Feature Selection on EY with random extraneous features
99.3ROC AUCXGBoost
Evaluation results
| Method | Links | |
|---|---|---|
| XGBoost%=502023.11 | 99.3 | |
| XGBoost%=752023.11 | 94.6 | |
| Deep Lasso%=502023.11 | 92.7 | |
| Deep Lasso%=752023.11 | 91.9 | |
| Univariate%=752023.11 | 91.8 | |
| Forest%=752023.11 | 91.6 | |
| RF%=502023.11 | 88.4 | |
| AGL%=502023.11 | 87 | |
| 1L Lasso%=752023.11 | 84.1 | |
| Univariate%=502023.11 | 81.6 | |
| AGL%=752023.11 | 81.5 | |
| Lasso%=502023.11 | 79.5 | |
| 1L Lasso%=502023.11 | 78.9 | |
| Lasso%=752023.11 | 77.1 | |
| AM%=502023.11 | 76.5 | |
| LassoNet%=502023.11 | 68.1 | |
| LassoNet%=752023.11 | 58.2 |