A VNS-EDA Algorithm-Based Feature Selection for Credit Risk Classification

Table 3

Performance metrics of VNS-EDA with the optimal feature subset.

Dataset	Accuracy (%)		F-measure (%)		Sensitivity (%)		Specificity (%)
	Training	Testing	Training	Testing	Training	Testing	Training	Testing
ZhongAn Credit	86.3	85.6	77.2	76.3	61.5	60.1	91.2	90.6
German Bank	76.2	74.5	72.9	71.4	65.6	63.8	87.7	85.1
LendingClub	74.3	75.2	70.6	71.8	60.2	61.5	87.9	89.3