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
82.00%
47.73%
0.660
GB
82.33%
47.10%
0.656
XGB
81.10%
45.50%
0.649
KNN
79.42%
42.74%
0.635
ANN
77.97%
78.34%
0.745
DT
82.11%
46.95%
Stacked (Proposed)
85.80%
51.35%
0.870