Benchmarking sampling techniques for imbalance learning in churn prediction

Benchmarking sampling techniques for imbalance learning in churn prediction
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流失预测中不平衡学习的基准采样技术

DOI:
10.1057/s41274-016-0176-1
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发表时间:
2018-01
影响因子:
3.6
通讯作者:
en Broucke Seppe
en Broucke Seppe
中科院分区:
管理学4区
文献类型:
--
作者:
Zhu Bing;Baesens Bart;Backiel Aimée;v;en Broucke Seppe

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阶级不平衡对客户流失预测提出了重大挑战。已经开发了许多数据级采样解决方案来处理这个问题。在本文中,我们全面比较了几种最先进的采样技术在流失预测方面的性能。最近开发的最大利润标准被用作主要的绩效衡量标准之一,从成本效益的角度提供更多的见解。实验结果表明,抽样方法的影响取决于所使用的评价指标,影响模式与分类器相关。对反应模式进行了深入的探索,并为每种情况推荐了合适的采样策略。此外,我们还讨论了经验比较中抽样率的设置。我们的研究结果将提供一个有用的指导使用抽样方法的背景下,流失预测。
Class imbalance presents significant challenges to customer churn prediction. Many data-level sampling solutions have been developed to deal with this issue. In this paper, we comprehensively compare the performance of several state-of-the-art sampling techniques in the context of churn prediction. A recently developed maximum profit criterion is used as one of the main performance measures to offer more insights from the perspective of cost–benefit. The experimental results show that the impact of sampling methods depends on the used evaluation metric and that the impact pattern is interrelated with the classifiers. An in-depth exploration of the reaction patterns is conducted, and suitable sampling strategies are recommended for each situation. Furthermore, we also discuss the setting of the sampling rate in the empirical comparison. Our findings will offer a useful guideline for the use of sampling methods in the context of churn prediction.
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