Research on Default Classification of Unbalanced Credit Data Based on PixelCNN-WGAN
Abstract
:1. Introduction
2. Relevant Theories
2.1. Generative Adversarial Networks (GAN)
2.2. Pixel Convolutional Neural Networks (PixelCNNs)
2.3. Convolutional Neural Network (CNN)
3. Credit Default Classification Process Based on PixelCNN-WGAN Algorithm
3.1. PixelCNN-WGAN Generative Model Construction
3.2. Generator and Discriminator Network Structure
3.3. Default Prediction Model Based on PixelCNN-WGAN Models
4. Experimental Results and Analysis
4.1. Experimental Environment and Hyperparameter Settings
4.2. Datasets and Data Preprocessing
4.3. Evaluation of the Quality of the Generated Images
4.4. Evaluation Indicators
4.5. Comparison of Data Enhancement Effectiveness
5. Conclusions
Author Contributions
Funding
Institutional Review Board Statement
Informed Consent Statement
Data Availability Statement
Acknowledgments
Conflicts of Interest
References
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Algorithm | Parameterization |
---|---|
CNN | kernel_size:3,batch_size:128,pool_size:(2, 2) |
AlexCNN | kernel_size:3,batch_size:64,dropout rate:0.5 |
SqueezeNet | kernel_size:3,fire module:kernel_size:1,dropout rate:0.5 |
MobileNetV2 | inverted_residual_blockmodule:kernel_size:3 |
Model | FID Values | Time per Epoch/min |
---|---|---|
WGAN | 152.70 | 0.73 |
PixelCNN-WGAN | 92.02 | 2.15 |
Algorithm | Original Dataset | Pixel-WGAN Balanced Dataset | ||
---|---|---|---|---|
Accuracy | AUC | Accuracy | AUC | |
CNN | 0.9392 | 0.6788 | 0.9749 | 0.9749 |
AlexCNN | 0.9591 | 0.7873 | 0.9746 | 0.9746 |
SqueezeNet | 0.9587 | 0.7874 | 0.9771 | 0.9771 |
MobileNetV2 | 0.9559 | 0.7947 | 0.9734 | 0.9734 |
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Sun, Y.; Ji, Y.; Tao, X. Research on Default Classification of Unbalanced Credit Data Based on PixelCNN-WGAN. Electronics 2024, 13, 3419. https://doi.org/10.3390/electronics13173419
Sun Y, Ji Y, Tao X. Research on Default Classification of Unbalanced Credit Data Based on PixelCNN-WGAN. Electronics. 2024; 13(17):3419. https://doi.org/10.3390/electronics13173419
Chicago/Turabian StyleSun, Yutong, Yanting Ji, and Xiangxing Tao. 2024. "Research on Default Classification of Unbalanced Credit Data Based on PixelCNN-WGAN" Electronics 13, no. 17: 3419. https://doi.org/10.3390/electronics13173419