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연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 발행연도
- 2018.9
- 수록면
- 1,319 - 1,328 (10page)
- DOI
- 10.7465/jkdi.2018.29.5.1319
이용수
초록· 키워드
오류제보하기
In the process of evaluating the performance of the classification model for two distribution functions based on the cost function, unreliable samples were rejected based on the ROC-based reject rule due to the high cost of wrong classification in order to minimize classification errors in the classification process. In this paper, we consider rejected samples between the two rejection thresholds obtained by the ROC-based reject rule as the unresolved, so we propose a method for estimating the optimal threshold by setting a new cost function. In defining the probability density functions for the unresolved, various weights are given only to the cost of the misclassified FN and FP in order to reset the cost function for the unresolved. The changes in cost corresponding to the optimal threshold minimizing the cost function are then examined. For the samples between the two rejection thresholds, which are considered to be the unresolved, the new cost functions are divided into the cases where the costs of FN and FP are the same and the cases where the costs are different. In the cost of the unresolved, the results differ according to changes in the misclassification cost. However, the optimal threshold of the unresolved is similar to that of the estimated optimal threshold with respect to various weights of the misclassifications.
목차
Abstract
1. Introduction
2. Unresolved inference using ROC-based reject rule
3. Illustrative Examples
4. Simulation results
5. Conclusion
References
참고문헌 (16)
참고문헌 신청
[단행본] - Feelders, A. J. / 2000 / An overview of model based reject inference for credit scoring
[학술지(정기간행물)] - Feelders, A. J. / 2000 / Credit scoring and reject inference with mixture models / International Journal of Intelligent System in Accounting 8 : 271 ~ 279
[학술지(정기간행물)] - Feelders, A. J. / 2000 / Credit scoring and reject inference with mixture models / International Journal of Intelligent Systems in Accounting, Finance and Management 9 : 1 ~ 8
[단행본] - Hand, D. J. / 2001 / Reject inference in credit operations, Handbook of Credit Scoring
[학술지(정기간행물)] - 홍종선 / 2013 / Optimal thresholds criteria for ROC surfaces / 한국데이터정보과학회지 24 (6) : 1489 ~ 1496
[학술지(정기간행물)] - Feelders, A. J. / 2000 / Credit scoring and reject inference with mixture models / International Journal of Intelligent System in Accounting 8 : 271 ~ 279
[학술지(정기간행물)] - Feelders, A. J. / 2000 / Credit scoring and reject inference with mixture models / International Journal of Intelligent Systems in Accounting, Finance and Management 9 : 1 ~ 8
[단행본] - Hand, D. J. / 2001 / Reject inference in credit operations, Handbook of Credit Scoring
[학술지(정기간행물)] - 홍종선 / 2013 / Optimal thresholds criteria for ROC surfaces / 한국데이터정보과학회지 24 (6) : 1489 ~ 1496
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