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 | 0.624 | 0.929 |
XGBoost | PCA | RUS | 0.397 | 0.928 |
LightGBM | PCA | RUS | 0.503 | 0.943 |
CatBoost | PCA | RUS | 0.590 | 0.944 |
Random Forest | RUS | PCA | 0.644 | 0.965 |
XGBoost | RUS | PCA | 0.600 | 0.965 |
LightGBM | RUS | PCA | 0.565 | 0.965 |
CatBoost | RUS | PCA | 0.619 | 0.954 |
Random Forest | RUS | CAE | 0.638 | 0.954 |
XGBoost | RUS | CAE | 0.487 | 0.961 |
LightGBM | RUS | CAE | 0.498 | 0.965 |
CatBoost | RUS | CAE | 0.556 | 0.957 |
Random Forest | CAE | RUS | 0.509 | 0.920 |
XGBoost | CAE | RUS | 0.437 | 0.923 |
LightGBM | CAE | RUS | 0.562 | 0.920 |
CatBoost | CAE | RUS | 0.563 | 0.928 |
Random Forest | RUS | None | 0.783 | 0.966 |
XGBoost | RUS | None | 0.639 | 0.973 |
LightGBM | RUS | None | 0.733 | 0.965 |
CatBoost | RUS | None | 0.756 | 0.962 |