Comparison of Bagging Ensemble Combination Rules for Imbalanced Text Sentiment Analysis

The wealth of opinions expressed by users on micro-blogging sites can be beneficial for product manufacturers of service providers, as they can gain insights about certain aspects of their products or services. The most common approach for analyzing text opinion is using machine learning. However. opinion data are often imbalanced, e.g. the number of positive sentiments heavily outnumbered the negative sentiments. Ensemble technique, which combines multiple classification algorithms to make decisions, can be used to tackle imbalanced data to learn from multiple balanced datasets. The decision of ensemble is obtained by combining the decisions of individual classifiers using a certain rule. Therefore, rule selection is an important factor in ensemble design. This research aims to investigate the best decision combination rule for imbalanced text data. Multinomial Naïve Bayes, Complement Naïve Bayes, Support Vector Machine, and Softmax Regression are used for base classifiers, and max, min, product, sum, vote, and meta-classifier rules are considered for decision combination. The experiment is done on several Twitter datasets. From the experimental results, it is found that the Softmax Regression ensemble with meta-classifier combination rule performs the best in all except in one dataset. However, it is also found that the training of the Softmax Regression ensemble requires intensive computational resources.

A Partially Interpretable Adaptive Softmax Regression for Credit Scoring

Credit scoring is a process of determining whether a borrower is successful or unsuccessful in repaying a loan using borrowers’ qualitative and quantitative characteristics. In recent years, machine learning algorithms have become widely studied in the development of credit scoring models. Although efficiently classifying good and bad borrowers is a core objective of the credit scoring model, there is still a need for the model that can explain the relationship between input and output. In this work, we propose a novel partially interpretable adaptive softmax (PIA-Soft) regression model to achieve both state-of-the-art predictive performance and marginally interpretation between input and output. We augment softmax regression by neural networks to make it adaptive for each borrower. Our PIA-Soft model consists of two main components: linear (softmax regression) and non-linear (neural network). The linear part explains the fundamental relationship between input and output variables. The non-linear part serves to improve the prediction performance by identifying the non-linear relationship between features for each borrower. The experimental result on public benchmark datasets shows that our proposed model not only outperformed the machine learning baselines but also showed the explanations that logically related to the real-world.