Rule Extraction from Support Vector Machine : Applications to Banking and Finance

Lingua: inglese

Editore: GRIN Verlag, 2012

365618965X / 9783656189657

Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH

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Venditore AbeBooks dal 14 agosto 2006

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Druck auf Anfrage Neuware - Printed after ordering - Doctoral Thesis / Dissertation from the year 2010 in the subject Computer Science - Applied, grade: none, , course: Department of Computers and Information Sciences - Ph.D., language: English, abstract: Although Support Vector Machines have been used to develop highly accurate classification and regression models in various real-world problem domains, the most significant barrier is that SVM generates black box model that is difficult to understand. The procedure to convert these opaque models into transparent models is called ruleextraction. This thesis investigates the task of extracting comprehensible models from trained SVMs, thereby alleviating this limitation. The primary contribution of the thesis is the proposal of various algorithms to overcome the significant limitations of SVM bytaking a novel approach to the task of extracting comprehensible models. The basic contribution of the thesis are systematic review of literature on rule extraction from SVM, identifying gaps in the literature and proposing novel approaches for addressing the gaps.The contributions are grouped under three classes, decompositional, pedagogical and eclectic/hybrid approaches. Decompositional approach is closely intertwined with the internal workings of the SVM. Pedagogical approach uses SVM as an oracle to re-label training examples as well as artificially generated examples. In the eclectic/hybrid approach, a combination of these two methods is adopted.The thesis addresses various problems from the finance domain such as bankruptcy prediction in banks/firms, churn prediction in analytical CRM and Insurance fraud detection. Apart from this various benchmark datasets such as iris, wine and WBC for classification problems and auto MPG, body fat, Boston housing, forest fires and pollution for regression problems are also tested using the proposed appraoch. In addition, rule extraction from unbalanced datasets as well as from active learning based approaches has been explored. For classification problems, various rule extraction methods such as FRBS, DT, ANFIS, CART and NBTree have been utilized. Additionally for regression problems, rule extraction methods such as ANFIS, DENFIS and CART have also been employed. Results are analyzed using accuracy, sensitivity, specificity, fidelity, AUC and t-test measures. Proposed approaches demonstrate their viability in extracting accurate, effective and comprehensible rule sets in various benchmark and real world problem domains across classification and regression problems. Future directions have been indicated to extend the approaches to newer variations of SVM as well as to other problem domains.…

Codice articolo 9783656189657

Titolo
Rule Extraction from Support Vector Machine : Applications to Banking and Finance
Autore
Mohammed Farquad
Editore
GRIN Verlag
Anno di pubblicazione
2012
Condizione
Neu
Rilegatura
Taschenbuch
Lingua
inglese
ISBN 10
365618965X
ISBN 13
9783656189657
Peso dell'articolo
382 grammi
Dimensioni
210x148x19 mm

AHA-BUCH GmbH

Einbeck, Germania

Venditore con 5 stelle

Venditore AbeBooks dal 14 agosto 2006

Tariffe di spedizione da Germania a U.S.A.

ArticoloDa 7 a 10 giorni lavorativiDa 5 a 7 giorni lavorativi
Primo articoloEUR 35,00EUR 45,00
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