ttnBLSTM-CNN并行模型构建与银行用户流失预测研究
Research on AttBILSTM-CNN Parallel Model Construction and Bank Customer Churn Prediction
针对长短时记忆网络(LSTM)与卷积神经网络(CNN)串行模型(DLCNN),在用户流失预测中忽略部分局部信息的问题,提出了一种引入注意力机制的双向长短时记忆网络(BLSTM)和CNN并行模型(AttnBLSTM-CNN)。首先,在BLSTM模块通过引入注意力机制增强BLSTM层学习能力,学习到时间序列特征;其次,将经用户行为特征三维重构后的数据作为CNN模块的三次卷积输入,学习到局部特征;接着,整合两个部分的输出,经过全连接、激活等步骤,得到预测结果。最后,基于某商业银行用户行为数据将引入注意力机制的AttnBLSTM-CNN模型分别与未引入注意力机制的并行模型BLSTM-CNN,串行模型DLCNN以及独立应用的CNNs、BLSTMs模型进行了对比。结果显示,并行模型BLSTM-CNN与串行模型DLCNN相比,F1值和AUC值分别提高了1.48%和1.49%;AttnBLSTM-CNN的F1值和AUC值在BSLTM-CNN的基础上提高了0.55%和1.07%。实验表明:并行模型比串行模型模拟性能更优,且引入注意力机制的并行模型AttnBLSTM-CNN模型能更好地用于银行用户流失预测;通过二维表格数据错位相减重构用户三维行为特征及并行机制能有效的解决DLCNN模型对输入特征挖掘不够的问题。
In the spatio-temporal model combining machine learning and cellular automata (CA), it is very important to solve the problem that the simulation accuracy of the key minority land classes is too low due to the imbalance of data distribution. Different data balance strategies and sampling algorithm schemes are deMarkov-MLP-CA Spatio-Temporal Dynamic Modeling And Comparison Analysis Of Equilibrium Strategies -Taking The Three Gorges Reservoir Area As An Examplesigned which is based on the Markov-MLP-CA spatio-temporal dynamic model and taking the Three Gorges Reservoir area as an example. And the Markov-MLP-CA simulation results under different schemes are compared and analyzed. The results show: (1) When the equilibrium degree of the training data set increased from 0.64% to 7.65%, 18.38%, 23.06% and 100% respectively, the KAPPA of the wetland which belongs to the minority land classes increased from 26.19%, 33.69%, 36.57%, 36.86% and 42.05% respectively. And the KAPPA of the shrub land also increased correspondingly. (2) After balancing the training data, the accuracy of the minority land classes has been improved in varying degrees.(3) The model which is coupled with Markov-MLP-CA and SMOTE-Tomek sampling algorithms has the following advantages: the total kappa is 0.8404, the volatility of kappa in different regions is the lowest (49.08%), and the value of Macro-F1 is the highest (0.7219). This study considers: (1) By improving the equilibrium degree of training data and sampling algorithm, the simulation accuracy of the minority land classes can be improved, the volatility of Kappa index can be reduced, and the overall performance of the model can be improved.(2) KAPPA, KAPPAindex volatility and Macro-F1 value should be considered in the model performance evaluation.(3) In comparison, the model coupled with Markov-MLP-CA and SMOTE-Tomek sampling algorithm has better simulation performance.
刘明皓、游鹏、文汝杰、刘天林
财政、金融自动化技术、自动化技术设备计算技术、计算机技术
用户流失预测注意力机制并行组合模型双向长短时记忆网络卷积神经网络
Land use change simulationImbalance dataSMOTE algorithmMultilayer perceptronCellular Automaton
刘明皓,游鹏,文汝杰,刘天林.ttnBLSTM-CNN并行模型构建与银行用户流失预测研究[EB/OL].(2020-03-03)[2025-08-18].http://www.paper.edu.cn/releasepaper/content/202003-21.点此复制
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