论文标题
液体记分卡
Liquid Scorecards
论文作者
论文摘要
传统的信用记分卡是具有阶跃功能作为组件功能的广义加性模型（GAM）。为了满足堆（可口，解释性，法律，解释能力）的约束，可能会限制步骤功能的形状。在2003年之前，FICO使用线性编程来找到传统的记分卡，该记分卡近似于受桩约束的影响。在本文中，我引入了液体记分卡，该液体记分卡允许组件函数至少部分平滑曲线。我使用二次编程和B频道理论来找到液体记分卡，该液体记分卡完全使受桩约束的分歧最大化。 FICO使用该技术的各个方面来发展著名的FICO信用评分。
Traditional credit scorecards are generalized additive models (GAMs) with step functions as the component functions. The shapes of the step functions may be constrained in order to satisfy the PILE (Palatability, Interpretability, Legal, Explain-ability) constraints. Before 2003, FICO used Linear Programming to find the traditional scorecard that approximately maximizes divergence subject to the PILE constraints. In this paper, I introduce the Liquid Scorecard, that allows the component functions to be, at least partially, smooth curves. I use Quadratic Programming and B-Spline theory to find the Liquid Scorecard that exactly maximizes divergence subject to the PILE constraints. FICO uses aspects of this technology to develop the famous FICO Credit Score.
