改进BP神经网络在个人信用评分中的应用

Rui Qin, L. Liu, Jun Xie
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引用次数: 5

摘要

个人信用评分对于商业银行规避信用消费具有重要意义,原有的BP算法收敛速度慢,学习精度低,训练过程容易陷入局部极小,本文提出了一种基于BP算法的变学习率改进算法,并应用于模拟个人信用评分。经过比较,我们发现改进后的算法大大减少了网络的迭代次数,缩短了网络的训练时间,提高了训练精度。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
An Application of Improved BP Neural Network in Personal Credit Scoring
Personal Credit Scoring is of great significance for commercial banks to circumvent credit consumption, the original BP algorithm’s convergence rate is slow, learning precision is low, the training process is easy to fall into local minimum, this paper presents an improved algorithm with variable learning rate based on BP algorithm, and applied to simulate personal credit scoring. After comparing we found the improved algorithm has greatly reduced the network’s number of iterations, shorten the network training time and improved the training accuracy.
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