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

Table 8

Comparison results with other ensemble classification algorithms.

Algorithm	F1-score	-mean	AUC	KS
Bagging-LightGBM	0.9705	0.7987	0.8375	0.5442
Bagging-FLLGBM	0.9799	0.8365	0.8655	0.5691
RBagging-LightGBM	0.9718	0.8022	0.8501	0.5635
RBagging-FLLGBM	0.9811	0.8478	0.8714	0.5724
RAdaBoost-FLLGBM	0.9838	0.8739	0.8912	0.6053