From: The effect of feature extraction and data sampling on credit card fraud detection
Learner | Step 1 | Step 2 | F1 | AUC |
---|---|---|---|---|
Random Forest | PCA | RUS | 0.331 | 0.942 |
XGBoost | PCA | RUS | 0.260 | 0.940 |
LightGBM | PCA | RUS | 0.341 | 0.942 |
CatBoost | PCA | RUS | 0.334 | 0.945 |
Random Forest | RUS | PCA | 0.486 | 0.979 |
XGBoost | RUS | PCA | 0.403 | 0.979 |
LightGBM | RUS | PCA | 0.516 | 0.980 |
CatBoost | RUS | PCA | 0.473 | 0.968 |
Random Forest | RUS | CAE | 0.602 | 0.965 |
XGBoost | RUS | CAE | 0.312 | 0.974 |
LightGBM | RUS | CAE | 0.412 | 0.968 |
CatBoost | RUS | CAE | 0.466 | 0.961 |
Random Forest | CAE | RUS | 0.573 | 0.928 |
XGBoost | CAE | RUS | 0.245 | 0.925 |
LightGBM | CAE | RUS | 0.232 | 0.932 |
CatBoost | CAE | RUS | 0.366 | 0.934 |
Random Forest | RUS | None | 0.537 | 0.983 |
XGBoost | RUS | None | 0.371 | 0.986 |
LightGBM | RUS | None | 0.444 | 0.983 |
CatBoost | RUS | None | 0.505 | 0.983 |