Improving logistic regression classification of credit approval with features constructed by kaizen programming

Data
2016
Tipo
Trabalho apresentado em evento
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Resumo
In this contribution, we employ the recently proposed Kaizen Programming (KP) approach to fi nd high-quality nonlinear combinations of the original features in a dataset. KP constructs many complementary features at the same time, which are selected by their importance, not by model quality. We investigated our approach in a well-known realworld credit scoring dataset. When compared to related approaches, KP reaches similar or better results, but evaluates fewer models.
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Citação
Proceedings Of The 2016 Genetic And Evolutionary Computation Conference (GECCO'16 Companion). New york, p. 61-62, 2016.