Model Performance
Best Model: RandomForest
ROC-AUC: 0.8029
Test AUC: 0.3958
Model Comparison
| Model | CV ROC-AUC |
|---|
| LogisticRegression | 0.6318 |
| RandomForest | 0.8029 |
| GradientBoosting | 0.7847 |
Classification Report
| Class | Precision | Recall | F1-Score | Support |
|---|
| 0.0 |
0.333 |
0.014 |
0.027 |
71.0 |
| 1.0 |
0.278 |
0.931 |
0.429 |
29.0 |
| macro avg |
0.306 |
0.473 |
0.228 |
100.0 |
| weighted avg |
0.317 |
0.280 |
0.143 |
100.0 |
Feature Importance (Top 20)
| Feature | Importance |
|---|
| income | 0.2097 |
| loan_amount | 0.1800 |
| debt_ratio | 0.1800 |
| age | 0.1726 |
| credit_score | 0.1565 |
| income_missing | 0.0517 |
| credit_score_missing | 0.0284 |
| employment_status_missing | 0.0212 |
| employment_status_nan | 0.0000 |
| education_nan | 0.0000 |
| home_ownership_nan | 0.0000 |