Sample Size | Model | Method | AUC-ROC | AUC-PR | KS | MCC | ACC | Recall | Precision | F1 Score |
---|---|---|---|---|---|---|---|---|---|---|
5,000 | LN | Ge-SAND | 0.664 | 0.649 | 0.272 | 0.276 | 0.636 | 0.720 | 0.616 | 0.664 |
LASSO | 0.645 | 0.635 | 0.256 | 0.254 | 0.626 | 0.568 | 0.643 | 0.603 | ||
Ridge | 0.600 | 0.590 | 0.192 | 0.190 | 0.594 | 0.672 | 0.581 | 0.623 | ||
Random Forest | 0.586 | 0.566 | 0.136 | 0.136 | 0.568 | 0.604 | 0.563 | 0.583 | ||
SVM | 0.594 | 0.581 | 0.184 | 0.181 | 0.590 | 0.544 | 0.599 | 0.570 | ||
XGBoost | 0.652 | 0.643 | 0.268 | 0.266 | 0.632 | 0.572 | 0.650 | 0.609 | ||
Naive Bayes | 0.576 | 0.581 | 0.116 | 0.138 | 0.558 | 0.288 | 0.626 | 0.395 | ||
MLP | 0.585 | 0.598 | 0.192 | 0.200 | 0.596 | 0.460 | 0.632 | 0.532 | ||
CNN | 0.516 | 0.523 | 0.052 | 0.052 | 0.526 | 0.588 | 0.523 | 0.554 | ||
LSTM | 0.600 | 0.577 | 0.184 | 0.184 | 0.592 | 0.612 | 0.588 | 0.600 | ||
QD | Ge-SAND | 0.689 | 0.670 | 0.304 | 0.300 | 0.650 | 0.660 | 0.647 | 0.654 | |
LASSO | 0.667 | 0.665 | 0.256 | 0.273 | 0.626 | 0.432 | 0.706 | 0.536 | ||
Ridge | 0.631 | 0.626 | 0.192 | 0.208 | 0.594 | 0.380 | 0.664 | 0.484 | ||
Random Forest | 0.554 | 0.563 | 0.120 | 0.124 | 0.560 | 0.436 | 0.580 | 0.498 | ||
SVM | 0.626 | 0.626 | 0.180 | 0.184 | 0.588 | 0.736 | 0.568 | 0.641 | ||
XGBoost | 0.641 | 0.643 | 0.216 | 0.236 | 0.608 | 0.408 | 0.680 | 0.510 | ||
Naive Bayes | 0.579 | 0.580 | 0.140 | 0.140 | 0.570 | 0.564 | 0.571 | 0.567 | ||
MLP | 0.608 | 0.595 | 0.184 | 0.184 | 0.592 | 0.588 | 0.593 | 0.590 | ||
CNN | 0.522 | 0.526 | 0.080 | 0.085 | 0.540 | 0.368 | 0.561 | 0.444 | ||
LSTM | 0.500 | 0.510 | 0.056 | 0.056 | 0.528 | 0.580 | 0.525 | 0.551 | ||
LN + QD | Ge-SAND | 0.717 | 0.701 | 0.340 | 0.360 | 0.668 | 0.848 | 0.624 | 0.719 | |
LASSO | 0.681 | 0.693 | 0.288 | 0.292 | 0.644 | 0.724 | 0.624 | 0.670 | ||
Ridge | 0.666 | 0.685 | 0.260 | 0.265 | 0.630 | 0.532 | 0.662 | 0.590 | ||
Random Forest | 0.636 | 0.606 | 0.212 | 0.226 | 0.606 | 0.432 | 0.663 | 0.523 | ||
SVM | 0.655 | 0.674 | 0.260 | 0.261 | 0.628 | 0.528 | 0.660 | 0.587 | ||
XGBoost | 0.690 | 0.666 | 0.304 | 0.310 | 0.650 | 0.524 | 0.701 | 0.600 | ||
Naive Bayes | 0.639 | 0.662 | 0.252 | 0.287 | 0.624 | 0.372 | 0.750 | 0.497 | ||
MLP | 0.643 | 0.648 | 0.248 | 0.253 | 0.624 | 0.720 | 0.604 | 0.657 | ||
CNN | 0.509 | 0.504 | 0.060 | 0.063 | 0.530 | 0.672 | 0.523 | 0.588 | ||
