最小总风险准则的贝叶斯网络个人信用评估模型*

将最小总风险准则MOR与贝叶斯网络分类器相结合,提出了一种新型信用评估模型。在两个真实数据集上以MOR用10层交叉验证对贝叶斯网络信用评估模型进行了测试,并与最小错误概率准则MPE的贝叶斯网络分类器的结果进行了对比。结果表明,基于MOR的贝叶斯网络分类模型可以有效地减小信用评估风险。     

新的基于最小风险的贝叶斯邮件过滤模型*

分析了目前在垃圾邮件过滤中广泛应用的基于最小风险的朴素贝叶斯模型,提出了一种新的基于直线几何分割的朴素贝叶斯邮件过滤模型LGDNBF,定义了新的风险因子。新的风险因子对决策风险的描述更加精确,同时使得LGDNBF具有一定的可扩展性。实验结果证明,LGDNBF的分类准确率比传统的基于最小风险的朴素贝叶斯模型有明显的改善。     

基于改进贝叶斯模型的中文邮件分类算法

通过分析常见的贝叶斯分类方法和实现模型,提出了一种适用于中文邮件的分类算法——基于混合模型的最小风险贝叶斯方法。混合模型将二项独立模型和多项式模型相结合,提高邮件分类的查全率,同时,在此基础上应用最小风险贝叶斯方法,进一步提高准确率。实验表明,应用改进的方法可以得到更准确的邮件分类效果。     

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。     

基于贝叶斯网络的可信平台控制模块风险评估模型

对可信平台控制模块(TPCM)的风险进行了分析,针对其特点和风险定量评估要求,提出了基于贝叶斯网络的TPCM风险评估模型。在对影响TPCM可信性的风险识别的基础上,根据风险之间的相关性,建立了贝叶斯风险评估网络模型;基于专家评价数据,进一步运用贝叶斯网络推理工具定量评估风险的发生概率及其影响,评估风险强度并对其进行排序,以确定整个TPCM中各风险的控制优先级。最后通过实例分析验证了该模型的有效性。     

基于AdaBoost-BOA的中小企业信用评估模型

针对我国现有信贷风险评估体系的不完善以及银行对中小企业的信用等级评估的要求,提出了一种基于Ada?Boost-BOA的中小企业信用评估模型.首先确定中小企业信用评估指标,然后通过贝叶斯优化算法构建AdaBoost-BOA集成分类信用评估模型.实验结果表明,与其他传统的模型相比较,论文提出的AdaBoost-BOA模型在信用等级评估中具有更优良的评估性能,其准确率更高.     

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.     

应用直线集合分割的软件缺陷预测模型

缺陷预测能够有效地提升软件测试的效率。基于朴素贝叶斯理论,提出了一个利用平面中点与直线几何关系进行分类的软件缺陷预测模型LGD-NB。LGD-NB有两种工作模式,当其基于最小风险进行决策时,比传统的朴素贝叶斯具有对代价更为精确的描述;在定义了几何上的高风险决策区域后,LGD-NB可作为元分类器,提供一个可集成其他分类模型进行二次分类的集成框架。实验结果显示：基于最小风险LGD-NB模型的预测性能优于传统的朴素贝叶斯;而集成了SVM算法后的LGD-NB,其预测能力也有较为明显的提升。     

基于贝叶斯网络的软件项目风险评估模型

针对软件项目面临失败风险的问题,提出一种新的软件风险评估模型,采用贝叶斯网络推理风险发生的概率,用模糊语言评估风险后果与损失的方法。实践证明,通过应用基于贝叶斯网络的软件风险评估模型,加强了软件企业风险管理的意识,降低了失败风险发生的概率,提高了软件开发的成功率。     

基于两尺度Bayesian网络的SAR图像分类

本文介绍了两尺度贝叶斯网络的模型构成、邻域构成,以及基于两尺度贝叶斯网络模型的图像分类理论,并且验证了该方法在SAR图像的分类中应用。实验证明两尺度贝叶斯网络的分类结果要优于单尺度贝叶斯网络和MRF—ICM的分类结果。     

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.     

Ensemble classification based on supervised clustering for credit scoring

Credit scoring aims to assess the risk associated with lending to individual consumers. Recently, ensemble classification methodology has become popular in this field. However, most researches utilize random sampling to generate training subsets for constructing the base classifiers. Therefore, their diversity is not guaranteed, which may lead to a degradation of overall classification performance. In this paper, we propose an ensemble classification approach based on supervised clustering for credit scoring. In the proposed approach, supervised clustering is employed to partition the data samples of each class into a number of clusters. Clusters from different classes are then pairwise combined to form a number of training subsets. In each training subset, a specific base classifier is constructed. For a sample whose class label needs to be predicted, the outputs of these base classifiers are combined by weighted voting. The weight associated with a base classifier is determined by its classification performance in the neighborhood of the sample. In the experimental study, two benchmark credit data sets are adopted for performance evaluation, and an industrial case study is conducted. The results show that compared to other ensemble classification methods, the proposed approach is able to generate base classifiers with higher diversity and local accuracy, and improve the accuracy of credit scoring.     

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.     

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.     

The effects of combining classifiers with the same training statistics using Bayesian decision rules

Multiple classifier systems (MCS) are attracting increasing interest in the field of pattern recognition and machine learning. Recently, MCS are also being introduced in the remote sensing field where the importance of classifier diversity for image classification problems has not been examined. In this article, Satellite Pour l'Observation de la Terre (SPOT) IV panchromatic and multispectral satellite images are classified into six land cover classes using five base classifiers: contextual classifier, k-nearest neighbour classifier, Mahalanobis classifier, maximum likelihood classifier and minimum distance classifier. The five base classifiers are trained with the same feature sets throughout the experiments and a posteriori probability, derived from the confusion matrix of these base classifiers, is applied to five Bayesian decision rules (product rule, sum rule, maximum rule, minimum rule and median rule) for constructing different combinations of classifier ensembles. The performance of these classifier ensembles is evaluated for overall accuracy and kappa statistics. Three statistical tests, the McNemar's test, the Cochran's Q test and the Looney's F-test, are used to examine the diversity of the classification results of the base classifiers compared to the results of the classifier ensembles. The experimental comparison reveals that (a) significant diversity amongst the base classifiers cannot enhance the performance of classifier ensembles; (b) accuracy improvement of classifier ensembles can only be found by using base classifiers with similar and low accuracy; (c) increasing the number of base classifiers cannot improve the overall accuracy of the MCS and (d) none of the Bayesian decision rules outperforms the others.     

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.     

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。