A Hybrid Feature Selection through Ensemble Rank Aggregation to Improve Perdition and Classification Accuracy

Today, extending credit is a difficult operation since credit databases contain a large quantity of data as well as redundant and useless information. The surplus and unrelated data can lower the categorization and prediction accuracy. In this case, feature selection is crucial for managing massive data. Different rank aggregation (RA) methods are there to ensemble individual feature selection. However not every dataset will perform at its best when using a single RA technique, the combination of multiple RA techniques are needed to increase the perdition accuracy. This study proposes a hybrid rank aggregation model that select features that are significant across different rank aggregation methods like MC4, Kendall tau distance and Borda. This study observed that the performance of ensemble rank aggregation techniques is better than the existing individual rank aggregation methods.