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基于Class Balanced Loss修正交叉熵的非均衡样本信用风险评价模型 被引量:10
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作者 杨莲 石宝峰 董轶哲 《系统管理学报》 CSSCI CSCD 北大核心 2022年第2期255-269,289,共16页
针对传统信用风险预测模型存在对非违约样本识别过度、对违约样本识别不足的问题,将平衡损失Class Balanced Loss函数引入信用风险评价,构建Class Balanced Loss修正交叉熵的非均衡样本信用风险评价模型。利用所建模型与交叉熵神经网络... 针对传统信用风险预测模型存在对非违约样本识别过度、对违约样本识别不足的问题,将平衡损失Class Balanced Loss函数引入信用风险评价,构建Class Balanced Loss修正交叉熵的非均衡样本信用风险评价模型。利用所建模型与交叉熵神经网络、支持向量机、决策树、随机森林和K最近邻5种分类模型进行对比,验证BPNN-CBCE对中国某金融机构1 534笔农户贷款数据信用风险预测的有效性;在此基础上,利用UCI公开的德国信贷数据验证BPNN-CBCE模型的稳健性。研究表明:对于农户数据,BPNN-CBCE模型在AUC、违约召回率Default recall方面普遍优于BPNN-CE、SVM、DT、RF和KNN模型,其中,BPNN-CBCE的Default recall相比5种对比模型提升了41.3个百分点,AUC相比5种对比模型提升了15.6个百分点;对于德国数据集,BPNN-CBCE评级模型在AUC、违约召回率Default recall方面也均优于5种对比模型。因此,BPNN-CBCE信用评价模型对农户不均衡信贷数据中的违约样本具有较好的识别能力,可有效降低金融机构客户误判带来的损失。创新与特色:①利用Class Balanced Loss中的平衡因子ω,增大违约样本在目标损失中的权重、降低非违约样本在目标损失中的权重,客观调节正负样本损失在目标损失中权重,弥补交叉熵函数无法调节两类样本损失权重的缺陷,克服由样本不均衡带来的评价模型对非违约样本识别过度、对违约样本识别不足。②通过考虑数据重叠,利用随机覆盖方法,分别对贷款数据中违约、非违约样本进行不放回采样,以对全样本空间X_(违约)、X_(非违约)进行不重叠覆盖,计算两类贷款客户的有效样本数量。既反映由于真实数据之间的内在相似性,随着样本数量的增加,新添加样本很可能是现有样本近似重复的客观事实,也保证基于有效样本对两类样本损失进行重新加权的客观性。将图像识别领域中的Class Balanced Loss函数引入信用评价领域,既拓展了Class Balanced Loss的使用边界,也为解决不均衡样本的信用风险评价提供了新的研究思路。 展开更多
关键词 信用评价 class balanced Loss BP神经网络 交叉熵 小额信贷
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Comprehensive DDoS Attack Classification Using Machine LearningAlgorithms 被引量:1
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作者 Olga Ussatova Aidana Zhumabekova +2 位作者 Yenlik Begimbayeva Eric T.Matson Nikita Ussatov 《Computers, Materials & Continua》 SCIE EI 2022年第10期577-594,共18页
The fast development of Internet technologies ignited the growthof techniques for information security that protect data, networks, systems,and applications from various threats. There are many types of threats. Thede... The fast development of Internet technologies ignited the growthof techniques for information security that protect data, networks, systems,and applications from various threats. There are many types of threats. Thededicated denial of service attack (DDoS) is one of the most serious andwidespread attacks on Internet resources. This attack is intended to paralyzethe victim’s system and cause the service to fail. This work is devoted tothe classification of DDoS attacks in the special network environment calledSoftware-Defined Networking (SDN) using machine learning algorithms. Theanalyzed dataset included instances of two classes: benign and malicious.As the dataset contained twenty-two features, the feature selection techniques were required for dimensionality reduction. In these experiments, theInformation gain, the Chi-square, and the F-test were applied to decreasethe number of features to ten. The classes were also not completely balanced, so undersampling, oversampling, and synthetic minority oversampling(SMOTE) techniques were used to balance classes equally. The previousresearch works observed the classification of DDoS attacks applying variousfeature selection techniques and one or more machine learning algorithms.Still, they did not pay much attention to classifying the combinations offeature selection and balancing methods with different machine learningalgorithms. This work is devoted to the classification of datasets with eightmachine learning algorithms: naïve Bayes, logistic regression, support vectormachine, k-nearest neighbors, decision tree, random forest, XGBoost, andCatBoost. In the experimental results, the Information gain and F-test featureselection methods achieved better performance with all eight ML algorithmsthan with the Chi-square technique. Furthermore, the accuracy values of theoversampled and SMOTE datasets were higher than that of the undersampledand imbalanced datasets. Among machine learning algorithms, the accuracyof support vector machine, logistic regression, and naïve Bayes fluctuatesbetween 0.59 and 0.75, while decision tree, random forest, XGBoost, and CatBoost allowed achieving values around 0.99 and 1.00 with all featureselection and class balancing techniques among all the algorithms. 展开更多
关键词 Internet security networks systems DDOS software-defined networking feature selection class balancing machine learning XGBoost CatBoost
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The Balance of Language Input and Output in TEFL Classes for Chinese Students 被引量:1
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作者 Cao Ling Univ. of International Business and Economics 《Chinese Journal of Applied Linguistics》 1998年第1期9-14,共6页
For many years, Chinese students have been noticed to be doing remarkably well in some English tests concerning listening and reading skills,such as TOEFL(USA) and GRE(USA). But in some other English tests which focus... For many years, Chinese students have been noticed to be doing remarkably well in some English tests concerning listening and reading skills,such as TOEFL(USA) and GRE(USA). But in some other English tests which focus more on speaking and writing skills,e.g.TSE (Test of Spoken English, USA),BEC (Business English Certificate, GB) and some real communication situations, they are found to be much less proficient. In the meanwhile, many university graduates, who had already learned English 展开更多
关键词 TEFL The Balance of Language Input and Output in TEFL classes for Chinese Students
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