Abstract:The problem of large dimensionality of loan data and unbalanced data samples severely affects the classification, and the article proposes a support vector machine for feature recursive elimination and XGBoost for a loan early repayment prediction. Firstly, the combination of Pearson index and SVM-RFE in the data feature layer can reduce the dimension of data, find the best feature subset including more information, and then find more information. Secondly, the weighted cross-entropy loss function is introduce… Show more
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