11,327 research outputs found
Deep Generative Models for Reject Inference in Credit Scoring
Credit scoring models based on accepted applications may be biased and their
consequences can have a statistical and economic impact. Reject inference is
the process of attempting to infer the creditworthiness status of the rejected
applications. In this research, we use deep generative models to develop two
new semi-supervised Bayesian models for reject inference in credit scoring, in
which we model the data generating process to be dependent on a Gaussian
mixture. The goal is to improve the classification accuracy in credit scoring
models by adding reject applications. Our proposed models infer the unknown
creditworthiness of the rejected applications by exact enumeration of the two
possible outcomes of the loan (default or non-default). The efficient
stochastic gradient optimization technique used in deep generative models makes
our models suitable for large data sets. Finally, the experiments in this
research show that our proposed models perform better than classical and
alternative machine learning models for reject inference in credit scoring
Mining Brain Networks using Multiple Side Views for Neurological Disorder Identification
Mining discriminative subgraph patterns from graph data has attracted great
interest in recent years. It has a wide variety of applications in disease
diagnosis, neuroimaging, etc. Most research on subgraph mining focuses on the
graph representation alone. However, in many real-world applications, the side
information is available along with the graph data. For example, for
neurological disorder identification, in addition to the brain networks derived
from neuroimaging data, hundreds of clinical, immunologic, serologic and
cognitive measures may also be documented for each subject. These measures
compose multiple side views encoding a tremendous amount of supplemental
information for diagnostic purposes, yet are often ignored. In this paper, we
study the problem of discriminative subgraph selection using multiple side
views and propose a novel solution to find an optimal set of subgraph features
for graph classification by exploring a plurality of side views. We derive a
feature evaluation criterion, named gSide, to estimate the usefulness of
subgraph patterns based upon side views. Then we develop a branch-and-bound
algorithm, called gMSV, to efficiently search for optimal subgraph features by
integrating the subgraph mining process and the procedure of discriminative
feature selection. Empirical studies on graph classification tasks for
neurological disorders using brain networks demonstrate that subgraph patterns
selected by the multi-side-view guided subgraph selection approach can
effectively boost graph classification performances and are relevant to disease
diagnosis.Comment: in Proceedings of IEEE International Conference on Data Mining (ICDM)
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