Name
Title | ||
|---|---|---|
Cost-based feature selection for Support Vector Machines: An application in credit scoring. |
Abstract | ||
|---|---|---|
•We present two mixed-integer problems for cost-based attribute selection.•The attribute acquisition costs are incorporated explicitly in our framework.•The attribute acquisition costs are estimated for a credit scoring project.•Our method leads to a ten-fold reduction in costs in a real-life lending dataset. |
Year | DOI | Venue |
|---|---|---|
2017 | 10.1016/j.ejor.2017.02.037 | European Journal of Operational Research |
Keywords | Field | DocType |
Analytics,Feature selection,Support Vector Machines,Mixed-integer programming,Credit scoring | Data mining,Feature selection,Computer science,Multivariate statistics,Support vector machine,Integer programming,Linear programming,Artificial intelligence,Analytics,Machine learning | Journal |
Volume | Issue | ISSN |
261 | 2 | 0377-2217 |
Citations | PageRank | References |
19 | 0.60 | 18 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Sebastián Maldonado | 1 | 508 | 32.45 |
| Juan F. Pérez | 2 | 106 | 11.80 |
| Cristián Bravo | 3 | 124 | 10.63 |