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Table 6 Discrimination performance of different feature sets

From: Clues from networks: quantifying relational risk for credit risk evaluation of SMEs

Model

Metric

BF

BF + RS

BF + prRS

LR

AUC

0.715

0.726

0.723

KS

0.408

0.419

0.417

H

0.251

0.270

0.269

RF

AUC

0.725

0.738

0.735

KS

0.426

0.445

0.440

H

0.265

0.279

0.286

XGB

AUC

0.695

0.715

0.705

KS

0.387

0.416

0.403

H

0.219

0.252

0.228

  1. Each metric is measured by the mean of 100 estimates obtained by repeating the outer ten-fold cross-validation procedure ten times