Cross-Validation and Ensemble Analyses on Multiple-Criteria Linear Programming Classification for Credit Cardholder Behavior.
Yi PengGang KouZhengxin ChenYong ShiPublished in: International Conference on Computational Science (2004)
Keyphrases
- cross validation
- credit card
- multiple criteria linear programming
- regression problems
- model selection
- training set
- support vector
- nearest neighbor classifiers
- variable selection
- cross validated
- hyperparameters
- unseen data
- bankruptcy prediction
- error estimates
- binary classifiers
- information criterion
- base learners
- generalization error
- neural network
- classification accuracy
- training data
- feature selection
- fraud detection
- financial data
- learning algorithm
- machine learning
- social network analysis
- leave one out cross validation
- nearest neighbor