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Scoring card model construction method, device and apparatus and computer readable storage medium

A construction method and a scorecard technology are applied in the field of scorecard model construction methods, devices, equipment and computer-readable storage media, and can solve problems such as poor interpretability of GBDT models.

Pending Publication Date: 2021-05-11
WEBANK (CHINA)
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  • Claims
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AI Technical Summary

Problems solved by technology

[0006] The main purpose of the present invention is to provide a scoring card model construction method, device, equipment and computer-readable storage medium, aiming to solve the technical problem of poor explainability of GBDT model

Method used

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  • Scoring card model construction method, device and apparatus and computer readable storage medium
  • Scoring card model construction method, device and apparatus and computer readable storage medium
  • Scoring card model construction method, device and apparatus and computer readable storage medium

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no. 1 example

[0087] Based on the first embodiment, the second embodiment of the scoring card model construction method of the present invention is proposed, referring to image 3 , in this embodiment, step S20 includes:

[0088] Step S21, when training each of the decision trees in the GBDT model, determine the proportion of positive samples of each branch of the non-leaf nodes in the decision tree, and determine the univariate trend corresponding to the non-leaf nodes ;

[0089] Step S22, based on the proportion of positive samples and the univariate trend, determine the undetermined abnormal nodes among the non-leaf nodes.

[0090] In this embodiment, when training each decision tree in the GBDT model, for all the decision trees in the GBDT model, traverse the nodes in each decision tree to determine the non-leaf nodes in each decision tree. Specifically, when each of the decision trees in the GBDT model is trained, the decision results of the samples in the non-leaf nodes are processe...

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Abstract

The invention discloses a score card model construction method, device and equipment and a computer readable storage medium, and the method comprises: obtaining the credit behavior data of a customer, taking the credit behavior data as training data, and carrying out the training of a GBDT model based on the training data, wherein the GBDT model comprises a plurality of decision trees; when each decision-making tree in the GBDT model is trained, determining undetermined abnormal nodes in non-leaf nodes of the decision-making trees, verifying the undetermined abnormal nodes, and determining abnormal nodes in the undetermined abnormal nodes; and based on the abnormal node, retraining the GBDT model, and obtaining a corresponding score card model after the GBDT model is trained. The GBDT model is optimized by controlling the internal structure of the GBDT model, so that the score card model not only keeps the excellent effect of the GBDT model, but also ensures the interpretability of the model.

Description

technical field [0001] The present invention relates to the technical field of financial technology (Fintech), in particular to a method, device, equipment and computer-readable storage medium for constructing a scorecard model. Background technique [0002] With the development of computer technology, more and more technologies (big data, distributed, blockchain, artificial intelligence, etc.) The industry's security and real-time requirements also put forward higher requirements for technology. [0003] Existing scorecard models usually use a general-purpose scorecard model or a GBDT model. Among them, the general-purpose scorecard model for financial scenarios adopts variable binning, WOE conversion, and then logistic regression fitting to construct the scorecard model. The whole process can be manually intervened in the model, which can prevent the model from moving in the wrong direction. Orientation fit. The GBDT model is a black-box model. Given the input variables...

Claims

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Application Information

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IPC IPC(8): G06Q40/02G06K9/62
CPCG06Q40/03G06F18/24323G06F18/214Y02T10/40
Inventor 陈希蔓陈婷吴三平庄伟亮
Owner WEBANK (CHINA)
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