  With the fast development of Internet companies throughout the world,
customer churn has become a serious concern. To better help the companies
retain their customers, it is important to build a customer churn prediction
model to identify the customers who are most likely to churn ahead of time. In
this paper, we propose a Time-sensitive Customer Churn Prediction (TCCP)
framework based on Positive and Unlabeled (PU) learning technique.
Specifically, we obtain the recent data by shortening the observation period,
and start to train model as long as enough positive samples are collected,
ignoring the absence of the negative examples. We conduct thoroughly
experiments on real industry data from Alipay.com. The experimental results
demonstrate that TCCP outperforms the rule-based models and the traditional
supervised learning models.

Machine Learning