Internet financing credit risk evaluation using multiple structural interacting elastic net feature selection
作者：
Highlights：
• We develop a multiple structural interacting elastic net for feature selection.
• Our method encapsulates structural relationships between pairwise samples of features.
• We define two structural interaction matrices to represent relationships between features.
• We define an optimization model to combine feature interactions and an elastic net.
• We employe the proposed method for internet financing problems.
摘要
•We develop a multiple structural interacting elastic net for feature selection.•Our method encapsulates structural relationships between pairwise samples of features.•We define two structural interaction matrices to represent relationships between features.•We define an optimization model to combine feature interactions and an elastic net.•We employe the proposed method for internet financing problems.
论文关键词：Credit risk,Feature selection,Elastic net,Sparse learning,Structural interaction,Internet financing
论文评审过程：Received 30 July 2020, Revised 23 November 2020, Accepted 16 January 2021, Available online 26 January 2021, Version of Record 8 February 2021.
论文官网地址：https://doi.org/10.1016/j.patcog.2021.107835