LSTM | 0.497 | 0.490 | 0.040 | 0.039 | 0.516 | 0.808 | 0.510 | 0.625 | ||
CB | Ge-SAND | 0.697 | 0.647 | 0.324 | 0.347 | 0.662 | 0.840 | 0.620 | 0.713 | |
LASSO | 0.655 | 0.633 | 0.280 | 0.294 | 0.638 | 0.808 | 0.603 | 0.691 | ||
Ridge | 0.624 | 0.586 | 0.220 | 0.221 | 0.610 | 0.664 | 0.599 | 0.630 | ||
Random Forest | 0.599 | 0.590 | 0.168 | 0.176 | 0.584 | 0.432 | 0.621 | 0.509 | ||
SVM | 0.624 | 0.594 | 0.196 | 0.220 | 0.598 | 0.824 | 0.568 | 0.672 | ||
XGBoost | 0.669 | 0.627 | 0.288 | 0.285 | 0.642 | 0.680 | 0.632 | 0.655 | ||
Naive Bayes | 0.624 | 0.588 | 0.224 | 0.221 | 0.610 | 0.664 | 0.599 | 0.630 | ||
MLP | 0.607 | 0.570 | 0.212 | 0.216 | 0.606 | 0.700 | 0.589 | 0.640 | ||
CNN | 0.509 | 0.513 | 0.060 | 0.062 | 0.530 | 0.416 | 0.539 | 0.470 | ||
LSTM | 0.522 | 0.530 | 0.060 | 0.062 | 0.530 | 0.664 | 0.524 | 0.586 | ||
LN + CB | Ge-SAND | 0.711 | 0.686 | 0.328 | 0.324 | 0.662 | 0.660 | 0.663 | 0.661 | |
LASSO | 0.688 | 0.683 | 0.288 | 0.284 | 0.642 | 0.648 | 0.640 | 0.644 | ||
Ridge | 0.640 | 0.634 | 0.216 | 0.218 | 0.608 | 0.544 | 0.624 | 0.581 | ||
Random Forest | 0.593 | 0.591 | 0.140 | 0.141 | 0.570 | 0.508 | 0.580 | 0.542 | ||
SVM | 0.635 | 0.634 | 0.232 | 0.235 | 0.616 | 0.536 | 0.638 | 0.583 | ||
XGBoost | 0.689 | 0.680 | 0.284 | 0.294 | 0.642 | 0.512 | 0.692 | 0.589 | ||
Naive Bayes | 0.609 | 0.614 | 0.172 | 0.177 | 0.586 | 0.700 | 0.570 | 0.628 | ||
MLP | 0.640 | 0.639 | 0.220 | 0.224 | 0.610 | 0.516 | 0.635 | 0.570 | ||
CNN | 0.530 | 0.559 | 0.108 | 0.136 | 0.554 | 0.252 | 0.636 | 0.361 | ||
LSTM | 0.533 | 0.550 | 0.072 | 0.075 | 0.536 | 0.668 | 0.528 | 0.590 | ||
QD + CB | Ge-SAND | 0.746 | 0.748 | 0.364 | 0.360 | 0.680 | 0.672 | 0.683 | 0.677 | |
LASSO | 0.693 | 0.692 | 0.308 | 0.308 | 0.652 | 0.576 | 0.679 | 0.623 | ||
Ridge | 0.656 | 0.664 | 0.236 | 0.242 | 0.616 | 0.760 | 0.590 | 0.664 | ||
Random Forest | 0.599 | 0.604 | 0.152 | 0.171 | 0.576 | 0.804 | 0.552 | 0.655 | ||
SVM | 0.644 | 0.647 | 0.228 | 0.229 | 0.614 | 0.580 | 0.622 | 0.600 | ||
XGBoost | 0.693 | 0.665 | 0.284 | 0.281 | 0.640 | 0.596 | 0.654 | 0.623 | ||
Naive Bayes | 0.588 | 0.590 | 0.136 | 0.158 | 0.568 | 0.312 | 0.639 | 0.419 | ||
MLP | 0.637 | 0.632 | 0.224 | 0.239 | 0.612 | 0.784 | 0.583 | 0.669 | ||
CNN | 0.467 | 0.482 | 0.084 | 0.011 | 0.504 | 0.168 | 0.512 | 0.253 | ||
LSTM | 0.493 | 0.496 | 0.076 | 0.128 | 0.538 | 0.940 | 0.521 | 0.670 |