Credit risk classification using Kernel Logistic Regression with optimal parameter.
Santi P. RahayuJasni Mohamad ZainAbdullah EmbongSanti Wulan PurnamiPublished in: ISSPA (2010)
Keyphrases
- kernel logistic regression
- credit risk
- optimal parameters
- pattern recognition
- class probabilities
- classification accuracy
- support vector machine
- feature vectors
- parameter values
- genetic algorithm
- gaussian process
- evaluation method
- model selection
- semi supervised
- support vector
- machine learning
- supervised learning
- text classification
- support vector machine svm
- multi class
- credit scoring
- feature extraction
- class labels
- maximum entropy
- training set
- feature space
- kernel learning
- training data