From: Threshold optimization and random undersampling for imbalanced credit card data
Classifier | AUC | AUPRC |
---|---|---|
Random forest depth 4 | 0.9771 | 0.7347 |
Extremely randomized trees depth 8 | 0.9803 | 0.7379 |
Logistic regression | 0.9770 | 0.6030 |
XGBoost depth 1 | 0.9790 | 0.7121 |
CatBoost depth 1 | 0.9785 | 0.5928 |