LightGBM: An effective decision tree gradient boosting method to predict customer loyalty in the finance industry

Marcos Roberto Machado, Salma Karray, Ivaldo Tributino De Sousa

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

111 Citations (Scopus)

Abstract

This study presents an implementation of a Machine Learning model to predict customer loyalty for a financial company. We compare the accuracy of two Gradient Boosting Decision Tree Models: XGBoosting and the LightGBM algorithm, which has not yet been used for customer loyalty prediction. We apply these methods to predict credit card customers' loyalty scores for a financial company. The dataset has been made available through a Kaggle's competition. We assess customer loyalty prediction accuracy through RMSE and find that LightGBM performs better than XGBoosting.

Original languageEnglish
Title of host publication14th International Conference on Computer Science and Education, ICCSE 2019
PublisherIEEE
Pages1111-1116
Number of pages6
ISBN (Electronic)978-1-7281-1846-8
DOIs
Publication statusPublished - 23 Sept 2019
Externally publishedYes
Event14th International Conference on Computer Science and Education, ICCSE 2019 - Toronto, Canada
Duration: 19 Aug 201921 Aug 2019
Conference number: 14

Conference

Conference14th International Conference on Computer Science and Education, ICCSE 2019
Abbreviated titleICCSE 2019
Country/TerritoryCanada
CityToronto
Period19/08/1921/08/19

Keywords

  • Customer loyalty
  • GBDT models
  • LightGBM
  • Machine learning
  • n/a OA procedure

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