Sparse Maximum Margin Logistic Regression for Credit Scoring.
Sabyasachi PatraKripa ShankerDebasis KunduPublished in: ICDM (2008)
Keyphrases
- credit scoring
- logistic regression
- maximum margin
- support vector
- hyperplane
- markov networks
- decision trees
- learning algorithm
- classification and regression trees
- support vector machine
- high dimensional
- loss function
- kernel function
- information retrieval
- feature selection
- maximum likelihood
- classification accuracy
- cross validation
- generalization error
- multi task
- graphical models
- linear discriminant analysis
- supervised learning
- svm classifier
- naive bayes
- feature extraction
- support vector machine svm