No description available.

No description available.

No description available.

In this thesis Generalized Additive Neural Networks (GANNs) are studied in the context of predictive Data Mining. A GANN is a novel neural network implementation of a Generalized Additive Model. Originally GANNs were constructed interactively by considering partial residual plots. This methodology involves subjective human judgment, is time consuming, and can result in suboptimal results. The newly developed automated construction algorithm solves these difficulties by performing model selection based on an objective model selection criterion. Partial residual plots are only utilized after the best model is found to gain insight into the relationships between inputs and the target. Models are organized in a search tree with a greedy search procedure that identifies good models in a relatively short time. The automated construction algorithm, implemented in the powerful SAS® language, is nontrivial, effective, and comparable to other model selection methodologies found in the literature. This implementation, which is called AutoGANN, has a simple, intuitive, and user-friendly interface. The AutoGANN system is further extended with an approximation to Bayesian Model Averaging. This technique accounts for uncertainty about the variables that must be included in the model and uncertainty about the model structure. Model averaging utilizes in-sample model selection criteria and creates a combined model with better predictive ability than using any single model. In the field of Credit Scoring, the standard theory of scorecard building is not tampered with, but a pre-processing step is introduced to arrive at a more accurate scorecard that discriminates better between good and bad applicants. The pre-processing step exploits GANN models to achieve significant reductions in marginal and cumulative bad rates. The time it takes to develop a scorecard may be reduced by utilizing the automated construction algorithm. / Thesis (Ph.D. (Computer Science))--North-West University, Potchefstroom Campus, 2006.

In this thesis Generalized Additive Neural Networks (GANNs) are studied in the context of predictive Data Mining. A GANN is a novel neural network implementation of a Generalized Additive Model. Originally GANNs were constructed interactively by considering partial residual plots. This methodology involves subjective human judgment, is time consuming, and can result in suboptimal results. The newly developed automated construction algorithm solves these difficulties by performing model selection based on an objective model selection criterion. Partial residual plots are only utilized after the best model is found to gain insight into the relationships between inputs and the target. Models are organized in a search tree with a greedy search procedure that identifies good models in a relatively short time. The automated construction algorithm, implemented in the powerful SAS® language, is nontrivial, effective, and comparable to other model selection methodologies found in the literature. This implementation, which is called AutoGANN, has a simple, intuitive, and user-friendly interface. The AutoGANN system is further extended with an approximation to Bayesian Model Averaging. This technique accounts for uncertainty about the variables that must be included in the model and uncertainty about the model structure. Model averaging utilizes in-sample model selection criteria and creates a combined model with better predictive ability than using any single model. In the field of Credit Scoring, the standard theory of scorecard building is not tampered with, but a pre-processing step is introduced to arrive at a more accurate scorecard that discriminates better between good and bad applicants. The pre-processing step exploits GANN models to achieve significant reductions in marginal and cumulative bad rates. The time it takes to develop a scorecard may be reduced by utilizing the automated construction algorithm. / Thesis (Ph.D. (Computer Science))--North-West University, Potchefstroom Campus, 2006.

In this dissertation, generalized additive neural networks (GANNs) and multilayer perceptrons (MLPs) are studied and compared as prediction techniques. MLPs are the most widely used type of artificial neural network (ANN), but are considered black boxes with regard to interpretability. There is currently no simple a priori method to determine the number of hidden neurons in each of the hidden layers of ANNs. Guidelines exist that are either heuristic or based on simulations that are derived from limited experiments. A modified version of the neural network construction with cross–validation samples (N2C2S) algorithm is therefore implemented and utilized to construct good MLP models. This algorithm enables the comparison with GANN models. GANNs are a relatively new type of ANN, based on the generalized additive model. The architecture of a GANN is less complex compared to MLPs and results can be interpreted with a graphical method, called the partial residual plot. A GANN consists of an input layer where each of the input nodes has its own MLP with one hidden layer. Originally, GANNs were constructed by interpreting partial residual plots. This method is time consuming and subjective, which may lead to the creation of suboptimal models. Consequently, an automated construction algorithm for GANNs was created and implemented in the SAS R statistical language. This system was called AutoGANN and is used to create good GANN models. A number of experiments are conducted on five publicly available data sets to gain insight into the similarities and differences between GANN and MLP models. The data sets include regression and classification tasks. In–sample model selection with the SBC model selection criterion and out–of–sample model selection with the average validation error as model selection criterion are performed. The models created are compared in terms of predictive accuracy, model complexity, comprehensibility, ease of construction and utility. The results show that the choice of model is highly dependent on the problem, as no single model always outperforms the other in terms of predictive accuracy. GANNs may be suggested for problems where interpretability of the results is important. The time taken to construct good MLP models by the modified N2C2S algorithm may be shorter than the time to build good GANN models by the automated construction algorithm / Thesis (M.Sc. (Computer Science))--North-West University, Potchefstroom Campus, 2011.

In this dissertation, generalized additive neural networks (GANNs) and multilayer perceptrons (MLPs) are studied and compared as prediction techniques. MLPs are the most widely used type of artificial neural network (ANN), but are considered black boxes with regard to interpretability. There is currently no simple a priori method to determine the number of hidden neurons in each of the hidden layers of ANNs. Guidelines exist that are either heuristic or based on simulations that are derived from limited experiments. A modified version of the neural network construction with cross–validation samples (N2C2S) algorithm is therefore implemented and utilized to construct good MLP models. This algorithm enables the comparison with GANN models. GANNs are a relatively new type of ANN, based on the generalized additive model. The architecture of a GANN is less complex compared to MLPs and results can be interpreted with a graphical method, called the partial residual plot. A GANN consists of an input layer where each of the input nodes has its own MLP with one hidden layer. Originally, GANNs were constructed by interpreting partial residual plots. This method is time consuming and subjective, which may lead to the creation of suboptimal models. Consequently, an automated construction algorithm for GANNs was created and implemented in the SAS R statistical language. This system was called AutoGANN and is used to create good GANN models. A number of experiments are conducted on five publicly available data sets to gain insight into the similarities and differences between GANN and MLP models. The data sets include regression and classification tasks. In–sample model selection with the SBC model selection criterion and out–of–sample model selection with the average validation error as model selection criterion are performed. The models created are compared in terms of predictive accuracy, model complexity, comprehensibility, ease of construction and utility. The results show that the choice of model is highly dependent on the problem, as no single model always outperforms the other in terms of predictive accuracy. GANNs may be suggested for problems where interpretability of the results is important. The time taken to construct good MLP models by the modified N2C2S algorithm may be shorter than the time to build good GANN models by the automated construction algorithm / Thesis (M.Sc. (Computer Science))--North-West University, Potchefstroom Campus, 2011.