2023
DOI: 10.3233/jifs-221652
|View full text |Cite
|
Sign up to set email alerts
|

A novel SSA-CatBoost machine learning model for credit rating

Abstract: Categorical Boost (CatBoost) is a new approach in credit rating. In the process of classification and prediction using CatBoost, parameter tuning and feature selection are two crucial parts, which affect the classification accuracy of CatBoost significantly. This paper proposes a novel SSA-CatBoost model, which mixes Sparrow Search Algorithm (SSA) and CatBoost to improve classification and prediction accuracy for credit rating. In terms of parameter tuning, the SSA-CatBoost optimization obtains the most optima… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
1
1

Citation Types

0
7
0

Year Published

2023
2023
2025
2025

Publication Types

Select...
7
1

Relationship

0
8

Authors

Journals

citations
Cited by 11 publications
(7 citation statements)
references
References 21 publications
0
7
0
Order By: Relevance
“…Currently, feature selection primarily employs three methods: wrapper methods, embedded methods, and filter methods. Wrapper methods, particularly the RFE algorithm, demonstrate excellent performance in feature selection [49,50], when compared to the other two methods.…”
Section: The Procedures Of the Woa-catboost Modelmentioning
confidence: 99%
See 1 more Smart Citation
“…Currently, feature selection primarily employs three methods: wrapper methods, embedded methods, and filter methods. Wrapper methods, particularly the RFE algorithm, demonstrate excellent performance in feature selection [49,50], when compared to the other two methods.…”
Section: The Procedures Of the Woa-catboost Modelmentioning
confidence: 99%
“…Based on the findings from the pie chart, certain identification feature parameters unrelated to turbulence, such as departure and destination, were excluded as they did not contribute significantly to the relevance of our identification results. algorithm, demonstrate excellent performance in feature selection [49,50], when compared to the other two methods. RFE is an advanced method that obtains the weights of each feature and progressively eliminates features with lower contributions through multiple iterations, thereby completing the feature selection process.…”
mentioning
confidence: 96%
“…First, based on the prior probability distribution of the hyperparameters | , the corresponding distribution of the value-at-risk of the objective function is estimated using TPE, where , , , ⋯ , is the hyperparameter and is the value at risk. The next hyperparameter is selected according to the EI, and the above process is repeated to continuously select the hyperparameters using the posterior distribution of the agent model until the optimal solution is obtained, and the probability distribution of the TPE model is defined as shown in equation (9).…”
Section: Bayesian Optimizationmentioning
confidence: 99%
“…Integrated learning algorithms are widely recognized as excellent predictors, formed by combining multiple weak learners through policies to form strongly supervised models, and have shown great advantages when dealing with large data [7,8], and thus have received widespread attention. The classical gradient boosted decision tree (GBDT) uses a linear combination of basic learners to continuously reduce the residuals generated during the training process through multiple iterations [9], thus achieving the classification purpose. Yu [10] accurately distinguished the lithologic interface between breccia, tuff, and rhyolite using the GBDT model.…”
Section: Introductionmentioning
confidence: 99%
“…In general, XGBoost showed satisfactory results in lithology identification. CatBoost is further improved for prediction by using a weighted cross-entropy loss function in training, employing the greedy strategy that effectively improves prediction accuracy, applying ordered boosting, optimizing the gradient bias, and using oblivious trees as the base predictor to reduce the risk of overfitting(John T Hancock 2020; Yang et al 2022).…”
Section: Introductionmentioning
confidence: 99%