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 | 0.775 | 0.918 |
XGBoost | PCA | RUS | 0.767 | 0.918 |
LightGBM | PCA | RUS | 0.771 | 0.915 |
CatBoost | PCA | RUS | 0.799 | 0.911 |
Random Forest | RUS | PCA | 0.890 | 0.984 |
XGBoost | RUS | PCA | 0.853 | 0.988 |
LightGBM | RUS | PCA | 0.882 | 0.988 |
CatBoost | RUS | PCA | 0.847 | 0.966 |
Random Forest | RUS | CAE | 0.902 | 0.984 |
XGBoost | RUS | CAE | 0.849 | 0.984 |
LightGBM | RUS | CAE | 0.840 | 0.981 |
CatBoost | RUS | CAE | 0.852 | 0.973 |
Random Forest | CAE | RUS | 0.802 | 0.902 |
XGBoost | CAE | RUS | 0.733 | 0.910 |
LightGBM | CAE | RUS | 0.745 | 0.910 |
CatBoost | CAE | RUS | 0.814 | 0.917 |
Random Forest | RUS | None | 0.860 | 0.984 |
XGBoost | RUS | None | 0.856 | 0.988 |
LightGBM | RUS | None | 0.909 | 0.988 |
CatBoost | RUS | None | 0.882 | 0.988 |