贝叶斯网络分类模型研究及其在信用评估中的应用

基于概率估计的贝叶斯及贝叶斯网络分类模型,拥有其它数据挖掘工具所不具备的优势。在分析贝叶斯及贝叶斯网络分类模型基础上,结合最小风险决策准则,提出了一种新的信用评估模型。在实际数据集上采用交叉验证方式进行了测试。实验结果表明基于最小风险决策准则的贝叶斯及贝叶斯网络分类模型可以有效地减少信用评估风险。     

贝叶斯网络的代价敏感结构学习

针对最小化错误分类器不一定满足最小化误分类代价的问题,提出了一种代价敏感准则--即最小化误分类代价和最小化错误分类率的双重准则.研究了基于代价敏感准则的贝叶斯网络结构学习,要求搜索网络结构时在满足误分类代价最小的同时,还要满足错误分类率优于当前的最优模型.在UCI数据集上学习代价敏感贝叶斯网络,并与相应的生成贝叶斯网络和判别贝叶斯网络进行比较,结果表明了代价敏感贝叶斯网络的有效性.     

基于朴素贝叶斯分类器的个人信用评估模型

个人信用评估是金融与银行界研究的重要内容。论文研究了三种朴素贝叶斯分类器信用评估模型的精度。在两个真实数据集上用10层交叉验证对朴素贝叶斯信用评估模型进行了测试,并与五种DavidWest的神经网络个人信用评估模型进行了对比。结果表明朴素贝叶斯分类器具有较低的分类误差,在信用评估中有优势。     

基于分段线性化的分类器设计方法

最小最大风险准则判决是在类先验概率未知情况下的一个重要的决策方法,由该方法设计的分类器在大多数情况下存在性能下降过多的问题.为了提高分类器的分类性能,本文提出一种基于分段线性化思想的分类器设计方法.该方法首先对类的先验概率做一粗略估计,然后判断它所处的概率区间,最后用该区间相对应的分类器进行判决.理论推导和实验结果表明,该方法是一种有效方法,据此设计的分类器性能接近于贝叶斯分类器.     

基于最小风险贝叶斯分类器的茶叶茶梗分类

目前在茶叶实际生产加工过程中,茶叶茶梗分拣自动化技术还处于不成熟阶段,分拣机械的精确度和效率还不能达到预期目的,必须通过再次人工分拣过程,大大增加了时间和人力成本。针对数码相机采集到的茶叶、茶梗数字图像,经过预处理后提取出样本的颜色和形状特征,并利用多元高斯模型进行建模,通过最小风险贝叶斯分类器对其进行分类。实验证明基于最小风险的贝叶斯分类器的分类方法是可行的,并取得了良好的分类效果。     

基于混淆网络解码的机器翻译多系统融合

在对当前几种较流行的统计机器翻译多系统融合方法分析的基础上,提出了一种改进的多系统融合框架,该框架集成了最小贝叶斯风险解码和多特征混淆网络解码两种技术。融合过程如下(1) 从多个翻译系统输出的 -best结果中,利用最小贝叶斯风险解码器选择一个风险最小的假设作为对齐参考;(2) 将其余的 -best假设结果与该参考对齐,从而构建混淆网络。多特征混淆网络基于对数线性模型,引入了更多有效的知识源参与最优路径选择,融合后的BLEU得分比融合前最好的单系统BLEU得分提高了2.19%。在对齐方法上,我们提出了一种改进的翻译错误率(Translation Error Rate, TER)准则——GIZA-TER准则,该准则可以对CN网络进行更有效的短语调序。实验中的显著性检验证明了本文方法的有效性。     

基于最小代价的多分类器的动态集成

本文提出一种基于最小代价准则的分类器动态集成方法。与一般方法不同,动态集成是 根据“性能预测特征”,动态地为每一样本选择最适合的一组分类器进行集成。该选择基于使误识代价与时间代价最小化的准则,改变代价函数的定义可以方便地达到识别率与识别速度之间的不同折衷。本文中提出了两种分类器动态集成的方法,并介绍了在联机手写汉字识别中的具体应用。在实验中使了３个分类器进行动态集成,因此,得到７种分类组合,在预先     

