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Table 7 Classifier performance with 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

0.813

0.818

0.79

0.815

0.794

0.817

0.835

Sensitivity

0.951

0.958

0.875

0.956

0.985

0.954

0.95

Specificity

0.327

0.324

0.491

0.322

0.124

0.334

0.365

AUC

0.688

0.713

0.712

0.714

0.683

0.729

0.769

Brier Score

0.179

0.162

0.192

0.15

0.17

0.161

0.159