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

Table 6

Phased experimental comparison results of the improved method.

Algorithm	F1-score	-mean	AUC	KS
LightGBM	0.9524	0.6017	0.7785	0.4372
BA-SMOTE-LightGBM	0.9773	0.7226	0.8360	0.5409
BA-SMOTE-FLLightGBM	0.9782	0.7832	0.8519	0.5657
BA-SMOTE-RAdaBoost-FLLGBM	0.9838	0.8739	0.8912	0.6053