报告题目:  High-dimensional Covariate-aware Personalized Federated PU Learning

报告人：方匡南 教授 厦门大学

报告时间：2025年7月16日  14：30-15：30

报告地点：数学楼第二报告厅

校内联系人：朱复康 [email protected]

报告摘要：Customer records include only customers in default (positive samples) and rejected customers (unlabeled samples), or positive and unlabeled (PU) data, which is a common scenario in emerging financial institutions. However, building credit scoring models using multiple small sample PU datasets with high dimensionality poses significant challenges, especially in light of the privacy constraints associated with transferring raw data. To tackle these challenges, this paper introduces a novel methodology called Covariate-aware Personalized federated PU learning. This approach utilizes a fused penalty function to automatically divide coefficients into multiple clusters, while an efficient proximal gradient descent algorithm is introduced for model training, relying solely on gradients from local servers. Theoretical analysis establishes the oracle property of our proposed estimator. The simulation results show that, in terms of variable selection, parameter estimation, and prediction performance, our method is close to the Oracle estimator and outperforms the other alternatives. Empirical results indicate that our method can improve prediction performance and facilitate the identification of heterogeneity across datasets.

报告人简介：方匡南，厦门大学经济娱乐城统计学与数据科学系教授、博士生导师、耶鲁大学博士后，厦门大学统计学与数据科学系副主任、厦门大学信用大数据与智能风控研究中心主任。入选了国家高层次青年人才、福建省高层次人才A类等。兼任全国工业统计教学研究会副会长、中国商业统计学会市场调查与教学研究分会副会长、中国现场统计研究会大数据统计分会副理事长等。主要研究方向为经济管理统计、统计机器学习、金融大数据、健康医疗大数据等。共发表学术论文100多篇，其中在统计学和数据科学期刊Journal of the American Statistical Association, Journal of Machine Learning Research, Biometrics, Statistica Sinica, Bioinformatics, Journal of Computational and Graphical Statistics等发表论文50多篇，在经济管理期刊Journal of Econometrics, Journal of Business & Economic Statistics, INFORMS Journal on Computing (UTD24),  International Journal of Forecasting，《经济研究》《统计研究》《管理科学学报》《数量经济技术经济研究》《世界经济》等发表论文50多篇。多份研究成果被中办、国办等采用或获领导批示。著有学术专著和教材等6部。主持了国家社科基金重大项目1项，国家自然科学基金项目4项，企事业横向课题30多项。获省部级以上科研成果奖9项，其中一等奖2项，二等奖2项。