Journal of Big Data

Table 6 Australian Dataset

From: A machine learning-based credit risk prediction engine system using a stacked classifier and a filter-based feature selection method

Model	Accuracy	F1-Score	AUC
RF	87.68%	82.47%	0.857
GB	86.95%	82.00%	0.855
XGB	85.50%	80.76%	0.848
KNN	70.28%	60.19%	0.683
ANN	84.78%	79.20%	0.835
DT	84.78%	81.74%	0.863
Stacked (Proposed)	86.23%	84.58%	0.934

Back to article page