Credit risk forecasting generally aims to evaluate the default probability of users in financial service. It is usually regarded as a binary classification problem, which suffers from the severe class-imbalance problem due to the extremely limited throngs and the concept drift problem brought by the delayed verification. In this paper, we investigate these problems in credit risk forecasting and propose a semi-supervised meta-learning based approach called TRUST (TRainable Undersampling with Self Training) to resolve. First, it decides whether to sample the data through meta-learning based reinforcement learning. Secondly, it learns the distribution of the data that have not yet shown financial performance via self-training and updates the model trained in the first step. Finally, the updated model is evaluated on the validation dataset, the result of which will be fed back through the evaluator. These three steps will be iterated until the model converges. With the real-world industrial dataset containing 1.75 million users, we investigate the effectiveness of our method. Experimental results exhibit that the proposed method is able to improve AP over 5.94% on credit risk forecasting task compared with the recent methods.

In this paper, we present a framework to deal with the fraud detection task with extremely few labeled frauds. We involve human intelligence in the loop in a labor-saving manner and introduce several ingenious designs to the model construction process. Namely, a rule mining module is introduced, and the learned rules will be refined with expert knowledge. The refined rules will be used to relabel the unlabeled samples and get the potential frauds. We further present a model to learn with the reliable frauds, the potential frauds, and the rest normal samples. Note that the label noise problem, class imbalance problem, and confirmation bias problem are all addressed with specific strategies when building the model. Experimental results are reported to demonstrate the effectiveness of the framework.

In recent years, many methods have been proposed to alleviate the biases in recommender systems by combining biased data and unbiased data. Among these methods, data imputation method is effective, but previous works only employ a straightforward model to generate imputed data, which can not fully characterize the data. In this paper, we propose a novel data imputation approach that combines an unbiased model and a debiasing model with adaptively learnt weights. We conduct extensive experiments on two public recommendation datasets and one production dataset to demonstrate the effectiveness and robustness of the proposed method.