论文标题
做出更好的微累力决定
Towards a Better Microcredit Decision
论文作者
论文摘要
拒绝推论包括推断被拒绝案件的可能还款行为的技术。在本文中,我们通过捕获多个贷款业务之间的互动模式以更好地利用基本因果关系来对信用进行建模。具体来说,我们首先在整个贷款过程中定义了3个阶段,并在整个贷款过程中取得了顺序依赖性,包括信用授予(AR),提款申请(WS)和还款承诺(GB),并将其集成到多任务架构中。在阶段,建立了阶段内多任务分类,以实现不同的业务目标。然后,我们设计一个信息走廊以表达顺序依赖性,通过层次关注模块来控制客户和平台之间的交互信息,从而控制信息通道的内容和大小。此外,还引入了半监督损失来处理未观察到的实例。提出的多阶段交互序列(MSIS)方法是简单但有效的实验结果,从中国顶级贷款平台的真实数据集显示出可以弥补人口偏见并提高模型泛化能力的能力。
Reject inference comprises techniques to infer the possible repayment behavior of rejected cases. In this paper, we model credit in a brand new view by capturing the sequential pattern of interactions among multiple stages of loan business to make better use of the underlying causal relationship. Specifically, we first define 3 stages with sequential dependence throughout the loan process including credit granting(AR), withdrawal application(WS) and repayment commitment(GB) and integrate them into a multi-task architecture. Inside stages, an intra-stage multi-task classification is built to meet different business goals. Then we design an Information Corridor to express sequential dependence, leveraging the interaction information between customer and platform from former stages via a hierarchical attention module controlling the content and size of the information channel. In addition, semi-supervised loss is introduced to deal with the unobserved instances. The proposed multi-stage interaction sequence(MSIS) method is simple yet effective and experimental results on a real data set from a top loan platform in China show the ability to remedy the population bias and improve model generalization ability.