From Crisis to Algorithm: Credit Delinquency Prediction in Peru Under Critical External Factors Using Machine Learning
Abstract
1. Introduction
2. Related Work
- COVID-19 and Credit Risk: The COVID-19 pandemic exposed critical limitations in traditional credit risk models. Government interventions—such as moratoriums, liquidity injections, and public credit guarantees—generated structural breaks in borrower behavior, which challenged the assumptions of pre-pandemic models and led to inaccurate estimations of default risk [11]. These disruptions particularly affected financially vulnerable groups as noted in recent empirical analyses [24].Several studies have highlighted the necessity of using adaptive, data-driven approaches—such as deep learning and regularized regression models—to handle the nonlinearity and volatility introduced by systemic shocks [25,26,27]. In the Peruvian context, unemployment shocks and loan restructuring policies were found to be key drivers of delinquency in consumer and microfinance credit portfolios during the pandemic period [28,29]. Evidence also suggests that regularized machine learning models, including Lasso and Ridge regression, offer robust predictive performance under uncertainty, particularly in large-scale government programs such as “Reactiva Perú” [27].
- Climate-Related Risks: Climate change poses both physical risks (e.g., floods and droughts) and transition risks (e.g., carbon pricing and regulatory shifts), each with distinct implications for credit stability. Physical hazards can disrupt supply chains, damage infrastructure, and reduce household and firm-level repayment capacity [30], while transition risks expose high-emission sectors to market penalties and regulatory uncertainty [31,32].Empirical evidence shows that extreme climate events elevate loan impairment rates and increase provisioning requirements, particularly for microfinance institutions operating in vulnerable regions [12]. These dynamics underscore the urgency of integrating climate stress testing, early-warning systems, and network-aware modeling into credit risk frameworks [33,34].This study [35] analyzes the interaction between macroeconomic shocks and climate-driven economic pressures within the Peruvian context, using a vector autoregression (VAR) model with national time-series data. Their findings suggest that expansionary monetary policies during periods of climate-related stress may inadvertently elevate the credit risk of microfinance portfolios. This reinforces the need to develop predictive frameworks that account for both environmental and policy-related drivers of credit instability in emerging economies.
- Social Unrest and Political Instability: Social unrest—often triggered by inequality, political crises, or economic shocks—can significantly amplify credit risk by disrupting income flows, consumption patterns, and investor confidence. Empirical evidence from Chile shows that the 2019 protests led to a measurable increase in household default probability, with partial mitigation through pandemic-era relief programs [36]. Similarly, civil unrest has been shown to induce volatility in financial markets, exemplified by reverse herding behaviors among investors [37], and to influence regulatory responses such as foreclosure bans, which may inadvertently elevate long-term credit risk [38]. In the Middle East and North Africa (MENA) region, waves of political instability have prompted structural reforms such as bank privatization, producing mixed outcomes in terms of credit risk and financial system resilience [39].While regional and global analyses are increasingly available, country-level studies for Peru remain scarce. However, recent academic research suggests that social and health crises in Peru prompted a behavioral shift among microentrepreneurs, particularly those in lower-poverty districts, who increasingly substituted personal loans with government-backed business credit during times of elevated uncertainty. This substitution pattern reflects a form of borrower adaptation and highlights the indirect impact of public policy interventions—such as state guarantee programs—on the structure and resilience of credit portfolios in emerging markets [29].
- Compound External Shocks: An emerging body of research highlights that the simultaneous occurrence of exogenous stressors—such as pandemics, climate anomalies, and social unrest—can generate nonlinear, systemic risks that conventional credit risk models are ill-equipped to anticipate [40]. These compound shocks interact across temporal and spatial dimensions, producing cascading effects on borrower behavior, institutional solvency, and portfolio stability. Moreover, societal vulnerabilities such as institutional fragility, inequality, and economic informality intensify the transmission channels and feedback loops of these risks, particularly in emerging economies.To address this complexity, researchers have proposed integrated modeling frameworks that incorporate early-warning signals, tipping points, and network-aware propagation mechanisms spanning environmental, economic, and political domains [40]. These multidimensional approaches are considered essential for the development of next-generation credit risk systems capable of operating under deep systemic uncertainty.In the Peruvian context, recent analyses emphasize the need for credit scoring systems to account for borrower heterogeneity under compound volatility conditions [41]. Empirical studies support the use of hybrid models that integrate Explainable Artificial Intelligence (XAI) techniques—such as SHapley Additive Explanations (SHAP) and Local Interpretable Model-Agnostic Explanations (LIME)—into traditional risk evaluation processes, thereby enhancing model transparency and predictive performance in highly unstable environments [23]. These insights reinforce the urgency of designing robust, adaptive credit assessment tools tailored to complex and evolving risk landscapes.
