Scoring Systems and Large Margin Perceptron Ranking using Positive Weights

Bernd-Jürgen Falkowski, Arne-Michael Törsel

Abstract

Large Margin Perceptron learning with positive coefficients is proposed in the context of so-called scoring systems used for assessing creditworthiness as stipulated in the Basel II central banks capital accord of the G10-states. Thus a potential consistency problem can be avoided. The approximate solution of a related ranking problem using a modified large margin algorithm producing positive weights is described. Some experimental results obtained from a Java prototype are exhibited. An important parallelization using Java concurrent programming is sketched. Thus it becomes apparent that combining the large margin algorithm presented here with the pocket algorithm can provide an attractive alternative to the use of support vector machines. Related algorithms are briefly discussed.

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Paper Citation


in Harvard Style

Falkowski B. and Törsel A. (2008). Scoring Systems and Large Margin Perceptron Ranking using Positive Weights . In Proceedings of the 8th International Workshop on Pattern Recognition in Information Systems - Volume 1: PRIS, (ICEIS 2008) ISBN 978-989-8111-42-5, pages 213-222. DOI: 10.5220/0001733702130222


in Bibtex Style

@conference{pris08,
author={Bernd-Jürgen Falkowski and Arne-Michael Törsel},
title={Scoring Systems and Large Margin Perceptron Ranking using Positive Weights},
booktitle={Proceedings of the 8th International Workshop on Pattern Recognition in Information Systems - Volume 1: PRIS, (ICEIS 2008)},
year={2008},
pages={213-222},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0001733702130222},
isbn={978-989-8111-42-5},
}


in EndNote Style

TY - CONF
JO - Proceedings of the 8th International Workshop on Pattern Recognition in Information Systems - Volume 1: PRIS, (ICEIS 2008)
TI - Scoring Systems and Large Margin Perceptron Ranking using Positive Weights
SN - 978-989-8111-42-5
AU - Falkowski B.
AU - Törsel A.
PY - 2008
SP - 213
EP - 222
DO - 10.5220/0001733702130222