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1998 | ReviewPaper | Buchkapitel

Bayesian classification trees with overlapping leaves applied to credit-scoring

verfasst von : Gerhard Paass, Jörg Kindermann

Erschienen in: Research and Development in Knowledge Discovery and Data Mining

Verlag: Springer Berlin Heidelberg

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We develop a Bayesian procedure for classification with trees by switching between different model structures. For classification trees with overlap we use a Markov chain Monte Carlo procedure to produce an ensemble of trees which allow the assessment of prediction uncertainty and the value of new information. The approach is applied to a large credit scoring application.

Metadaten
Titel
Bayesian classification trees with overlapping leaves applied to credit-scoring
verfasst von
Gerhard Paass
Jörg Kindermann
Copyright-Jahr
1998
Verlag
Springer Berlin Heidelberg
DOI
https://doi.org/10.1007/3-540-64383-4_20