3. Materials and Methods
3.1. Research Questions and Data Description
3.2. Cross-Industry Standard Process for Data Mining
3.2.1. Workflow Description
- Dataset Definition and Feature Selection: The process begins by determining the relevant datasets and conducting a comprehensive analysis of the phenomena to be evaluated (EF in this study). Feature selection was guided by the established methodologies [46], identifying attributes with high relevance to credit risk prediction, including both internal (e.g., loan characteristics) and external (e.g., EF) variables. The selected features were refined using feature importance techniques, such as Recursive Feature Elimination (RFE) and Mutual Information (MI), ensuring that only the most significant predictors were retained.
- Data Preparation: Preprocessing involved standardizing and normalizing the dataset (using sum normalization) to homogenize the data scales. Additionally, missing data were handled using multiple imputation techniques to maintain dataset integrity [46].
- Integration of External Factors: To evaluate the impact of EF on credit risk prediction, additional variables corresponding to EF (e.g., COVID-19, temperature anomalies, and social unrest) were incorporated into the dataset. These variables were derived from time-series analyses and causal relationships, validated through statistical methods such as the Dickey–Fuller test and the Granger causality test [47].The Dickey–Fuller test was employed to verify the stationarity of the time-series data, ensuring that relationships between variables were not spurious and that the models yielded reliable results [47]. The stationarity of time series is critical, particularly when external factors such as COVID-19 cases, mortality rates, and roadblocks caused by weather events influence the temporal dynamics. The test is described mathematically asThe terms represent the following:
- : first difference in time series ();
- : a constant;
- : a trend term;
- : lagged value of the time series;
- : coefficients of lagged differences;
- : the error term;
- p: the number of lags.
Following the confirmation of stationarity, the Granger causality test was applied to evaluate the causal influence of these external factors on economic activities. The test, widely used in econometric studies, is defined asThe terms represent the following:- : lagged values of series ;
- , , and : the coefficients;
- : the error term.
Lag variables were calculated to capture delayed effects, with lag periods tailored to each EF (e.g., quarterly for temperature anomalies, and monthly for social unrest and COVID-19). These statistical methods ensured rigorous validation of the causal relationship between EF and economic activities that influence credit defaults. - ML Model Training and Hyperparameter Tuning: Advanced ML models were trained on datasets both with and without EF to assess their predictive contributions. Hyperparameter tuning was conducted using grid search and Bayesian optimization [48] to enhance the model performance. To address the class imbalance in the dataset, techniques such as the Synthetic Minority Oversampling Technique (SMOTE) [49] and class-weighted loss functions were employed [50,51].
- Evaluation and Explainability (XAI): Models were evaluated using metrics such as Accuracy (ACC), Area Under the Curve (AUC), Kolmogorov–Smirnov (KS) and F1-score (F1) across multiple folds (10-fold cross-validation). To enhance interpretability, post hoc explainability techniques such as SHAP and LIME were applied [52]. These methods highlight the most influential features in predicting credit delinquency both before and after incorporating EF [19].
- Comparison of Scenarios: The workflow was executed in parallel for scenarios excluding EF and those incorporating EF. This allowed for a direct comparison of the model performance and the added value of EF inclusion.
3.2.2. Key Enhancements in the Current Study
- The integration of explainability methods (SHAP and LIME) provides actionable insights for decision-makers in financial institutions.
- Comprehensive feature selection processes were implemented, ensuring that only the most predictive attributes were retained for model development.
