Corporate Default Prediction on Corporate Default Prediction Dataset (test)
90.1Balanced AccuracyXGBoost
Evaluation results
| Method | Links | ||
|---|---|---|---|
| XGBoostspecification=baseline ratio-based, evaluation_set=held-out test set, threshold_calibration=maximize G-mean2026.05 | 90.1 | 42.9 | |
| Random Forestspecification=baseline ratio-based, evaluation_set=held-out test set, threshold_calibration=maximize G-mean2026.05 | 88 | 39 | |
| MLPspecification=baseline ratio-based, evaluation_set=held-out test set, threshold_calibration=maximize G-mean2026.05 | 85.2 | 26.2 | |
| Logitspecification=baseline ratio-based, evaluation_set=held-out test set, threshold_calibration=maximize G-mean2026.05 | 55.1 | 1.6 |