White Papers

Optimization Driven Data Mining and Credit Scoring

Overview This paper has considered a class of problems involving estimating statistical attributes and setting control attributes for large collections of objects on the basis of the objects' attributes. These types of problems are difficult because of the large numbers of objects and the large numbers of attributes for each object. Classification and regression trees are standard techniques used in data mining to deal with collections of objects in which the objects have large numbers of attributes. The paper proposes using optimization trees as a tool for setting control attributes for collections of objects so as to optimize a specified objective function defined on the entire collection.

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Publisher: Princeton University
File Format: PDF
Date Published: Oct 1, 2008
Format: White Papers
Topics: Data Mining - Analysis

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