From: Threshold optimization and random undersampling for imbalanced credit card data
Classifier | AUC | AUPRC |
---|---|---|
CatBoost depth 5 | 0.9817 | 0.7963 |
Random forest depth 4 | 0.9699 | 0.7483 |
Extremely randomized trees depth 8 | 0.9754 | 0.7693 |
Logistic regression | 0.9785 | 0.7504 |
XGBoost depth 1 | 0.9802 | 0.7885 |