融合专家领域知识和K-means聚类的三支风险评级方法  

A three-way risk rating method integrating expert domain knowledge and K-means clustering

作　　者：段维怡 梁德翠[1] DUAN Weiyi;LIANG Decui(School of Management and Economics,University of Electronic Science and Technology of China,Chengdu 611731,Sichuan,China)

机构地区：[1]电子科技大学经济与管理学院,四川成都611731

出　　处：《陕西师范大学学报（自然科学版）》2024年第3期26-36,共11页Journal of Shaanxi Normal University：Natural Science Edition

基　　金：国家自然科学基金(72071030);教育部人文社会科学规划基金(19YJA630042)。

摘　　要：金融和医疗等实际环境中的决策关键在于决策风险的权衡考虑,准确预测和分类风险级别非常必要。然而,传统的群体决策关注专家评价意见的一致性和共识,对于获得客观的专家评价意见和决策质量的考虑较少,在风险评级场景中难以量化和评估决策实际效果。因此,引入数据驱动的思想,利用数据和聚类结果辅助发现专家评估意见,在三支决策理论框架下优化群体意见,改进和计算逻辑回归的判别点,并基于UCI和Kaggle的4个信贷风险和疾病诊断公开数据集,完成风险评级分类。通过数据实验的结果可以发现:与经典的机器学习方法相比,文中提出的基于群体决策的三支分类方法更加关注风险的规避,在各个数据集上的分类表现均有稳定且较优的结果,说明通过发现专家领域知识,利用数据的客观信息辅助专家评估风险有助于解决不同背景的决策问题。In practical domains such as finance and healthcare,decision-making problems necessitate through the consideration of risks,where precise prediction and accurate risk classification hold crucial significance.Nevertheless,traditional group decision-making studies prioritize the consistency and consensus of expert evaluations while allocating lesser attention to acquiring objective evaluations and the decision quality.Consequently,a data-driven approach is introduced to assist experts in discovering evaluation through data and clustering results,optimizing group opinions within the three-way decision framework so as to improve and calculate the discriminative point of logistic regression for the results of risk rating classification.The risk rating is determined based on four publicly available datasets of credit risk and disease diagnosis from UCI and Kaggle.Empirical results from data experiments indicate that our proposed three-way classification method focuses more on risk avoidance compared to classical machine learning methods,and achieves stable and superior performance across all datasets.This implies that utilizing objective information from data to assist expert evaluations in risk assessment can help to solve decision problems within different domains.

关 键 词：专家领域知识 聚类分析 风险评级 三支决策 决策质量 

分 类 号：O225[理学—运筹学与控制论]