The effect of feature extraction and data sampling on credit card fraud detection

Journal of Big Data

Table 8 Performance scores for SMOTE

Learner	Step 1	Step 2	F1	AUC
Random Forest	PCA	SMOTE	0.815	0.915
XGBoost	PCA	SMOTE	0.664	0.925
LightGBM	PCA	SMOTE	0.358	0.927
CatBoost	PCA	SMOTE	0.620	0.929
Random Forest	SMOTE	PCA	0.787	0.907
XGBoost	SMOTE	PCA	0.731	0.929
LightGBM	SMOTE	PCA	0.509	0.936
CatBoost	SMOTE	PCA	0.725	0.937
Random Forest	SMOTE	CAE	0.900	0.930
XGBoost	SMOTE	CAE	0.872	0.928
LightGBM	SMOTE	CAE	0.522	0.926
CatBoost	SMOTE	CAE	0.650	0.922
Random Forest	CAE	SMOTE	0.850	0.926
XGBoost	CAE	SMOTE	0.757	0.930
LightGBM	CAE	SMOTE	0.502	0.925
CatBoost	CAE	SMOTE	0.639	0.940
Random Forest	SMOTE	None	0.856	0.937
XGBoost	SMOTE	None	0.815	0.937
LightGBM	SMOTE	None	0.714	0.940
CatBoost	SMOTE	None	0.733	0.940