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Table 6 Classifier performance without filtering on large default payments dataset

From: Improving binary classification using filtering based on k-NN proximity graphs

Classifier

Decision Tree

Logistic regression

Naive Bayes

SVM

Neural Network

Random Forest

DES-LA

Accuracy

0.657

0.737

0.774

0.816

0.793

0.817

0.816

Sensitivity

0.781

0.926

0.837

0.956

0.985

0.943

0.947

Specificity

0.217

0.073

0.551

0.323

0.118

0.371

0.354

AUC

0.5

0.499

0.736

0.703

0.686

0.762

0.749

Brier Score

0.302

0.196

0.184

0.152

0.155

0.139

0.141