长春大学学报(自然科学版)Issue(2):455-457,3.
Linex损失下两种信用评分模型的比较
Comparison of the Two Credit Scoring Models under Linex Loss Function
摘要
Abstract
This paper studies and compares two types of learning methods for credit scoring, one is Linex loss function-based projection pursuit learning network,and the other is Linex loss function-based neural network. It respectively analyzes the advantages and disad-vantages of the two algorithms and provides the test results on the Germany credit scoring data sets in UCI. The results show that the projection pursuit learning network is better than BP neural network under Linex loss function.关键词
Linex损失/BP神经网络/投影寻踪学习网络/信用评分Key words
Linex loss function/BP neural network/projection pursuit learning network/credit scoring分类
数理科学引用本文复制引用
刘延喜..Linex损失下两种信用评分模型的比较[J].长春大学学报(自然科学版),2014,(2):455-457,3.