From: Threshold optimization and random undersampling for imbalanced credit card data
Classifier | AUC | AUPRC |
---|---|---|
Random forest depth 4 | 0.9719 | 0.7418 |
Extremely randomized trees depth 8 | 0.9779 | 0.7523 |
Logistic regression | 0.9786 | 0.7298 |
XGBoost depth 1 | 0.9801 | 0.7804 |
CatBoost depth 1 | 0.9789 | 0.7680 |