Transfer Learning for Loan Recovery Prediction under Distribution Shifts with Heterogeneous Feature Spaces
在存在分布偏移的情况下,用于贷款回收预测的迁移学习
机构 * National University of Singapore(新加坡国立大学)
AI总结 本文提出FT-MDN-Transformer模型,用于在异构特征集上进行贷款回收预测的迁移学习,通过蒙特卡洛模拟和真实数据集评估,证明其在数据稀缺和分布偏移下的有效性。
Comments 35 pages, 14 figures. Christopher Gerling had previously withdrawn his submission due to NDA restrictions, and that matter was resolved. We are authorized to publish the preprint now