Relative Performance Evaluation of Ensemble Classification with Feature Reduction in Credit Scoring Datasets
Extensive research has been done on feature selection and data classification. But it is not clear which feature selection approach may result in better classification performance on which dataset. So, the comparative performance analysis is required to test the classification performance on the dataset along with feature selection approach. Main aim of this work is to use various feature selection approaches and classifiers for the evaluation of performances of respective classifier along with feature selection approach. Obtained results are compared in terms of accuracy and G-measure. As in many studies, it is shown that ensemble classifier has better performance as compared to individual base classifiers. Further, five heterogeneous classifiers are aggregated with the four ensemble frameworks as majority voting and weighted voting in single and multiple layers as well and results are compared in terms of accuracy, sensitivity, specificity, and G-measure on Australian credit scoring and German loan approval datasets obtained from UCI repository.
KeywordsClassification Credit scoring Ensemble framework Feature selection
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