arXiv subjects

Ha-Bang Ban

Publications and source records attributed to Ha-Bang Ban.

3 recordsLinked to original sources

arXiv2025

Constraint-Reduced MILP with Local Outlier Factor Modeling for Plausible Counterfactual Explanations in Credit Approval

Counterfactual explanation (CE) is a widely used post-hoc method that provides individuals with actionable changes to alter an unfavorable prediction from a machine learning model. Plausible CE methods improve realism by considering data distribution characteristics, but their optimization models introduce a large number of constraints, leading to high computational cost. In this work, we revisit the DACE framework and propose a refined Mixed-Integer Linear Programming (MILP) formulation that significantly reduces the number of constraints in the local outlier factor (LOF) objective component. We also apply the method to a linear SVM classifier with standard scaler. The experimental results show that our approach achieves faster solving times while maintaining explanation quality. These results demonstrate the promise of more efficient LOF modeling in counterfactual explanation and data science applications.

cs.LG↗

arXiv2024

An Experimental Study on Fairness-aware Machine Learning for Credit Scoring Problems

The digitalization of credit scoring has become essential for financial institutions and commercial banks, especially in the era of digital transformation. Machine learning techniques are commonly used to evaluate customers' creditworthiness. However, the predicted outcomes of machine learning models can be biased toward protected attributes, such as race or gender. Numerous fairness-aware machine learning models and fairness measures have been proposed. Nevertheless, their performance in the context of credit scoring has not been thoroughly investigated. In this paper, we present a comprehensive experimental study of fairness-aware machine learning in credit scoring. The study explores key aspects of credit scoring, including financial datasets, predictive models, and fairness measures. We also provide a detailed evaluation of fairness-aware predictive models and fairness measures on widely used financial datasets. The experimental results show that fairness-aware models achieve a better balance between predictive accuracy and fairness compared to traditional classification models.

cs.LG↗

arXiv2021

An efficient branch-and-cut algorithm for the parallel drone scheduling traveling salesman problem

We propose an efficient branch-and-cut algorithm to exactly solve the parallel drone scheduling traveling salesman problem. Our algorithm can find optimal solutions for all but two existing instances with up to 229 customers in a reasonable running time. To make the problem more challenging for future methods, we introduce two new sets of 120 larger instances with the number of customers varying from 318 to 783 and test our algorithm and investigate the performance of state-of-the-art metaheuristics on these instances.

cs.DS↗