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CFA KING · 2023年04月30日

logistics regression

NO.PZ2023040502000059

问题如下:

Edward Lovell recently joined Omega Retail Loans as a credit analyst. Omega is a consumer lending company that specializes in retail loans to individuals. Lovell’s first assignment is to review an internal credit scoring model, named ALPHA, that was created by a former employee using 25 defined features and make recommendations on model performance improvements.

Exhibit 1 provides results from a sample of loans from the ALPHA model that compared expected and actual defaults over the past 12 months.


Using Exhibit 1, the best description of the ALPHA model is that it is an example of a(n):

选项:

A.

logistic regression model

B.

unsupervised machine learning model

C.

classification and regression tree (CART) model.

解释:

A is correct. The ALPHA model, in Exhibit 1, is a logistic regression or classification model. It is structured as a binary classification model (1, 0) because it simply determines the probability of default on a loan, which is a yes/no type event, and assigns a value of 1 or 0 to the result.

B is incorrect. Given that there is a labeled dataset included (whether the loan went into default or non-default) in the model and description, it would not be considered an unsupervised model.

C is incorrect. A CART model is typically based on non-linear datasets and a series of potential decision points in the data similar to a decision tree. The outlined model is a single-layer prediction of default or non-default based on available customer information.

what is the difference between logistics regression(A) and CART(C)?我觉得都是用来分类的

1 个答案

星星_品职助教 · 2023年04月30日

同学你好,

绝大多数的机器学习方法都可以用于分类。这点不能作为区分点。

logistic regression model适用于Y为二值变量的情况。本题中ALPHA model得到的结果只有default,和No default这两种,可以直接选择出logistic regression。

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