AUC

Taiwanese Bankruptcy Prediction Data Set

Financial Distress Prediction

L : U

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