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Filter- versus wrapper-based feature selection for credit scoring

โœ Scribed by Petr Somol; Bart Baesens; Pavel Pudil; Jan Vanthienen


Book ID
102867193
Publisher
John Wiley and Sons
Year
2005
Tongue
English
Weight
868 KB
Volume
20
Category
Article
ISSN
0884-8173

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Filter- versus wrapper-based feature sel
โœ Petr Somol; Bart Baesens; Pavel Pudil; Jan Vanthienen ๐Ÿ“‚ Article ๐Ÿ“… 2005 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 868 KB

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