A Bolasso based consistent feature selection enabled random forest classification algorithm: An application to credit risk assessment

Credit risk assessment has been a crucial issue as it forecasts whether an individual will default on loan or not. Classifying an applicant as good or bad debtor helps lender to make a wise decision. The modern data mining and machine learning techniques have been found to be very useful and accurate in credit risk predictive capability and correct decision making. Classification is one of the most widely used techniques in machine learning. To increase prediction accuracy of standalone classifiers while keeping overall cost to a minimum, feature selection techniques have been utilized, as feature selection removes redundant and irrelevant attributes from dataset. This paper initially introduces Bolasso (Bootstrap-Lasso) which selects consistent and relevant features from pool of features. The consistent feature selection is defined as robustness of selected features with respect to changes in dataset Bolasso generated shortlisted features are then applied to various classification algorithms like Random Forest (RF), Support Vector Machine (SVM), Naïve Bayes (NB) and K-Nearest Neighbors (K-NN) to test its predictive accuracy. It is observed that Bolasso enabled Random Forest algorithm (BS-RF) provides best results forcredit risk evaluation. The classifiers are built on training and test data partition (70:30) of three datasets (Lending Club’s peer to peer dataset, Kaggle’s Bank loan status dataset and German credit dataset obtained from UCI). The performance of Bolasso enabled various classification algorithms is then compared with that of other baseline feature selection methods like Chi Square, Gain Ratio, ReliefF and stand-alone classifiers (no feature selection method applied). The experimental results shows that Bolasso provides phenomenal stability of features when compared with stability of other algorithms. Jaccard Stability Measure (JSM) is used to assess stability of feature selection methods. Moreover BS-RF have good classification accuracy and is better than other methods in terms of AUC and Accuracy resulting in effectively improving the decision making process of lenders.     

基于稀疏贝叶斯学习的个人信用评估

针对传统信用评估方法分类精度低、特征可解释性差等问题,提出了一种使用稀疏贝叶斯学习方法来进行个人信用评估的模型(SBLCredit)。SBLCredit充分利用稀疏贝叶斯学习的优势,在添加的特征权重的先验知识的情况下进行求解,使得特征权重尽量稀疏,以此实现个人信用评估和特征选择。在德国和澳大利亚真实信用数据集上,SBLCredit方法的分类精度比传统的K近邻、朴素贝叶斯、决策树和支持向量机平均提高了4.52%,6.40%,6.26%和2.27%。实验结果表明,SBLCredit分类精度高,选择的特征少,是一种有效的个人信用评估方法。     

A new unsupervised feature selection algorithm using similarity‐based feature clustering

Unsupervised feature selection is an important problem, especially for high‐dimensional data. However, until now, it has been scarcely studied and the existing algorithms cannot provide satisfying performance. Thus, in this paper, we propose a new unsupervised feature selection algorithm using similarity‐based feature clustering, Feature Selection‐based Feature Clustering (FSFC). FSFC removes redundant features according to the results of feature clustering based on feature similarity. First, it clusters the features according to their similarity. A new feature clustering algorithm is proposed, which overcomes the shortcomings of K‐means. Second, it selects a representative feature from each cluster, which contains most interesting information of features in the cluster. The efficiency and effectiveness of FSFC are tested upon real‐world data sets and compared with two representative unsupervised feature selection algorithms, Feature Selection Using Similarity (FSUS) and Multi‐Cluster‐based Feature Selection (MCFS) in terms of runtime, feature compression ratio, and the clustering results of K‐means. The results show that FSFC can not only reduce the feature space in less time, but also significantly improve the clustering performance of K‐means.     

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.     

混合式的K-匿名特征选择算法

K-匿名算法通过对数据的泛化、隐藏等手段使得数据达到K-匿名条件,在隐藏特征的同时考虑数据的隐私性与分类性能,可以视为一种特殊的特征选择方法,即K-匿名特征选择。K-匿名特征选择方法结合K-匿名与特征选择的特点使用多个评价准则选出K-匿名特征子集。过滤式K-匿名特征选择方法难以搜索到所有满足K-匿名条件的候选特征子集,不能保证得到的特征子集的分类性能最优,而封装式特征选择方法计算成本很大,因此,结合过滤式特征排序与封装式特征选择的特点,改进已有方法中的前向搜索策略,设计了一种混合式K-匿名特征选择算法,使用分类性能作为评价准则选出分类性能最好的K-匿名特征子集。在多个公开数据集上进行实验,结果表明,所提算法在分类性能上可以超过现有算法并且信息损失更小。     

