| 操作风险等级预测的朴素贝叶斯方法研究 |
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| 引用本文： | 王双成,冷翠平,侯彩虹.操作风险等级预测的朴素贝叶斯方法研究[J].计算机工程与应用,2008,44(12):26-28. |
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| 作者姓名： | 王双成 冷翠平 侯彩虹 |
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| 作者单位： | 1. 上海立信会计学院,信息科学系,上海,201620;上海立信会计学院,中国立信风险管理研究院,上海,201620
2. 上海立信会计学院,信息科学系,上海,201620 |
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| 基金项目： | 国家自然科学基金(the National Natural Science Foundation of China under Grant No.60675036)，上海市重点学科(No.P1601)，上海市教委重点项目(No.05zz66) |
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| 摘 要： | 操作风险数据积累比较困难,而且往往不完整,朴素贝叶斯分类器是目前进行小样本分类最优秀的分类器之一,适合于操作风险等级预测。在对具有完整数据朴素贝叶斯分类器学习和分类的基础上,提出了基于星形结构和Gibbs sampling的具有丢失数据朴素贝叶斯分类器学习方法,能够避免目前常用的处理丢失数据方法所带来的局部最优、信息丢失和冗余等方面的问题。
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| 关 键 词： | 操作风险 等级预测 朴素贝叶斯分类器 丢失数据 Gibbs抽样 |
| 文章编号： | 1002-8331(2008)12-0026-03 |
| 收稿时间： | 2007-12-5 |
| 修稿时间： | 2007年12月5日 |
Naive Bayes method in operational risk level prediction |
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| WANG Shuang-cheng,LENG Cui-ping,HOU Cai-hong.Naive Bayes method in operational risk level prediction[J].Computer Engineering and Applications,2008,44(12):26-28. |
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| Authors: | WANG Shuang-cheng LENG Cui-ping HOU Cai-hong |
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| Affiliation: | 1.Department of Information Science，Shanghai Lixin University of Commerce，Shanghai 201620，China 2.Risk Management Research Institute，Shanghai Lixin University of Commerce，Shanghai 201620，China |
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| Abstract: | It is difficult to accumulate a large number of data with high quality in operational risk.Naive Bayes classifier is the one of best classifiers used to small data set classification.It is suitable for operational risk level prediction.In this paper,firstly,the process of learning and classing is presented on naive Bayes classifier with complete data sets.Then,a method naive Bayes classifier learning with missing data is developed based on star structure and Gibbs sampling.The existing problems can be avoided in local optimization,information losing and redundancy. |
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| Keywords: | operational risk level prediction naive Bayes classifier missing data Gibbs sampling |
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