Binary Classification on Freddie Mac 2020 (sudden drift)
0.812AUCM1-LMISO
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| M1-LMISOvalidation_strategy=5-fold grouped CV2026.01 | 0.812 | 0.102 | 0.924 | |
| XGBoostvalidation_strategy=5-fold grouped CV2026.01 | 0.794 | 0.126 | 0.89 | |
| HATvalidation_strategy=5-fold grouped CV2026.01 | 0.622 | 0.135 | 0.921 | |
| Coxvalidation_strategy=5-fold grouped CV2026.01 | 0.571 | 0.372 | 0.346 | |
| ARFvalidation_strategy=5-fold grouped CV2026.01 | 0.533 | 0.14 | 0.921 |