Initial Model Selection for the Baum-Welch Algorithm Applied to Credit Scoring.
Badreddine BenyacoubIsmail El MouddenSouad El BernoussiAbdelhak ZoglatMohamed OuzinebPublished in: MCO (2) (2015)
Keyphrases
- model selection
- automatic model selection
- hyperparameters
- cross validation
- mixture model
- bayesian information criterion
- support vector machine svm
- expectation maximization
- hidden markov models
- em algorithm
- probabilistic model
- objective function
- image segmentation
- credit scoring
- maximum likelihood
- data sets
- sample size
- factor analysis
- multiple sequence alignment
- feature selection
- information criterion
- baum welch
- machine learning