井冈山大学学报（自然科学版）
井岡山大學學報（自然科學版）
정강산대학학보（자연과학판）
JOURNAL OF JINGGANGSHAN UNIVERSITY(SCIENCE AND TECHNOLOGY)
2015年
2期
6-10
,共5页
财务危机预警%正则化技术%T-逻辑回归%过拟合%非凸损失函数
財務危機預警%正則化技術%T-邏輯迴歸%過擬閤%非凸損失函數
재무위궤예경%정칙화기술%T-라집회귀%과의합%비철손실함수
financial early-warning model%regularization technique%financial T-logistic regression%over fitting%non-convex loss function
针对经典的逻辑回归模型易受到样本类别噪声干扰的问题，采用T逻辑回归算法中的非凸损失函数以弥补这一不足。对T逻辑回归模型及求解算法进行了分析，建立T逻辑回归财务预警模型，并结合沪深上市公司财务数据开展实证分析，结果表明T逻辑回归模型具有较好的分类效果和鲁棒性。
針對經典的邏輯迴歸模型易受到樣本類彆譟聲榦擾的問題，採用T邏輯迴歸算法中的非凸損失函數以瀰補這一不足。對T邏輯迴歸模型及求解算法進行瞭分析，建立T邏輯迴歸財務預警模型，併結閤滬深上市公司財務數據開展實證分析，結果錶明T邏輯迴歸模型具有較好的分類效果和魯棒性。
침대경전적라집회귀모형역수도양본유별조성간우적문제，채용T라집회귀산법중적비철손실함수이미보저일불족。대T라집회귀모형급구해산법진행료분석，건립T라집회귀재무예경모형，병결합호심상시공사재무수거개전실증분석，결과표명T라집회귀모형구유교호적분류효과화로봉성。
The classic logistic regression has the risk of over fitting. It can be solved by the regularization technique of the statistical learning theory. Optimization of convex loss function can ensure that the regularized risk minimization problem converges to the global optimum, but learning algorithm of convex loss function is susceptible to noise. Then T-logistic regression was proposed to amend, introducing T distribution into logistic regression. The non-convex loss function is made up for the deficiency of convex loss functions. Due to the non-convex loss function difficulty to solve, we will be logarithmic the objective function, and convex multiplicative programming is used to solver parameters. Through empirical study, it is found that T-logistic regression model has a good predictability and is tolerant to label noise.
