Relevance vector machine based infinite decision agent ensemble learning for credit risk analysis

• Main Authors: Li, Shukai, Tsang, Ivor Wai-Hung, Chaudhari, Narendra Shivaji
• Other Authors: School of Computer Engineering
• Format: Article
• Language: English
• Published: 2013
• Subjects: DRNTU::Engineering::Computer science and engineering
• Online Access: https://hdl.handle.net/10356/97655; http://hdl.handle.net/10220/11127
• Institution: Nanyang Technological University

In this paper, a relevance vector machine based infinite decision agent ensemble learning (RVMIdeal) system is proposed for the robust credit risk analysis. In the first level of our model, we adopt soft margin boosting to overcome overfitting. In the second level, the RVM algorithm is revised for b...