基于互补度量和随机森林的客户流失模型

Chen Zhang, Hong Li, Guangde Xu, Xuhui Zhu
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引用次数: 0

摘要

如何防止银行客户的流失,特别是优质客户的流失,是银行非常关注的问题,一个准确的客户流失预测模型对银行客户流失预测具有重要意义。综合分类器的准确率优于单一分类器。随机森林是一种集成学习。传统的随机森林使用所有决策树进行投票。一些糟糕的决策树会降低随机森林的整体性能。为了提高传统随机森林的性能,提出了基于互补性测度的随机森林算法。利用互补性度量对森林中的决策树进行剪枝。我们使用所提出的方法来预测银行客户流失。首先,采用亲和传播聚类(AP聚类)算法进行属性选择;然后利用改进的随机森林方法建立客户流失预警模型。与一般的客户流失预测模型相比,该模型具有较高的预测精度。
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Customer churn model based on complementarity measure and random forest
How to prevent the loss of bank customers, especially the loss of high-quality customers, is a great concern of banks, for which an accurate churn prediction model is of great importance. The accuracy of the integrated classifier is better than that of a single classifier. Random forest is a kind of ensemble learning. Traditional random forest uses all decision trees for voting. Some poor decision trees will reduce the overall performance of random forests. To improve the performance of traditional random forest, the random forest based on complementarity measure is proposed. The decision trees in the forest are pruned using complementarity measure. We use the proposed method to predict bank customer churn. Firstly, affinity propagation clustering (AP clustering) algorithm is used for attribute selection. Then the improved random forest method is used to establish an early warning model of customer churn. Compared with the general churn prediction model, this model has higher accuracy.
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