An innovative machine learning workflow to research China’s systemic financial crisis with SHAP value and Shapley regression

Financial Innovation

Table 6 Model performance in training set

Algorithms	AUC (CVmean)	Accuracy	Weighted precision	Risk recall	Weighted F1-score
RF	0.804	0.76	0.90	0.73	0.81
GBDT	0.806	0.77	0.90	0.73	0.81