From: Threshold optimization and random undersampling for imbalanced credit card data
Classifier | AUC | AUPRC |
---|---|---|
Random forest depth 4 | 0.9742 | 0.7313 |
Extremely randomized trees depth 8 | 0.9786 | 0.7387 |
Logistic regression | 0.9790 | 0.7090 |
XGBoost depth 1 | 0.9786 | 0.7481 |
CatBoost depth 1 | 0.9790 | 0.7374 |