From: Threshold optimization and random undersampling for imbalanced credit card data
Classifier | Maximum tree depth |
---|---|
XGBoost | max_depth=1 for all class ratios |
CatBoost | max_depth=1 for 1:1, 1:3, 1:9, max_depth=5 for 1:27, 1:81 |
Random forest | max_depth=4 for all class ratios |
Extremely randomized trees | max_depth=8 for all class ratios |