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 | 0.709 | 0.929 |
XGBoost | PCA | RUS | 0.642 | 0.929 |
LightGBM | PCA | RUS | 0.624 | 0.933 |
CatBoost | PCA | RUS | 0.743 | 0.926 |
Random Forest | RUS | PCA | 0.879 | 0.977 |
XGBoost | RUS | PCA | 0.766 | 0.977 |
LightGBM | RUS | PCA | 0.790 | 0.977 |
CatBoost | RUS | PCA | 0.748 | 0.966 |
Random Forest | RUS | CAE | 0.827 | 0.973 |
XGBoost | RUS | CAE | 0.778 | 0.977 |
LightGBM | RUS | CAE | 0.853 | 0.977 |
CatBoost | RUS | CAE | 0.788 | 0.966 |
Random Forest | CAE | RUS | 0.697 | 0.917 |
XGBoost | CAE | RUS | 0.668 | 0.921 |
LightGBM | CAE | RUS | 0.688 | 0.928 |
CatBoost | CAE | RUS | 0.712 | 0.921 |
Random Forest | RUS | None | 0.848 | 0.981 |
XGBoost | RUS | None | 0.816 | 0.981 |
LightGBM | RUS | None | 0.840 | 0.981 |
CatBoost | RUS | None | 0.859 | 0.981 |