基于MBIC的决策树聚类算法在连续语音识别中的应用

提出了一种采用最小贝叶斯信息准则（Minimum Bayesian Information Criterion,MBIC）来最优化控制决策树结点分裂程度的算法。首先在理论上证明了MBIC能够较好地解决模型参数复杂度与训练数据集规模之间的权衡问题,然后给出了基于MBIC的决策树分裂停止准则的计算公式。汉语连续语音全音节识别实验表明：与传统的最大似然准则（Maximum Likeihood Criterion,MLC）相比,MBIC对声学模型参数和训练数据集的变化具有更好的适应能力。     

基于Box-Cox变换的分类器性能改进

贝叶斯分类器、最小距离分类器、近邻分类器和BP网络等是比较常用的分类器,为提高这些分类器的性能,引入了Box—Cox变换的思想。将Box—Cox变换用于数据正态化处理技术,并对常用分类器的性能进行改进。实验结果显示,通过引入Box—Cox变换,分类器的分类正确率有较大的提高。     

A data driven ensemble classifier for credit scoring analysis

This study focuses on predicting whether a credit applicant can be categorized as good, bad or borderline from information initially supplied. This is essentially a classification task for credit scoring. Given its importance, many researchers have recently worked on an ensemble of classifiers. However, to the best of our knowledge, unrepresentative samples drastically reduce the accuracy of the deployment classifier. Few have attempted to preprocess the input samples into more homogeneous cluster groups and then fit the ensemble classifier accordingly. For this reason, we introduce the concept of class-wise classification as a preprocessing step in order to obtain an efficient ensemble classifier. This strategy would work better than a direct ensemble of classifiers without the preprocessing step. The proposed ensemble classifier is constructed by incorporating several data mining techniques, mainly involving optimal associate binning to discretize continuous values; neural network, support vector machine, and Bayesian network are used to augment the ensemble classifier. In particular, the Markov blanket concept of Bayesian network allows for a natural form of feature selection, which provides a basis for mining association rules. The learned knowledge is represented in multiple forms, including causal diagram and constrained association rules. The data driven nature of the proposed system distinguishes it from existing hybrid/ensemble credit scoring systems.     

An artificial immune classifier for credit scoring analysis

The primary concern of the rating policies for a banking industry is to develop a more objective, accurate and competitive scoring model to avoid losses from potential bad debt. This study proposes an artificial immune classifier based on the artificial immune network (named AINE-based classifier) to evaluate the applicants’ credit scores. Two experimental credit datasets are used to show the accuracy rate of the artificial immune classifier. The ten-fold cross-validation method is applied to evaluate the performance of the classifier. The classifier is compared with other data mining techniques. Experimental results show that for the AINE-based classifier in credit scoring is more competitive than the SVM and hybrid SVM-based classifiers, except the BPN classifier. We further compare our classifier with other three AIS-based classifiers in the benchmark datasets, and show that the AINE-based classifier can rival the AIRS-based classifiers and outperforms the SAIS classifier when the number of attributes and classes increase. Our classifier can provide the credit card issuer with accurate and valuable information of credit scoring analyses to avoid making incorrect decisions that result in the loss of applicants’ bad debt.     

Exploring the behaviour of base classifiers in credit scoring ensembles

Many techniques have been proposed for credit risk assessment, from statistical models to artificial intelligence methods. During the last few years, different approaches to classifier ensembles have successfully been applied to credit scoring problems, demonstrating to be more accurate than single prediction models. However, it is still a question what base classifiers should be employed in each ensemble in order to achieve the highest performance. Accordingly, the present paper evaluates the performance of seven individual prediction techniques when used as members of five different ensemble methods. The ultimate aim of this study is to suggest appropriate classifiers for each ensemble approach in the context of credit scoring. The experimental results and statistical tests show that the C4.5 decision tree constitutes the best solution for most ensemble methods, closely followed by the multilayer perceptron neural network and logistic regression, whereas the nearest neighbour and the naive Bayes classifiers appear to be significantly the worst.     

