Design and Implementation of Risk Control Model Based on Deep Ensemble Learning Algorithm

This paper aims to explore the concept of “depth” through the selection of various ensemble methods and proposes a practical deep ensemble learning method. In this study, we propose a nested ensemble learning method. First, we employ the stacking framework for selective ensemble learning. Next, we integrate the stacked ensemble with bagging and boosting techniques to create a comprehensive stacked ensemble. We utilized both domestic and foreign online loan data to build the model and test its ability to generalize. The experimental results demonstrate that the nested ensemble proposed in this paper outperforms models such as logistic regression and support vector machines, showing exceptional generalization ability.