From: Threshold optimization and random undersampling for imbalanced credit card data
Classifier | AUC | AUPRC |
---|---|---|
CatBoost depth 5 | 0.9832 | 0.8490 |
Random forest depth 4 | 0.9657 | 0.7852 |
Extremely randomized trees depth 8 | 0.9747 | 0.7915 |
Logistic regression | 0.9782 | 0.7580 |
XGBoost depth 1 | 0.9801 | 0.8057 |