Research on Credit Risk Prediction under Unbalanced Dataset Based on Ensemble Learning

Table 3

Phased experimental comparison results of feature selection methods.

Feature selection method	F1-score	-mean	AUC	KS
Relief	0.9515	0.6148	0.7791	0.4586
bmRelief	0.9647	0.6723	0.7955	0.4814
bmRelief + MIC	0.9713	0.6759	0.8123	0.4975
bmRelief + MIC + RF	0.9738	0.6835	0.8250	0.5043