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saarthi-default-prediction

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default-prediction
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saarthi-default-prediction
File size: 1,235 Bytes
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{
  "berka": {
    "tabular": {
      "auc": 0.85751,
      "pr_auc": 0.49203,
      "brier": 0.07701,
      "ece": 0.03822,
      "gini": 0.71503,
      "n": 171,
      "base_rate": 0.11111
    },
    "sequence": {
      "auc": 0.80973,
      "pr_auc": 0.31424,
      "brier": 0.08632,
      "ece": 0.06201,
      "gini": 0.61946,
      "n": 171,
      "base_rate": 0.11111
    },
    "tabular+sequence": {
      "auc": 0.88418,
      "pr_auc": 0.56871,
      "brier": 0.06337,
      "ece": 0.02681,
      "gini": 0.76835,
      "n": 171,
      "base_rate": 0.11111
    },
    "auc_lift_from_sequence": 0.02667
  },
  "amex": {
    "tabular": {
      "auc": 0.95905,
      "pr_auc": 0.88494,
      "brier": 0.07067,
      "ece": 0.00869,
      "gini": 0.91811,
      "n": 15000,
      "base_rate": 0.2618
    },
    "sequence": {
      "auc": 0.91563,
      "pr_auc": 0.76773,
      "brier": 0.10158,
      "ece": 0.00762,
      "gini": 0.83127,
      "n": 15000,
      "base_rate": 0.2618
    },
    "tabular+sequence": {
      "auc": 0.95846,
      "pr_auc": 0.88356,
      "brier": 0.07103,
      "ece": 0.00585,
      "gini": 0.91692,
      "n": 15000,
      "base_rate": 0.2618
    },
    "auc_lift_from_sequence": -0.00059
  }
}