Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects
E. Dumitrescu,Sullivan Hué,Christophe Hurlin,Sessi Tokpavi
2021 · DOI: 10.1016/j.ejor.2021.06.053
European Journal of Operational Research · 323 Citations
TLDR
A high-performance and interpretable credit scoring method called penalised logistic tree regression (PLTR), which uses information from decision trees to improve the performance of logistic regression.