摘要：To solve the high-dimensionality issue and improve its accuracy in credit risk assessment, a high-dimensionality-trait-driven learning paradigm is proposed for feature extraction and classifer selection. The proposed paradigm consists of three main stages: categorization of high dimensional data, high-dimensionality-trait-driven feature extraction, and high-dimensionality-trait-driven classifer selection. In the frst stage, according to the defnition of high-dimensionality and the relationship between sample size and feature dimensions, the high-dimensionality traits of credit dataset are further categorized into two types: 100
其他摘要：Abstract To solve the high-dimensionality issue and improve its accuracy in credit risk assessment, a high-dimensionality-trait-driven learning paradigm is proposed for feature extraction and classifier selection. The proposed paradigm consists of three main stages: categorization of high dimensional data, high-dimensionality-trait-driven feature extraction, and high-dimensionality-trait-driven classifier selection. In the first stage, according to the definition of high-dimensionality and the relationship between sample size and feature dimensions, the high-dimensionality traits of credit dataset are further categorized into two types: 100 < feature dimensions < sample size, and feature dimensions ≥ sample size. In the second stage, some typical feature extraction methods are tested regarding the two categories of high dimensionality. In the final stage, four types of classifiers are performed to evaluate credit risk considering different high-dimensionality traits. For the purpose of illustration and verification, credit classification experiments are performed on two publicly available credit risk datasets, and the results show that the proposed high-dimensionality-trait-driven learning paradigm for feature extraction and classifier selection is effective in handling high-dimensional credit classification issues and improving credit classification accuracy relative to the benchmark models listed in this study.
