From: Threshold optimization and random undersampling for imbalanced credit card data
Classifier | AUC | AUPRC |
---|---|---|
CatBoost depth 5 | 0.9834 | 0.8592 |
Extremely randomized trees depth 8 | 0.9721 | 0.8092 |
Logistic regression | 0.9737 | 0.7586 |
Random forest depth 4 | 0.9601 | 0.8067 |
XGBoost depth 1 | 0.9775 | 0.8261 |