On the effect of search strategies on Wrapper feature selection in credit scoring

Bouaguel Waad, Bel Mufti Ghazi, Limam Mohamed

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

2 Scopus citations

Abstract

This paper focuses on Wrapper-based feature selection in a credit scoring context. Wrapper Feature selection methods are guided by two important aspects: the evaluation classifier and the search strategy. Here we focus on improving Wrapper approach from the perspective of search strategy. Different search strategies can be applied in Wrapper process such as exhaustive and heuristic. Exhaustive search give an optimal subset, but it is time consuming. Heuristic in the other hand are easier to put into practice but don't always achieve an optimal result. Hence, we propose a more sophisticated version that balance complete and heuristic search shortcomings by combining them. Four real-world datasets were used to demonstrate the benefits and properties of our approach.

Original languageEnglish
Title of host publication2013 International Conference on Control, Decision and Information Technologies, CoDIT 2013
Pages218-223
Number of pages6
DOIs
StatePublished - 2013
Externally publishedYes
Event2013 International Conference on Control, Decision and Information Technologies, CoDIT 2013 - Hammamet, Tunisia
Duration: 6 May 20138 May 2013

Publication series

Name2013 International Conference on Control, Decision and Information Technologies, CoDIT 2013

Conference

Conference2013 International Conference on Control, Decision and Information Technologies, CoDIT 2013
Country/TerritoryTunisia
CityHammamet
Period6/05/138/05/13

Fingerprint

Dive into the research topics of 'On the effect of search strategies on Wrapper feature selection in credit scoring'. Together they form a unique fingerprint.

Cite this