Much Aziz Muslim
Department of Computer Science, Universitas Negeri Semarang, Indonesia

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Comparative Study of Imbalanced Data Oversampling Techniques for Peer-to-Peer Landing Loan Prediction Rini Muzayanah; Apri Dwi Lestari; Jumanto Jumanto; Budi Prasetiyo; Dwika Ananda Agustina Pertiwi; Much Aziz Muslim
Scientific Journal of Informatics Vol 11, No 1 (2024): February 2024
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/sji.v11i1.50274

Abstract

Purpose: Data imbalances that often occur in the classification of loan data on the Peer-to-Peer Lending platform cancause algorithm performance to be less than optimal, causing the resulting accuracy to decrease. To overcome thisproblem, appropriate resampling techniques are needed so that the classification algorithm can work optimally andprovide results with optimal accuracy. This research aims to find the right resampling technique to overcome theproblem of data imbalance in data lending on peer-to-peer landing platforms.Methods: This study uses the XGBoost classification algorithm to evaluate and compare the resampling techniquesused. The resampling techniques that will be compared in this research include SMOTE, ADACYN, Border Line, andRandom Oversampling.Results: The highest training accuracy was achieved by the combination of the XGBoost model with the Boerder Lineresampling technique with a training accuracy of 0.99988 and the combination of the XGBoost model with the SMOTEresampling technique. In accuracy testing, the combination with the highest accuracy score was achieved by acombination of the XGBoost model with the SMOTE resampling technique.Novelty: It is hoped that from this research we can find the most suitable resampling technique combined with theXGBoost sorting algorithm to overcome the problem of unbalanced data in uploading data on peer-to-peer lendingplatforms so that the sorting algorithm can work optimally and produce optimal accuracy.
Using genetic algorithm feature selection to optimize XGBoost performance in Australian credit Dwika Ananda Agustina Pertiwi; Kamilah Ahmad; Shahrul Nizam Salahudin; Ahmed Mohamed Annegrat; Much Aziz Muslim
Journal of Soft Computing Exploration Vol. 5 No. 1 (2024): March 2024
Publisher : SHM Publisher

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.52465/joscex.v5i1.302

Abstract

To reduce credit risk in credit institutions, credit risk management practices need to be implemented so that lending institutions can survive in the long term. Data mining is one of the techniques used for credit risk management. Where data mining can find information patterns from big data using classification techniques with the resulting level of accuracy. This research aims to increase the accuracy of classification algorithms in predicting credit risk by applying genetic algorithms as the best feature selection method. Thus, the most important feature will be used to search for credit risk information. This research applies a classification method using the XGBoost classifier on the Australian credit dataset, then carries out an evaluation by measuring the level of accuracy and AUC. The results show an increase in accuracy of 2.24%, with an accuracy value of 89.93% after optimization using a genetic algorithm. So, through research on genetic algorithm feature selection, we can improve the accuracy performance of the XGBoost algorithm on the Australian credit dataset.