Similarity function learning on Credit Card Default (test)
1.558Avg Relative Error (%)NAIVE
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| NAIVEε (epsilon)=0.01, δ (delta)=0.001, trials=1,0002022.08 | 1.558 | 3.41 | 0.636 | 1.633 | |
| CLUSTERε (epsilon)=0.01, δ (delta)=0.001, trials=1,0002022.08 | 1.593 | 3.391 | 0.646 | 1.626 | |
| NAIVEepsilon=0.001, delta=0.001, trials=10002022.08 | 1.63 | 4.106 | 2.644 | 7.71 | |
| CLUSTERepsilon=0.001, delta=0.001, trials=10002022.08 | 1.645 | 4.118 | 2.648 | 7.665 | |
| XGBMethod Identity=XGBoost, ε (epsilon)=0.01, δ (delta)=0.001, trials=1,0002022.08 | 3.121 | 4.606 | 1.273 | 1.869 | |
| RFMethod Identity=Random Forest, ε (epsilon)=0.01, δ (delta)=0.001, trials=1,0002022.08 | 3.237 | 4.813 | 1.306 | 2.318 | |
| MLPε (epsilon)=0.01, δ (delta)=0.001, trials=1,0002022.08 | 3.671 | 4.275 | 1.465 | 1.599 | |
| XGBepsilon=0.001, delta=0.001, trials=10002022.08 | 5.614 | 13.355 | 6.516 | 7.754 | |
| RFepsilon=0.001, delta=0.001, trials=10002022.08 | 5.692 | 12.404 | 7.258 | 34.508 | |
| MLPepsilon=0.001, delta=0.001, trials=10002022.08 | 5.819 | 9.073 | 7.588 | 8.75 |