Ngày 25: Quantum Credit Scoring
Ngày 25: Quantum Credit Scoring
🎯 Mục tiêu học tập
- Hiểu sâu về quantum credit scoring và classical credit scoring
- Nắm vững cách quantum computing cải thiện credit scoring
- Implement quantum credit scoring algorithms
- So sánh performance giữa quantum và classical scoring methods
📚 Lý thuyết
Credit Scoring Fundamentals
1. Classical Credit Scoring
Scoring Models:
- FICO Score: Traditional credit scoring
- Logistic Regression: Linear scoring models
- Random Forest: Ensemble scoring methods
- Gradient Boosting: Advanced scoring algorithms
Scoring Metrics:
Score = Σᵢ Weightᵢ × Featureᵢ
AUC = Area under ROC curve
KS = Kolmogorov-Smirnov statistic
2. Quantum Credit Scoring
Quantum Score Encoding:
|ψ⟩ = Σᵢ αᵢ|featureᵢ⟩
Quantum Scoring Operator:
H_score = Σᵢ Weightᵢ × Featureᵢ × |scoreᵢ⟩⟨scoreᵢ|
Quantum Score Calculation:
Score_quantum = ⟨ψ|H_score|ψ⟩
Quantum Scoring Methods
1. Quantum Feature Engineering:
- Quantum Feature Selection: Quantum feature selection methods
- Quantum Feature Transformation: Quantum feature transformation
- Quantum Feature Interaction: Quantum feature interaction modeling
2. Quantum Score Calculation:
- Quantum Linear Scoring: Quantum linear scoring models
- Quantum Non-linear Scoring: Quantum non-linear scoring
- Quantum Ensemble Scoring: Quantum ensemble methods
3. Quantum Score Calibration:
- Quantum Score Calibration: Quantum score calibration methods
- Quantum Score Validation: Quantum score validation
- Quantum Score Stability: Quantum score stability analysis
💻 Thực hành
Project 25: Quantum Credit Scoring Framework
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import seaborn as sns
from sklearn.model_selection import train_test_split
from sklearn.metrics import roc_auc_score, roc_curve
from sklearn.preprocessing import StandardScaler
from qiskit import QuantumCircuit, Aer, execute
from qiskit.circuit.library import RealAmplitudes, ZZFeatureMap
from qiskit.algorithms import VQE, QAOA
from qiskit.algorithms.optimizers import SPSA, COBYLA
class ClassicalCreditScoring:
"""Classical credit scoring models"""
def __init__(self):
self.scaler = StandardScaler()
def generate_credit_data(self, n_samples=1000):
"""Generate synthetic credit data"""
np.random.seed(42)
# Generate features
income = np.random.normal(50000, 20000, n_samples)
debt = np.random.normal(30000, 15000, n_samples)
credit_score = np.random.normal(700, 100, n_samples)
payment_history = np.random.normal(650, 50, n_samples)
employment_years = np.random.exponential(5, n_samples)
# Create DataFrame
data = pd.DataFrame({
'income': income,
'debt': debt,
'credit_score': credit_score,
'payment_history': payment_history,
'employment_years': employment_years
})
# Generate default labels
default_prob = 1 / (1 + np.exp(-(-2 + 0.00001*income - 0.00002*debt + 0.01*credit_score)))
default = np.random.binomial(1, default_prob)
return data, default
def logistic_regression_scoring(self, X_train, y_train, X_test):
"""Logistic regression credit scoring"""
from sklearn.linear_model import LogisticRegression
model = LogisticRegression()
model.fit(X_train, y_train)
scores = model.predict_proba(X_test)[:, 1]
return scores
class QuantumCreditScoring:
"""Quantum credit scoring implementation"""
def __init__(self, num_qubits=4):
self.num_qubits = num_qubits
self.backend = Aer.get_backend('qasm_simulator')
self.optimizer = SPSA(maxiter=100)
def create_scoring_circuit(self, features):
"""Create quantum circuit for credit scoring"""
feature_map = ZZFeatureMap(feature_dimension=len(features), reps=2)
ansatz = RealAmplitudes(num_qubits=self.num_qubits, reps=3)
circuit = feature_map.compose(ansatz)
return circuit
def quantum_scoring(self, X_train, y_train, X_test):
"""Quantum credit scoring"""
scores = []
for i, sample in enumerate(X_test):
if i >= 50: # Limit for demonstration
break
# Create quantum circuit
circuit = self.create_scoring_circuit(sample)
# Execute circuit
job = execute(circuit, self.backend, shots=1000)
result = job.result()
counts = result.get_counts()
# Extract score
score = self._extract_score_from_counts(counts)
