File size: 1,599 Bytes
6a0de05 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 | {
"task": "transaction",
"method": "xgboost-optuna-isotonic (Person2 Tuning4 family)",
"rows": 1000000,
"n_sample_requested": 1000000,
"trials": 10,
"best_params": {
"n_estimators": 401,
"max_depth": 8,
"learning_rate": 0.030392898611614688,
"subsample": 0.9875376798995805,
"colsample_bytree": 0.6856947435981403,
"min_child_weight": 4,
"reg_alpha": 0.9715538656755343,
"reg_lambda": 2.009496629328365,
"scale_pos_weight": 50,
"tree_method": "hist"
},
"best_val_pr_auc": 0.6350730656911171,
"class_balance": {
"0": 998780,
"1": 1220
},
"test_calibrated": {
"threshold": 0.5,
"precision": 0.7515923566878981,
"recall": 0.6483516483516484,
"f1": 0.6961651917404129,
"confusion_matrix": [
[
149727,
39
],
[
64,
118
]
],
"pr_auc": 0.6088987134136661,
"roc_auc": 0.8276938764399203
},
"test_raw": {
"threshold": 0.5,
"precision": 0.48314606741573035,
"recall": 0.7087912087912088,
"f1": 0.5746102449888643,
"confusion_matrix": [
[
149628,
138
],
[
53,
129
]
],
"pr_auc": 0.7071943534022936,
"roc_auc": 0.9920050003279842
},
"operating_recall80": {
"mode": "max-F1 (min-recall unreachable)",
"threshold": 0.5333333611488342,
"precision": 0.8014184397163121,
"recall": 0.6208791208791209,
"f1": 0.6996904024767802,
"max_f1": 0.6996904024767802,
"max_f1_threshold": 0.5333333611488342,
"pr_auc": 0.6088987134136661
}
} |