Yosza Dasril
Universiti Tun Hussein Onn Malaysia (UTHM)

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New approach on global optimization problems based on meta-heuristic algorithm and quasi-Newton method Yosza Dasril; Goh Khang Wen; Nazarudin bin Bujang; Shahrul Nizam Salahudin
International Journal of Electrical and Computer Engineering (IJECE) Vol 12, No 5: October 2022
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11591/ijece.v12i5.pp5182-5190

Abstract

This paper presents an innovative approach in finding an optimal solution of multimodal and multivariable function for global optimization problems that involve complex and inefficient second derivatives. Artificial bees colony (ABC) algorithm possessed good exploration search, but the major weakness at its exploitation stage. The proposed algorithms improved the weakness of ABC algorithm by hybridized with the most effective gradient based method which are Davidon-Flecher-Powell (DFP) and Broyden-Flecher-Goldfarb-Shanno (BFGS) algorithms. Its distinguished features include maximizing the employment of possible information related to the objective function obtained at previous iterations. The proposed algorithms have been tested on a large set of benchmark global optimization problems and it has shown a satisfactory computational behaviour and it has succeeded in enhancing the algorithm to obtain the solution for global optimization problems.
An improved light gradient boosting machine algorithm based on swarm algorithms for predicting loan default of peer-to-peer lending Much Aziz Muslim; Yosza Dasril; Muhammad Sam'an; Yahya Nur Ifriza
Indonesian Journal of Electrical Engineering and Computer Science Vol 28, No 2: November 2022
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11591/ijeecs.v28.i2.pp1002-1011

Abstract

Internet finance and big data technology are booming in the world. The launch of peer to peer (P2P) lending platforms is a sign and a great opportunity for entrepreneurs to easily increase their capital injection. However, this great opportunity has a high risk of impacting the sustainability and security development of the platform. One way to minimize loan risk is to predict the possibility of loan default. Hence, this study aims to find the best predictive model for predicting loan default of P2P Lending Club dataset. An improved light gradient boosting machine (LightGBM) via features selection by using swarm algorithms i.e. Ant colony optimization (ACO) and bee colony optimization (BCO) to the prediction analysis process. The best feature selection process is selected 6 out of 18 features. The synthetic minority oversampling technique (SMOTE) method is also provided to solve the unbalance class problem in the dataset, then a series of operations such as data cleaning and dimension reduction are performed. The experimental results prove that the LightGBM algorithm has been successfully improved. This success is shown by the prediction accuracy of LightGBM+ACO is 95.64%, LighGBM+BCO is 94.70% and LightGBM is 94.38%. This success also demonstrates outstanding performance in predicting loan default and strong generalizations.