Experimental Analysis of Hyperparameters for Deep Learning-Based Churn Prediction in the Banking Sector

Experimental Analysis of Hyperparameters for Deep Learning-Based Churn Prediction in the Banking Sector

Until recently, traditional machine learning techniques (TMLTs) such as multilayer perceptrons (MLPs) and support vector machines (SVMs) have been used successfully for churn prediction, but with significant efforts expended on the configuration of the training parameters. The selection of the right...

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Bibliographic Details
Main Authors: Edvaldo Domingos, Blessing Ojeme, Olawande Daramola
Format: Article
Language:English
Published: MDPI AG 2021-03-01
Series:Computation
Subjects:
churn prediction
churn modeling
machine learning
deep neural networks
supervised learning
customer relationship management
Online Access:https://www.mdpi.com/2079-3197/9/3/34

Internet

https://www.mdpi.com/2079-3197/9/3/34

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