Comparison of Profit-Based Multi-Objective Approaches for Feature Selection in Credit Scoring

Feature selection is crucial to the credit-scoring process, allowing for the removal of irrelevant variables with low predictive power. Conventional credit-scoring techniques treat this as a separate process wherein features are selected based on improving a single statistical measure, such as accur...

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Bibliographic Details
Main Authors: Naomi Simumba, Suguru Okami, Akira Kodaka, Naohiko Kohtake
Format: Article
Language:English
Published: MDPI AG 2021-08-01
Series:Algorithms
Subjects:
Online Access:https://www.mdpi.com/1999-4893/14/9/260