The workflow of data scientists normally involves potentially inefficient processes such as data mining, feature engineering and model selection. Recent research has focused on automating this workflow, partly or in its entirety, to improve productivity. We choose the former approach and in this paper share our experience in designing the client2vec: an internal library to rapidly build baselines for banking applications. Client2vec uses marginalized stacked denoising autoencoders on current account transactions data to create vector embeddings which represent the behaviors of our clients. These representations can then be used in, and optimized against, a variety of tasks such as client segmentation, profiling and targeting. Here we detail how we selected the algorithmic machinery of client2vec and the data it works on and present experimental results on several business cases.
client2vec: Towards Systematic Baselines for Banking Applications
Leonardo Baldassini,Jose Antonio Rodríguez Serrano
Published 2018 in arXiv.org
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- Publication year
2018
- Venue
arXiv.org
- Publication date
2018-02-12
- Fields of study
Mathematics, Computer Science
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