论文标题
得分设计的逻辑回归
Score Engineered Logistic Regression
论文作者
论文摘要
在几项FICO研究中，逻辑回归已被证明是开发不受限制的评分模型的一种非常有竞争力的技术，尤其是对于ROC地区等性能指标。缺乏软件来处理复杂得分工程（例如形状和模式约束），逻辑回归的应用受到了阻碍。本文的目的是为分数工程逻辑回归开发一种顺序二次编程算法。这种方法基于简单的泰勒系列序列扩展，对局部二次进行了二次。并符合将二次编程应用于b-splines的方法。
In several FICO studies logistic regression has been shown to be a very competitive technology for developing unrestricted scoring models, especially for performance metrics like ROC area. Application of logistic regression has been hampered by the lack of software to handle complex score engineering such as shape and pattern constraints. The purpose of this paper is to develop a sequential quadratic programming algorithm for score engineered logistic regression. This approach is based on a simple Taylor series expansion of minus log likelihood, which is locally quadratic. and fits in with the method that applies quadratic programming to B-Splines.
