{ "generated_at": "2025-11-20T02:38:35.138608+00:00", "dataset_size": 4483956, "class_distribution_original": { "0": 4439775, "1": 44181 }, "train_non_frauds_max_used": 400000, "train_class_distribution_before_balance": { "0": 2663864, "1": 26509 }, "train_balanced_class_distribution": { "0": 400000, "1": 26509 }, "auc_roc": 0.8857282388447254, "threshold": 0.44144144144144143, "selection": { "mode": "best_f1", "best_f1_threshold": 0.44144144144144143, "best_f1_value": 0.6439178036627154 }, "metrics_at_threshold": { "accuracy": 0.9947055727526561, "precision": 0.9544241885282347, "recall": 0.48585332729741965, "f1": 0.6439178041097945 }, "feature_importances_xgb_gain_top20": [ { "feature": "qtas_fraudes_cartao", "gain": 0.32888033986091614 }, { "feature": "fraude_ratio_terminal", "gain": 0.18363086879253387 }, { "feature": "fraude_ratio_cartao", "gain": 0.10315709561109543 }, { "feature": "qtas_fraudes_terminal", "gain": 0.09818089008331299 }, { "feature": "entropia_geografica_cartao", "gain": 0.0293036587536335 }, { "feature": "longitude", "gain": 0.023642411455512047 }, { "feature": "latitude", "gain": 0.02150840125977993 }, { "feature": "qtas_transacoes_terminal_dia", "gain": 0.02116469480097294 }, { "feature": "desvio_padrao_valor_cartao", "gain": 0.02007487416267395 }, { "feature": "valor_medio_cartao", "gain": 0.019987693056464195 }, { "feature": "desvio_padrao_valor_terminal", "gain": 0.019812680780887604 }, { "feature": "tx_amount", "gain": 0.019712846726179123 }, { "feature": "velocidade_ultima_transacao", "gain": 0.01963718980550766 }, { "feature": "dias_desde_primeira_transacao_do_cartao", "gain": 0.01920768804848194 }, { "feature": "valor_medio_terminal", "gain": 0.01920476369559765 }, { "feature": "dias_desde_inicio_terminal", "gain": 0.018486132845282555 }, { "feature": "tx_hour", "gain": 0.01793355494737625 }, { "feature": "qtas_transacoes_cartao_dia", "gain": 0.01647430658340454 } ], "base_model_meta_weights": { "rf": 0.9984035731210663, "xgb": 0.001111504578919198, "et": 0.000484922300014473 }, "base_model_auc_test": { "rf": 0.881155250373531, "xgb": 0.8867136661938362, "et": 0.8830867877996174 }, "model_path": "./models\\stacking_fraude_model_4.pkl", "calibrated_saved": true }