A ResNet-LSTM Based Credit Scoring Approach for Imbalanced Data

Table 5

Ablation study.

Method	Bank				UCI
	Recall	F1	AUC	KS	Recall	F1	AUC	KS
None	90.33	81.23	91.45	85.41	55.24	65.52	74.86	52.85
SAM	89.35	80.31	90.84	84.38	57.60	66.11	75.37	52.70
TAM	94.24	82.22	93.07	84.87	54.51	65.24	74.66	53.58
SAM + TAM	96.20	82.52	93.82	85.54	57.32	66.45	75.53	53.49