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...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2021-08-01
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Series: | Algorithms |
Subjects: | |
Online Access: | https://www.mdpi.com/1999-4893/14/9/260 |