Profit-based feature selection using support vector machines - General framework and an application for customer retention
Author
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Maldonado, Sebastián
Author
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Flores, Álvaro
Author
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Verbraken, Thomas
Author
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Baesens, Bart
Author
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Weber, Richard
Admission date
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2015-11-30T18:18:16Z
Available date
dc.date.available
2015-11-30T18:18:16Z
Publication date
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2015
Cita de ítem
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Applied Soft Computing 35 (2015) 740–748
en_US
Identifier
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DOI: 10.1016/j.asoc.2015.05.058
Identifier
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https://repositorio.uchile.cl/handle/2250/135352
General note
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Artículo de publicación ISI
en_US
Abstract
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Churn prediction is an important application of classification models that identify those customers most likely to attrite based on their respective characteristics described by e.g. socio-demographic and behavioral variables. Since nowadays more and more of such features are captured and stored in the respective computational systems, an appropriate handling of the resulting information overload becomes a highly relevant issue when it comes to build customer retention systems based on churn prediction models. As a consequence, feature selection is an important step of the classifier construction process. Most feature selection techniques; however, are based on statistically inspired validation criteria, which not necessarily lead to models that optimize goals specified by the respective organization. In this paper we propose a profit-driven approach for classifier construction and simultaneous variable selection based on support vector machines. Experimental results show that our models outperform conventional techniques for feature selection achieving superior performance with respect to business-related goals.
en_US
Patrocinador
dc.description.sponsorship
CONICYT: FB016 Universidad de Chile
BIL 12/01
FONDECYT
11121196
1140831