Mutual information and sensitivity analysis for feature selection in customer targeting: a comparative study

📅 2026-08-20
📈 Citations: 0
Influential: 0
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🤖 AI Summary
研究对比了互信息和数据敏感性分析在银行电话营销中的特征选择效果,通过构建逻辑回归模型评估两者优劣,为降低成本同时保持成功率提供依据。
📝 Abstract
Feature selection is a highly relevant task in a data-driven knowledge discovery project. Several techniques have been developed aiming at finding the features that influence most an outcome to predict, including mutual information and, in recent years, the data-based sensitivity analysis. The present research focus on analyzing the advantages and disadvantages of each of these two techniques, by applying both to a bank telemarketing case. Thereafter, a logistic regression model is built on the tuned set of features identified by each of the two techniques as the most influencing set of features on the success of a telemarketing contact, in a total of 13 features for mutual information and 9 features for the data-based sensitivity analysis. The latter performs better for lower values of false positives while the former is slightly better for a higher false positive ratio. Thus, mutual information becomes a better choice if bank managers intend to reduce slightly the cost of contacts without risking losing a high number of successes. Such results show that mutual information, although not recent, is still a valid method for feature selection. On the other side, the data-based sensitivity analysis selection achieved good prediction results with less features.
Problem

Research questions and friction points this paper is trying to address.

feature selection
mutual information
sensitivity analysis
customer targeting
Innovation

Methods, ideas, or system contributions that make the work stand out.

mutual information
sensitivity analysis
feature selection
false positives
logistic regression
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N
Néstor Ruben Barraza
Universidad Nacional de Tres de Febrero, Caseros, Argentina
S
Sérgio Moro
Instituto Universitário de Lisboa (ISCTE-IUL), ISTAR-IUL, Lisboa, Portugal; ALGORITMI Research Centre, University of Minho, Guimarães, Portugal
M
Marcelo Ferreyra
Dataxplore, Trenque Lauquen, Argentina
A
Adolfo de la Peña
Boldt Gaming, Buenos Aires, Argentina