The Individual Credit Evaluation Based on COLS-SVM

Least squares support vector machine (LS-SVM) has been widely used in engineering practice, using for reference algorithm of combinatorial optimization, this paper puts forward the combinatorial optimization least squares support vector machine algorithm (COLS-SVM). Based on algorithmic analysis of COLS-SVM, it can be used on individual credit evaluation and compared with Lagrange support vector machine (LSVM) and K-nearest neighbor (KNN), the numerical experiment results show that the proposed COLS-SVM algorithm has good classified forecast ability. Individual credit evaluation is a general reflect of individual capital and credit situation, it has great significance and application value.