基于特征聚类集成技术的在线特征选择

针对既有历史数据又有流特征的全新应用场景,提出了一种基于组特征选择和流特征的在线特征选择算法。在对历史数据的组特征选择阶段,为了弥补单一聚类算法的不足,引入聚类集成的思想。先利用k-means方法通过多次聚类得到一个聚类集体,在集成阶段再利用层次聚类算法对聚类集体进行集成得到最终的结果。在对流特征数据的在线特征选择阶段,对组构造产生的特征组通过探讨特征间的相关性来更新特征组,最终通过组变换获得特征子集。实验结果表明,所提算法能有效应对全新场景下的在线特征选择问题,并且有很好的分类性能。     

A framework for cost-based feature selection

Over the last few years, the dimensionality of datasets involved in data mining applications has increased dramatically. In this situation, feature selection becomes indispensable as it allows for dimensionality reduction and relevance detection. The research proposed in this paper broadens the scope of feature selection by taking into consideration not only the relevance of the features but also their associated costs. A new general framework is proposed, which consists of adding a new term to the evaluation function of a filter feature selection method so that the cost is taken into account. Although the proposed methodology could be applied to any feature selection filter, in this paper the approach is applied to two representative filter methods: Correlation-based Feature Selection (CFS) and Minimal-Redundancy-Maximal-Relevance (mRMR), as an example of use. The behavior of the proposed framework is tested on 17 heterogeneous classification datasets, employing a Support Vector Machine (SVM) as a classifier. The results of the experimental study show that the approach is sound and that it allows the user to reduce the cost without compromising the classification error.     

Expert system design for credit risk evaluation using neuro‐fuzzy logic

Over the past few years, the credit risk evaluation of micro‐, small‐ and medium‐scale enterprises by banks and financial institutions has been an active area of research under the joint pressure of regulators and shareholders. The credit rating assessment forms an important part of credit risk assessment, involving risk parameters such as financial, business, industry and management areas. The mathematical models of evaluation are at the core of modern credit risk management systems. This paper focuses on the use of fuzzy logic and neural network techniques to design a methodology for evaluating the credit worthiness of the entrepreneur. The neuro‐fuzzy logic approach takes into account the minute details of credit rating expert's thought process to arrive at the final decision. A flexible credit rating framework (CRF) has been designed to organize all the facts of the client in a hierarchical fashion. The neural networks provide self‐learning capability to the CRF. The CRF can be customized to suit different business and industrial interests.     

稳定的特征选择研究

特征选择是机器学习和数据挖掘领域的关键问题之一,而特征选择的稳定性也是目前的一个研究热点。主要对特征选择的稳定性因素和稳定性度量进行分析,并详细介绍了目前比较经典的两种提高特征选择稳定性的方法。     

基于类信息的文本聚类中特征选择算法

文本聚类属于无监督的学习方法,由于缺乏类信息还很难直接应用有监督的特征选择方法,因此提出了一种基于类信息的特征选择算法,此算法在密度聚类算法的聚类结果上使用信息增益特征选择法重新选择最有分类能力的特征,实验验证了算法的可行性和有效性。     

基于相关投影分的特征选择算法

特征选择是机器学习中的重要研究方向。以往的特征选择方法中使用的特征或者特征集评价准则往往对属性之间的相互影响考虑较少。文章提出一种新的特征集评价准则——相关投影分(CPS),并在此基础上提出了以CPS为准则的特征选择算法。实验表明该算法取得了很好的效果。     

BP算法在信用风险分析中的应用

建立了基于BP算法的神经网络信用风险评价模型,用来对我国某国有商业银行2001年80家贷款企业进行两类模式分类.按照企业的财务状况、经营状况以及过往的信用记录分为"信用好"和"信用差"两个小组.对于每一家贷款企业,主要考虑能反映该企业的还款能力、盈利能力、经营效率和资本结构等7个财务比率作为分析变量.对该BP网络分别训练100次、390次和800次.仿真结果表明,当训练800次时,网络达到一定的稳定状态,目标函数值达到最优,分类准确率达到98.75%.此外,还给出了该BP网络的学习算法和步骤.     

Ensemble feature selection in medical datasets: Combining filter,wrapper, and embedded feature selection results

Feature selection is a process aimed at filtering out unrepresentative features from a given dataset, usually allowing the later data mining and analysis steps to produce better results. However, different feature selection algorithms use different criteria to select representative features, making it difficult to find the best algorithm for different domain datasets. The limitations of single feature selection methods can be overcome by the application of ensemble methods, combining multiple feature selection results. In the literature, feature selection algorithms are classified as filter, wrapper, or embedded techniques. However, to the best of our knowledge, there has been no study focusing on combining these three types of techniques to produce ensemble feature selection. Therefore, the aim here is to answer the question as to which combination of different types of feature selection algorithms offers the best performance for different types of medical data including categorical, numerical, and mixed data types. The experimental results show that a combination of filter (i.e., principal component analysis) and wrapper (i.e., genetic algorithms) techniques by the union method is a better choice, providing relatively high classification accuracy and a reasonably good feature reduction rate.     

