Flexible loss functions for binary classification in gradient-boosted decision trees: An application to credit scoring.
Jonah MushavaMichael MurrayPublished in: Expert Syst. Appl. (2024)
Keyphrases
- binary classification
- loss function
- support vector
- convex loss functions
- logistic regression
- hinge loss
- multi class
- learning problems
- pairwise
- support vector machine
- cost sensitive
- multi label
- reproducing kernel hilbert space
- support vector machine svm
- feature selection
- kernel function
- generalization error
- ensemble methods
- kernel methods
- machine learning
- classification accuracy
- cross validation
- svm classifier
- class imbalance
- image processing
- data sets
- text classification
- decision trees