Theoretical and Natural Science
- The Open Access Proceedings Series for Conferences
Theoretical and Natural Science
Vol. 2, 20 February 2023
Open
Access | Article
Support Vector Machine for Credit System: The Effect of Parameter Optimization and Training Sample
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Abstract
The credit assessment system is an essential part of modern financial institutions, and most of them have adopted different models to perform the task according to their specific needs. Support Vector Machine has been widespread and proved an efficient classifier, especially for relatively small datasets in recent years. When using SVM, data processing, choosing an appropriate kernel function, and tuning parameters can largely affect its performance. The most popular kernel function of SVM is the Radial basis function (RBF), and its main parameters are the regularization parameter, C, and the kernel coefficient, γ. Our study based on the South German credit dataset demonstrates that parameter optimization and an appropriate ratio of the size of the training dataset to the size of the testing dataset could significantly improve the performance of SVM.
Keywords
Parameter Optimization, Radial Basis Function, South German Credit, Support Vector Machine
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Data Availability
The datasets used and/or analyzed during the current study will be available from the authors upon reasonable request.
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- Volume Title
- Proceedings of the International Conference on Computing Innovation and Applied Physics (CONF-CIAP 2022)
- ISBN (Print)
- 978-1-915371-13-3
- ISBN (Online)
- 978-1-915371-14-0
- Published Date
- 20 February 2023
- Series
- Theoretical and Natural Science
- ISSN (Print)
- 2753-8818
- ISSN (Online)
- 2753-8826
- DOI
- 10.54254/2753-8818/2/20220076
- Copyright
- © 2023 The Author(s)
- Open Access
- This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited