Binary Classification on Freddie Mac incremental drift 2020
83.6AUCM1-LMISO
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| M1-LMISOvalidation_strategy=5-fold grouped CV, drift_type=incremental drift2026.01 | 83.6 | 0.131 | 87.6 | |
| XGBoostvalidation_strategy=5-fold grouped CV, drift_type=incremental drift2026.01 | 82.6 | 0.151 | 84.7 | |
| Coxvalidation_strategy=5-fold grouped CV, drift_type=incremental drift2026.01 | 66.6 | 0.34 | 32.6 | |
| ARFvalidation_strategy=5-fold grouped CV, drift_type=incremental drift2026.01 | 51 | 0.222 | 86.5 | |
| HATvalidation_strategy=5-fold grouped CV, drift_type=incremental drift2026.01 | 43.1 | 0.229 | 86.5 |