An Improved SVM Based on 1-Norm for Selection of Personal Credit Scoring Index System

Authors:
Xin Xue;Guoping He
Affiliations:
College of Information Science and Engineering, Shandong University of Science and Technology, Qingdao Shandong 266510, China and Department of Mathematics & System Science, Taishan University, Ta ...;College of Information Science and Engineering, Shandong University of Science and Technology, Qingdao Shandong 266510, China
Venue:
ISNN '07 Proceedings of the 4th international symposium on Neural Networks: Advances in Neural Networks, Part III
Year:
2007

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Abstract

The selection of evaluating index system is the key to personal credit scoring, which is a feature selection problem.By improving the typical SVM based on 1-norm, which can select the important and necessary feature of samples, an improved SVM based on 1-norm adapted to the selection of personal credit scoring index system is proposed. Experimental results shows that the new improved method can select evaluating index system with small scale and enhance the generality ability and reduce the arithmetic complexity of the classification machine.