| ชื่อเรื่อง | : | Relevance vector machine based infinite decision agent ensemble learning for credit risk analysis |
| นักวิจัย | : | Li, Shukai , Tsang, Ivor Wai-Hung , Chaudhari, Narendra Shivaji |
| คำค้น | : | DRNTU::Engineering::Computer science and engineering. |
| หน่วยงาน | : | Nanyang Technological University, Singapore |
| ผู้ร่วมงาน | : | - |
| ปีพิมพ์ | : | 2554 |
| อ้างอิง | : | http://hdl.handle.net/10220/11127 , http://dx.doi.org/10.1016/j.eswa.2011.10.022 |
| ที่มา | : | - |
| ความเชี่ยวชาญ | : | - |
| ความสัมพันธ์ | : | Expert systems with applications |
| ขอบเขตของเนื้อหา | : | - |
| บทคัดย่อ/คำอธิบาย | : | In this paper, a relevance vector machine based infinite decision agent ensemble learning (RVMIdeal) system is proposed for the robust credit risk analysis. In the first level of our model, we adopt soft margin boosting to overcome overfitting. In the second level, the RVM algorithm is revised for boosting so that different RVM agents can be generated from the updated instance space of the data. In the third level, the perceptron Kernel is employed in RVM to simulate infinite subagents. Our system RVMIdeal also shares some good properties, such as good generalization performance, immunity to overfitting and predicting the distance to default. According to the experimental results, our proposed system can achieve better performance in term of sensitivity, specificity and overall accuracy. |
| บรรณานุกรม | : |
Li, Shukai , Tsang, Ivor Wai-Hung , Chaudhari, Narendra Shivaji . (2554). Relevance vector machine based infinite decision agent ensemble learning for credit risk analysis.
กรุงเทพมหานคร : Nanyang Technological University, Singapore. Li, Shukai , Tsang, Ivor Wai-Hung , Chaudhari, Narendra Shivaji . 2554. "Relevance vector machine based infinite decision agent ensemble learning for credit risk analysis".
กรุงเทพมหานคร : Nanyang Technological University, Singapore. Li, Shukai , Tsang, Ivor Wai-Hung , Chaudhari, Narendra Shivaji . "Relevance vector machine based infinite decision agent ensemble learning for credit risk analysis."
กรุงเทพมหานคร : Nanyang Technological University, Singapore, 2554. Print. Li, Shukai , Tsang, Ivor Wai-Hung , Chaudhari, Narendra Shivaji . Relevance vector machine based infinite decision agent ensemble learning for credit risk analysis. กรุงเทพมหานคร : Nanyang Technological University, Singapore; 2554.
|
ridm@nrct.go.th ระบบคลังข้อมูลงานวิจัยไทย รายการโปรดที่คุณเลือกไว้