基于免疫文化算法的故障特征选择方法

提出了一种新的文化算法,基于免疫克隆选择原理改进了文化算法的种群空间,同时设计了一种新的历史知识及其影响函数。为了去除工业中故障诊断过程中的冗余变量,实现数据降维,提高故障诊断性能,将该免疫文化算法应用到故障特征选择当中,提出了一种封装式的特征选择方法。该方法利用抗体种群进行全局搜索,通过文化算法的信念空间保留历代最优个体,并对UCI数据集的高维数据进行特征子集选择。将该方法应用到TE过程故障诊断中,结果表明,相比于直接使用高维数据进行故障诊断,该算法有效降低了特征空间的维数,提高了分类精度。     

适合于入侵检测的分步特征选择算法

针对入侵检测数据集维数高,导致检测算法处理速度慢,而其中包含许多对检测效果影响不大的特征的问题,提出了一种分步特征选择算法。它通过对相关特征和冗余特征的定义,以互信息为准则,首先删除不相关特征,然后删除冗余特征。该算法的时间复杂性低,且独立于检测算法,可以通过调整阈值平衡检测精度和特征的数量。以权威数据集KDD-99为实验数据集,对多种检测算法进行了实验。结果表明,该算法能有效地选择特征向量,保证检测精度,提高检测速度。     

融合特征排序的多标记特征选择算法

在多标记学习框架中,特征选择是解决维数灾难,提高多标记分类器的有效手段。提出了一种融合特征排序的多标记特征选择算法。该算法首先在各标记下进行自适应的粒化样本,以此来构造特征与类别标记之间的邻域互信息。其次,对得到邻域互信息进行排序,使得每个类别标记下均能得到一组特征排序。最后,多个独立的特征排序经过聚类融合成一组新的特征排序。在4个多标记数据集和4个评价指标上的实验结果表明,所提算法优于一些当前流行的多标记降维方法。     

基于互信息的分类属性数据特征选择算法

提出了一种针对分类属性数据特征选择的新算法。通过给出一种能够直接评价分类属性数据特征选择的评价函数新定义,重新构造能实现分类属性数据信息量、条件互信息、特征之间依赖度定义的计算公式,并在此基础上,提出了一种基于互信息较大相关、较小冗余的特征选择（MRLR）算法。MRLR算法在特征选择时不仅考虑了特征与类标签之间的相关性,而且还考虑了特征之间的冗余性。大量的仿真实验表明,MRLR算法在针对分类属性数据的特征选择时,能获得冗余度小且更具代表性的特征子集,具有较好的高效性和稳定性。     

面向特征选择问题的协同演化方法

特征选择技术是机器学习和数据挖掘任务的关键预处理技术。传统贪婪式特征选择方法仅考虑本轮最佳特征,从而导致获取的特征子集仅为局部最优,无法获得最优或者近似最优的特征集合。进化搜索方式则有效地对特征空间进行搜索,然而不同的进化算法在搜索过程中存在自身的局限。本文吸取遗传算法（GA）和粒子群优化算法（PSO）的进化优势,以信息熵度量为评价,通过协同演化的方式获取最终特征子集。并提出适用于特征选择问题特有的比特率交叉算子和信息交换策略。实验结果显示,遗传算法和粒子群协同进化（GA-PSO）在进化搜索特征子集的能力和具体分类学习任务上都优于单独的演化搜索方式。进化搜索提供的组合判断能力优于贪婪式特征选择方法。     

基于Q-relief的图像特征选择算法

针对特征选择算法——relief在训练个别属性权值时的盲目性缺点,提出了一种基于自适应划分实例集的新算法——Q-relief,该算法改正了原算法属性选择时的盲目性缺点,选择出表达图像信息最优的特征子集来进行模式识别。将该算法应用于列车运行故障动态图像监测系统（TFDS）的故障识别,经实验验证,与其他算法相比,Q-relief算法明显提高了故障图像识别的准确率。     

基于PSO-BP集成的国内外企业信用风险评估

为了提高企业信用风险评估准确率,提出了基于PSO-BP集成的企业信用风险评估模型.使用Bagging抽样技术获得足够多不同的训练数据集,用不同的训练集子集训练得到不同的PSO-BP组合成员分类器,最后通过多数投票准则整合不同组合成员分类器的分类结果.分别在包含了国内外公司的详细数据的数据集上证明了模型的有效性.