Hybrid mining approach in the design of credit scoring models

Unrepresentative data samples are likely to reduce the utility of data classifiers in practical application. This study presents a hybrid mining approach in the design of an effective credit scoring model, based on clustering and neural network techniques. We used clustering techniques to preprocess the input samples with the objective of indicating unrepresentative samples into isolated and inconsistent clusters, and used neural networks to construct the credit scoring model. The clustering stage involved a class-wise classification process. A self-organizing map clustering algorithm was used to automatically determine the number of clusters and the starting points of each cluster. Then, the K-means clustering algorithm was used to generate clusters of samples belonging to new classes and eliminate the unrepresentative samples from each class. In the neural network stage, samples with new class labels were used in the design of the credit scoring model. The proposed method demonstrates by two real world credit data sets that the hybrid mining approach can be used to build effective credit scoring models.     

基于频繁项挖掘的贝叶斯网络结构学习算法BNSL-FIM

贝叶斯网络能够表示不确定知识并进行推理计算表达,但由于实际样本数据存在噪声和大小限制以及网络空间搜索的复杂性,贝叶斯网络结构学习始终会存在一定的误差。为了提高贝叶斯网络结构学习的准确度,提出了以最大频繁项集和关联规则分析结果为先验知识的贝叶斯网络结构学习算法BNSL-FIM 。首先从数据中挖掘出最大频繁项集并对该项集进行结构学习,之后使用关联规则分析结果对其进行校正,从而确定基于频繁项挖掘和关联规则分析的先验知识。然后提出一种融合先验知识的BDeu评分算法进行贝叶斯网络结构学习。最后在6个公开标准的数据集上开展了实验,并对比引入先验/不引入先验的结构与原始网络结构的汉明距离,结果表明所提算法与未引入先验的BDeu评分算法相比显著提高了贝叶斯网络结构学习的准确度。     

Using neural network ensembles for bankruptcy prediction and credit scoring

Bankruptcy prediction and credit scoring have long been regarded as critical topics and have been studied extensively in the accounting and finance literature. Artificial intelligence and machine learning techniques have been used to solve these financial decision-making problems. The multilayer perceptron (MLP) network trained by the back-propagation learning algorithm is the mostly used technique for financial decision-making problems. In addition, it is usually superior to other traditional statistical models. Recent studies suggest combining multiple classifiers (or classifier ensembles) should be better than single classifiers. However, the performance of multiple classifiers in bankruptcy prediction and credit scoring is not fully understood. In this paper, we investigate the performance of a single classifier as the baseline classifier to compare with multiple classifiers and diversified multiple classifiers by using neural networks based on three datasets. By comparing with the single classifier as the benchmark in terms of average prediction accuracy, the multiple classifiers only perform better in one of the three datasets. The diversified multiple classifiers trained by not only different classifier parameters but also different sets of training data perform worse in all datasets. However, for the Type I and Type II errors, there is no exact winner. We suggest that it is better to consider these three classifier architectures to make the optimal financial decision.     

A novel hybrid credit scoring model based on ensemble feature selection and multilayer ensemble classification

Credit scoring focuses on the development of empirical models to support the financial decision‐making processes of financial institutions and credit industries. It makes use of applicants' historical data and statistical or machine learning techniques to assess the risk associated with an applicant. However, the historical data may consist of redundant and noisy features that affect the performance of credit scoring models. The main focus of this paper is to develop a hybrid model, combining feature selection and a multilayer ensemble classifier framework, to improve the predictive performance of credit scoring. The proposed hybrid credit scoring model is modeled in three phases. The initial phase constitutes preprocessing and assigns ranks and weights to classifiers. In the next phase, the ensemble feature selection approach is applied to the preprocessed dataset. Finally, in the last phase, the dataset with the selected features is used in a multilayer ensemble classifier framework. In addition, a classifier placement algorithm based on the Choquet integral value is designed, as the classifier placement affects the predictive performance of the ensemble framework. The proposed hybrid credit scoring model is validated on real‐world credit scoring datasets, namely, Australian, Japanese, German‐categorical, and German‐numerical datasets.