Filter- versus wrapper-based feature sel
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Petr Somol; Bart Baesens; Pavel Pudil; Jan Vanthienen
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Article
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2005
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John Wiley and Sons
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English
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We address the problem of credit scoring as a classification and feature subset selection problem. Based on the current framework of sophisticated feature selection methods, we identify features that contain the most relevant information to distinguish good loan payers from bad loan payers. The feat