Table 1 The zero percentage TPR in the benchmark model is due to the fact that the static rule based model of the bank was not able to identify a single true positive case
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Model | TPR | FPR |
|---|---|---|
Benchmark model | 0% | 1% and 2% |
500 LOF | 18% | 1% |
500 LOF | 45% | 2% |
500 BDT | 18% | 1% |
500 BDT | 27% | 2% |
500 IF | 0% | 1% |
500 IF | 27% | 2% |
Mean decision function | 36% | 1% |
Mean decision function | 36% | 2% |
Supervised decision function | 18 % | 1% |
Supervised decision function | 18% | 2% |