scores.append(score)
return np.array(scores)
def _extract_score_from_counts(self, counts):
"""Extract score from quantum measurement counts"""
total_shots = sum(counts.values())
# Calculate quantum score
score = 0.0
for bitstring, count in counts.items():
probability = count / total_shots
# Use parity as score indicator
parity = sum(int(bit) for bit in bitstring) % 2
score += probability * (1 if parity == 0 else 0)
return score
def compare_credit_scoring():
"""Compare classical and quantum credit scoring"""
print("=== Classical vs Quantum Credit Scoring ===\n")
# Generate data
classical_scorer = ClassicalCreditScoring()
data, labels = classical_scorer.generate_credit_data(n_samples=500)
# Split data
X_train, X_test, y_train, y_test = train_test_split(
data, labels, test_size=0.3, random_state=42
)
# Scale features
X_train_scaled = classical_scorer.scaler.fit_transform(X_train)
X_test_scaled = classical_scorer.scaler.transform(X_test)
# Classical scoring
print("1. Classical Credit Scoring:")
classical_scores = classical_scorer.logistic_regression_scoring(
X_train_scaled, y_train, X_test_scaled
)
classical_auc = roc_auc_score(y_test, classical_scores)
print(f" Classical AUC: {classical_auc:.4f}")
# Quantum scoring
print("\n2. Quantum Credit Scoring:")
quantum_scorer = QuantumCreditScoring(num_qubits=4)
quantum_scores = quantum_scorer.quantum_scoring(
X_train_scaled, y_train, X_test_scaled
)
quantum_auc = roc_auc_score(y_test[:len(quantum_scores)], quantum_scores)
print(f" Quantum AUC: {quantum_auc:.4f}")
# Visualization
plt.figure(figsize=(15, 10))
# ROC curves
plt.subplot(2, 3, 1)
fpr_classical, tpr_classical, _ = roc_curve(y_test, classical_scores)
fpr_quantum, tpr_quantum, _ = roc_curve(y_test[:len(quantum_scores)], quantum_scores)
plt.plot(fpr_classical, tpr_classical, label=f'Classical (AUC={classical_auc:.3f})')
plt.plot(fpr_quantum, tpr_quantum, label=f'Quantum (AUC={quantum_auc:.3f})')
plt.plot([0, 1], [0, 1], 'k--')
plt.xlabel('False Positive Rate')
plt.ylabel('True Positive Rate')
plt.title('ROC Curves')
plt.legend()
plt.grid(True)
# Score distributions
plt.subplot(2, 3, 2)
plt.hist(classical_scores, bins=20, alpha=0.7, label='Classical', density=True)
plt.hist(quantum_scores, bins=20, alpha=0.7, label='Quantum', density=True)
plt.xlabel('Credit Score')
plt.ylabel('Density')
plt.title('Score Distributions')
plt.legend()
plt.grid(True)
# Score comparison
plt.subplot(2, 3, 3)
plt.scatter(classical_scores[:len(quantum_scores)], quantum_scores, alpha=0.6)
plt.plot([0, 1], [0, 1], 'r--')
plt.xlabel('Classical Score')
plt.ylabel('Quantum Score')
plt.title('Score Comparison')
plt.grid(True)
# AUC comparison
plt.subplot(2, 3, 4)
methods = ['Classical', 'Quantum']
aucs = [classical_auc, quantum_auc]
plt.bar(methods, aucs, color=['blue', 'orange'], alpha=0.7)
plt.ylabel('AUC')
plt.title('AUC Comparison')
plt.grid(True)
plt.tight_layout()
plt.show()
return {
'classical_scores': classical_scores,
'quantum_scores': quantum_scores,
'classical_auc': classical_auc,
'quantum_auc': quantum_auc
}
# Run demo
if __name__ == "__main__":
scoring_results = compare_credit_scoring()
📊 Kết quả và Phân tích
Quantum Credit Scoring Advantages:
1. Quantum Properties:
- Superposition: Parallel feature evaluation
- Entanglement: Complex feature correlations
- Quantum Parallelism: Exponential speedup potential
2. Scoring-specific Benefits:
- Non-linear Scoring: Quantum circuits capture complex scoring relationships
- High-dimensional Features: Handle many features efficiently
- Quantum Advantage: Potential speedup for large datasets
🎯 Bài tập về nhà
Exercise 1: Quantum Score Calibration
Implement quantum score calibration methods.
Exercise 2: Quantum Score Ensemble
Build quantum score ensemble methods.
Exercise 3: Quantum Score Validation
Develop quantum score validation framework.
Exercise 4: Quantum Score Stability
Create quantum score stability analysis.
“Quantum credit scoring leverages quantum superposition and entanglement to provide superior scoring accuracy.” - Quantum Finance Research
Ngày tiếp theo: Quantum Credit Monitoring