AUC | Taiwanese Bankruptcy Prediction Data Set | Financial Distress Prediction | ||||||||||
| 3:2 | 1:1 | 1:2 | 1:3 | 1:4 | 均值 | 3:2 | 1:1 | 1:2 | 1:3 | 1:4 | 均值 |
mRMR + XGBoost | 0.931 | 0.935 | 0.940 | 0.935 | 0.932 | 0.935 | 0.912 | 0.905 | 0.906 | 0.897 | 0.892 | 0.902 |
LS + XGBoost | 0.951 | 0.949 | 0.941 | 0.933 | 0.931 | 0.941 | 0.881 | 0.888 | 0.872 | 0.877 | 0.887 | 0.881 |
XGBoost + XGBoost | 0.951 | 0.952 | 0.946 | 0.941 | 0.933 | 0.945 | 0.903 | 0.915 | 0.897 | 0.912 | 0.901 | 0.906 |
XGBoost | 0.949 | 0.947 | 0.952 | 0.941 | 0.941 | 0.946 | 0.912 | 0.910 | 0.906 | 0.914 | 0.913 | 0.911 |
m-X-L + XGBoost | 0.943 | 0.943 | 0.943 | 0.940 | 0.933 | 0.940 | 0.906 | 0.901 | 0.892 | 0.899 | 0.901 | 0.900 |
mRMR + CatBoost | 0.947 | 0.945 | 0.948 | 0.943 | 0.941 | 0.945 | 0.927 | 0.928 | 0.927 | 0.931 | 0.927 | 0.928 |
LS + CatBoost | 0.952 | 0.950 | 0.948 | 0.942 | 0.939 | 0.946 | 0.913 | 0.910 | 0.913 | 0.911 | 0.912 | 0.912 |
XGBoost + CatBoost | 0.956 | 0.958 | 0.953 | 0.945 | 0.941 | 0.950 | 0.921 | 0.924 | 0.928 | 0.928 | 0.923 | 0.925 |
CatBoost | 0.955 | 0.953 | 0.951 | 0.946 | 0.944 | 0.950 | 0.911 | 0.910 | 0.906 | 0.914 | 0.913 | 0.911 |
m-X-L + CatBoost | 0.952 | 0.953 | 0.951 | 0.947 | 0.943 | 0.949 | 0.906 | 0.901 | 0.892 | 0.899 | 0.901 | 0.900 |
mRMR + LightGBM | 0.939 | 0.939 | 0.942 | 0.940 | 0.938 | 0.940 | 0.914 | 0.915 | 0.912 | 0.910 | 0.900 | 0.910 |
LS + LightGBM | 0.953 | 0.949 | 0.943 | 0.943 | 0.935 | 0.944 | 0.899 | 0.898 | 0.889 | 0.896 | 0.895 | 0.895 |
XGBoost + LightGBM | 0.951 | 0.957 | 0.950 | 0.948 | 0.940 | 0.949 | 0.912 | 0.915 | 0.911 | 0.914 | 0.908 | 0.912 |
LightGBM | 0.953 | 0.952 | 0.952 | 0.946 | 0.946 | 0.950 | 0.918 | 0.923 | 0.915 | 0.913 | 0.918 | 0.917 |
m-X-L + LightGBM | 0.946 | 0.949 | 0.949 | 0.945 | 0.945 | 0.947 | 0.911 | 0.921 | 0.909 | 0.912 | 0.905 | 0.912 |