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Synthesis and Optimization of Data Mining Models to Achieve Higher Performance

Research Project

Project/Area Number 13680504
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field 社会システム工学
Research InstitutionUniversity of Tsukuba

Principal Investigator

KODA Masato  Univ. Tsukuba, Inst. Policy Plan. Sciences, Professor, 社会工学系, 教授 (20114473)

Co-Investigator(Kenkyū-buntansha) SUZUKI Hideo  Univ. Tsukuba, Inst. Policy Plan. Sci., Assoc. Prof., 社会工学系, 助教授 (10282328)
YOSHIDA Taketoshi  JAIST, School of Knowledge Science, Assoc. Prof., 知能科学研究科, 助教授 (80293398)
Project Period (FY) 2001 – 2002
Project Status Completed (Fiscal Year 2002)
Budget Amount *help
¥3,400,000 (Direct Cost: ¥3,400,000)
Fiscal Year 2002: ¥1,000,000 (Direct Cost: ¥1,000,000)
Fiscal Year 2001: ¥2,400,000 (Direct Cost: ¥2,400,000)
KeywordsData Mining / Stochastic Sensitivity / Local Search / Scoring Model / TSP / ダイレクトマーケティング / 局所最適化 / CRM / 関数最適化 / 勾配法 / 局所探索法
Research Abstract

We have studied the synthesis and optimization of mathematical models for data mining to achieve higher performance, and obtained the following results :
1.A new stochastic optimization algorithm for discrete optimization :
Based on stochastic sensitivity analysis techniques, a novel optimization algorithm using Gaussian white noise is developed for a class of discrete optimization problems. Unlike the familiar local search algorithms, the proposed method does not require time-consuming metaheuristics. The algorithm generates sample points with Gaussian white noise and, and yields gradient information that are needed in local search. By intensive numerical studies, it is shown that the method is effective in finding solutions for noisy objective landscapes with inexact gradient information including traveling salesman problem (TSP).
2. Synthesis of data mining models to achieve high performance :
A technical framework is developed to assess the performance of data mining models and synthesize them in order to construct a mixture of experts. Based on the boosting techniques, the proposed framework enables synthesis of the near-optimal mixture. The numerical study and analysis are conducted on real business data and it is validated that the framework is effective in practice.
3.Applications to production scheduling and knowledge management :
Applications of data mining are studied to develop production scheduling and knowledge management. The aspect of knowledge discovery is especially explored to build soft systems methodology in order to incorporate knowledge-creation theory.

Report

(3 results)
  • 2002 Annual Research Report   Final Research Report Summary
  • 2001 Annual Research Report
  • Research Products

    (17 results)

All Other

All Publications (17 results)

  • [Publications] H.Okano, M.Koda: "Au Optimization Algorithm Based on Stochastic Sensitivity Analysis for Noisy Objective Landscapes"Reliability Engineering and System Safety. 79. 245-252 (2003)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] 鶴田育緒, 後藤正輝, 香田正人: "リレーションシップ・データへのデータマイニングの適用"オペレーションズ・リサーチ,日本オペレーションズ・リサーチ学会機関誌. 47. 581-587 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] 後藤正輝, 村山一穂, 門間公志, 香田正人: "データマイニング手法によるスコアリングモデルの開発-リレーションシップ・データによる顧客のレスポンス予測-"Direct Marketing Review,日本ダイレクトマーケティング学会誌. 1. 19-32 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] G.Dupret, M.Koda: "Bootstrap Re-sampling for Unbalanced Data in Supervised Learning"European Journal of Operational Research. 134. 141-156 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] T.Yoshida: "Soft Systems Methodology Based on Organizational Knowledge Creation Theory"Systems Theory and Practice in the Knowledge Age. 1-6 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] 佐野夏樹, 鈴木秀男: "工程に自己相関がある場合の分散モニタリング管理図-ブートストラップ法を用いて"品質,品質管理学会. 32. 345-357 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] H. Okano and M. Koda,: "An Optimization Algorithm Based on Stochastic Sensitivity Analysis for Noisy Objective Landscapes"Reliability Engineering and System Safety. 79, No. 2. 245-252 (2003)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] I. Tsuruta, M Goto, and M. Koda: "Application of Data Mining to Relationship Data(in Japanese)"Communications of the Operations Research Society of Japan, Special Issue on Data Mining (Ed. By M. Koda). 47, No. 9. 581-587 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] M. Goto, K. Murayama, K. Monma, and M. Koda: "Development of A Scoring Model Using Data Mining Technology(in Japanese)"Journal of the Academic Society of Direct Marketing. 1, No. 1. 19-32 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] G. Dupret and M. Koda: "Bootstrap Re-sampling for Unbalanced Data in Supervised Learning"European Journal of Operational Research. 134, No. 1. 141-156 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] N. Sano and H. Suzuki: "Bootstrap Control Charts for Monitoring the Variance of Autocorrelated Processes(in Japanese)"Journal of the Japanese Society for Quality Control. 32, No. 3. 345-357 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] T. Yoshida , Eds. by Ragsdeil et. al.: "Soft Systems Methodology Based on Organizational Knowledge Creation Theory, Systems Theory and Practice in the Knowledge Age"Kluwer Academic/Plenum Pub.. 1-6 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Hiroyuki Okano, Masato Koda: "An optimization algorithm based on stochastic sensitivity analysis for noisy objective landscapes"Reliability Engineering and System Safety. 79・2. 245-252 (2003)

    • Related Report
      2002 Annual Research Report
  • [Publications] 後藤正輝, 村山一穂, 門間公志, 香田正人: "データマイニング手法によるスコアリングモデルの開発"Direct Marketing Review(日本ダイレクトマーケティング学会論文誌). 1・1. 19-32 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] 鶴田育緒, 後藤正輝, 香田正人: "リレーションシップ・データへのデータマイニングの適用"オペレーションズ・リサーチ. 47・9. 581-587 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Hiroyuki Okano, Masato Koda: "An Optimization Algorithm Based On Stochastic Sensitivity Analysis"Proceedings of Third International Symposium on Sensitivity Analysis of Model Output, SAMO 2001, European Commision. 177-181 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] Hiroyuki Okano, Masato Koda: "An Optimization Algorithm Based On Stochastic Sensitivity Analysis For Noisy Objective Landscapes"京都大学 数理解析研究所講究録「確率数値解析における諸問題,V」. 1240. 47-57 (2001)

    • Related Report
      2001 Annual Research Report

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Published: 2001-04-01   Modified: 2016-04-21  

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