Support vector machine (SVM) is currently state-of-the-art for classification tasks due to its ability to model nonlinearities. However, the main drawback of SVM is that it generates “black box” model, i.e. it does not reveal the knowledge learnt during training in human comprehensible form. The process of converting such opaque models into a transparent model is often regarded as rule extraction. In this paper we proposed a hybrid approach for extracting rules from SVM for customer relationship management (CRM) purposes. The proposed hybrid approach consists of three phases. (i) During first phase; SVM-RFE (SVM-recursive feature elimination) is employed to reduce the feature set. (ii) Dataset with reduced features is then used in the second phase to obtain SVM model and support vectors are extracted. (iii) Rules are then generated using Naive Bayes Tree (NBTree) in the final phase. The dataset analyzed in this research study is about Churn prediction in bank credit card customer (Business Intelligence Cup 2004) and it is highly unbalanced with 93.24% loyal and 6.76% churned customers. Further we employed various standard balancing approaches to balance the data and extracted rules. It is observed from the empirical results that the proposed hybrid outperformed all other techniques tested. As the reduced feature dataset is used, it is also observed that the proposed approach extracts smaller length rules, thereby improving the comprehensibility of the system. The generated rules act as an early warning expert system to the bank management. 
Churn prediction using comprehensible support vector machine: An analytical CRM application