Bjorn van Braak, Joerg R. Osterrieder, Marcos R. Machado
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引用次数: 0
摘要
本研究旨在提高受人工智能框架广泛应用影响的边缘化消费者的信用可预测性。我们利用集合方法来处理用于评估信用记录稀少或不存在的消费者信用风险的不平衡数据集。为了促进机器学习(ML)模型的公平性,我们采用了差异影响消除器--一种公认的偏见缓解工具,以最大限度地减少群体偏见。我们采用了三种策略来解决数据集失衡问题:过度采样、不足采样和类别权重调整。我们的研究结果表明,调整类权重被证明是最有效的方法,可以保持值得称赞的性能,在大多数实验中,准确率和 F-1 分数都超过了 80%。虽然应用差异影响消除器可能会损害 ML 模型的预测能力,但我们的结果强调了慎重考虑使用潜在的偏差敏感、未受保护特征的必要性。认识到这种权衡对金融决策者的重要性,我们将深入探讨其影响。
How can consumers without credit history benefit from the use of information processing and machine learning tools by financial institutions?
This research aims to enhance the predictability of creditworthiness among marginalized consumers affected by the widespread adoption of AI frameworks. We utilize ensemble methods to handle the imbalanced dataset used for evaluating the credit risk of consumers with sparse or non-existent credit histories. To promote fairness in the Machine Learning (ML) model, we employed the disparate impact remover—a recognized bias mitigation tool to minimize group bias. Three strategies were employed to tackle dataset imbalance: oversampling, undersampling, and class weight adjustment. Our findings reveal that adjusting the class weight proved most effective in sustaining commendable performance, demonstrating higher accuracy and F-1 scores surpassing 80% in most experiments. While the application of the disparate impact remover might compromise the ML model’s predictive capabilities, our results underscore the necessity of deliberating over the use of potentially bias-sensitive, unprotected features. Recognizing the critical nature of this trade-off for financial decision-makers, we delve into its implications.
期刊介绍:
Information Processing and Management is dedicated to publishing cutting-edge original research at the convergence of computing and information science. Our scope encompasses theory, methods, and applications across various domains, including advertising, business, health, information science, information technology marketing, and social computing.
We aim to cater to the interests of both primary researchers and practitioners by offering an effective platform for the timely dissemination of advanced and topical issues in this interdisciplinary field. The journal places particular emphasis on original research articles, research survey articles, research method articles, and articles addressing critical applications of research. Join us in advancing knowledge and innovation at the intersection of computing and information science.