Bayesian Classification Trees with Overlapping Leaves Applied to Credit Scoring
Dr. Gerhard Paass
German National Research Center for Information Technology
(GMD), St. Augustin/Bonn, Germany
March 15, 1999 3:00 pm
We develop a Bayesian procedure for classification with trees by switching between different model structures. For classification trees with overlap we use a Markov chain Monte Carlo procedure to produce an ensemble of trees which allow the assessment of prediction uncertainty and the value of new information. The approach is applied to a large credit scoring application.
This page is maintained by InYoung Kim (iykim@scai.snu.ac.kr).
Last update: October 2, 2000
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