A Path-Based Feature Selection Algorithm for Enterprise Credit Risk Evaluation

Table 2

AUC score (%) comparison for three datasets

	Ours	FS-RRC	mIMR	mRMR	RCDFS	FCBF
SMB
k = 20	75.26	75.85	76.31	76.05	74.42	75.59
k = 40	81.73	81.12	78.21	79.52	80.09	79.93
k = 80	83.75	83.23	78.86	82.10	82.93	78.95
GEM
k = 20	76.47	77.28	75.10	72.53	76.61	73.42
k = 40	82.30	81.74	78.51	80.95	80.53	79.52
k = 80	82.89	79.63	78.95	81.76	80.58	81.37
STAR
k = 20	78.37	76.25	73.97	75.48	78.79	78.29
k = 40	81.99	80.92	79.37	80.22	80.79	78.56
k = 80	82.62	82.10	81.11	80.96	81.73	78.97