross validation. We first investigate whether the accuracy estimates obtained from the repetitions of K-fold cross validation can be assumed to be independent. K-Nearest Neighbor algorithm with K = 1 is used to analyze the dependency relationships among the predictions of two repetitions of K-fold cross validation. Statistical methods are also proposed to test the strength of the dependency relationships. The experimental results on twenty data sets show that the predictions in two repetitions of K-fold cross validation are generally highly correlated, and the correlation will be higher as the number of folds increases. The results of a simulation study suggest that the K-fold cross validation with a small number of repetitions and a large number of folds should be adopted.

    摘要 I 誌謝 V 第一章 緒論 1 1.1研究背景 1 1.2研究目的 2 1.3研究架構 3 第二章 文獻探討 4 2.1 K等分交叉驗證法 4 2.2 獨立性 5 2.3重複執行K等分交叉驗證法 6 2.4小結 8 第三章 研究方法 9 3.1重複執行交叉驗證法之不同變異數計算方式 9 3.1.1不同輪交叉驗證所得之分類正確率互相獨立 10 3.1.2不同輪交叉驗證所得之分類正確率不需互相獨立 11 3.1.3不同分類正確率變異數估算方式之比較 12 3.2以1NN近鄰法分析不同輪交叉驗證之相依性 13 3.2.1同一筆資料在不同輪交叉驗證間之相依情形 14 3.2.2不同筆資料在不同重複間相依情形 17 3.3 不同輪交叉驗證法間分類正確率之相依性檢定 18 3.3.1 相關性之測度 19 3.3.2 以ϕ相關係數進行不同輪交叉驗證法之獨立性檢定 20 3.3.3 以Pcor探討每輪交叉驗證間相關程度 21 3.5 評估方法 22 第四章 實證研究 23 4.1 資料檔之特性 23 4.2 重複執行交叉驗證法之不同變異數計算方式之比較 25 4.2.1 不同變異數計算方式 25 4.2.2 varmean與varP之比較 27 4.3 以1NN近鄰法分析同一筆資料在不同輪交叉驗證之相依性 29 4.4 任兩輪交叉驗證法間之獨立性與相依性檢定 31 4.4.1任兩輪交叉驗證法間之獨立性檢定 31 4.4.2任兩輪交叉驗證法間之相依性檢定 36 4.5 不同等分數與重複次數K等分交叉驗證法之比較 41 4.6 小結 47 第五章 結論與建議 48 5.1結論 48 5.2未來發展 49 參考文獻 50

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