- Rigorous hyperparameter optimization to maximize model performance and robustness.
3.2.3. Research Strategy
Evaluation Periods
- COVID-19: The evaluation period spans March 2020 to January 2022. Loans disbursed until October 2021 are included to account for a 60-day grace period before delinquencies appeared, ensuring unbiased results (Figure 3).During the analysis of the COVID-19 external factors, it was identified that the trends in the number of positive cases and deaths often showed opposing behaviors. To address this, an additional experiment was conducted, in which the death curve was shifted from one period to the right, referred to as the COVID MOV. This adjustment considered the estimated incubation period of the disease and the time to potential fatality, typically ranging from 2 to 3 weeks. By aligning the death data with this temporal delay, this analysis aimed to capture the causal relationship between disease progression and its impact on credit delinquency rates. This methodological adjustment is illustrated in Figure 3 (green dotted line).
- Social Unrest and Climate Factors: Data from December 2022 to September 2023 were analyzed, with loans disbursed up to June 2023 considered under the same grace period logic (Figure 4).
Data Preprocessing
Machine Learning Models
- Traditional Models: Linear Discriminant Analysis (LDA), Quadratic Discriminant Analysis (QDA), and k-Nearest Neighbors (KNN) [54].
- Explainable Models:
- Feedforward Neural Networks: Variants of Feedforward Neural Networks (FFNN) were explored:
- –
- Standard Feedforward Neural Network (FFN): A classical architecture used as a baseline for comparison.
- –
- Feedforward Neural Network with Sparse Regularization (FFNSP): Incorporates sparsity constraints to enhance generalization and reduce overfitting.
- –
- Feedforward Neural Network with Local Penalty Regularization (FFNLP): Local penalty terms are applied to balance feature contributions and improve interpretability.
- Deep Learning: Convolutional Neural Networks (CNN) were included for their ability to capture complex relationships in both spatial and temporal data [25]. Although CNN are traditionally applied to image or time-series data, in this study, each tabular instance was reshaped into a 2D tensor of shape , allowing the use of 1D convolutional layers to capture localized patterns across the feature vector. This approach has been successfully applied in previous studies involving structured tabular data [58].
Explainability with XAI
Statistical Evaluation
- : mean of metrics from ten folds;
- : hypothetical mean under the null scenario;
- s: standard deviation of metrics;
- n: number of folds ().
Economic Activity Relevance
- 80% Concentration: 80% of the loans are concentrated in 78 economic activities.
- 99% Concentration: 99% of the loans are concentrated in 326 economic activities.
- 100% Concentration: 100% of the loans are distributed across 660 economic activities.
Research Limitations and Biases
- Context-Specific Findings: The analysis is based on data from the Peruvian context, which may limit the generalizability to other regions with different economic, social, and environmental dynamics. Future research should incorporate external validation by using datasets from diverse geographical areas to evaluate the transferability of the proposed methodology.
- Training Data Bias: Dataset imbalances and the under-reporting of delinquency during government interventions may introduce biases. Although SMOTE has been used to address class imbalances, residual biases related to data collection practices or policy impacts may persist.
- Model Transparency: While explainability techniques such as SHAP, LIME, and interpretable models (e.g., XNN and EBM) have been employed, the use of black-box models like CNN and XGB remains a challenge. This lack of inherent transparency could hinder their applicability to financial institutions, where explainability is crucial for regulatory compliance and stakeholder trust.
- Temporal Assumptions: The assumption that loans disbursed near the evaluation cutoff reflect the grace period impacts may not fully account for the delayed delinquency effects, particularly for loans with extended repayment terms.
- Data Quality and Noise: External factor measurements and institutional datasets may contain noise or inaccuracies that could affect model performance, despite preprocessing steps such as normalization and standardization. Future work should explore advanced noise-reduction techniques.
- Researcher Influence: Prior domain knowledge and experience can introduce subtle biases in model selection, EF, or preprocessing decisions. To mitigate this, the study adhered to best practices such as k-fold cross-validation, rigorous statistical testing, and methodological transparency.
4. Results
4.1. Stationarity Analysis and Dataset Integration
Key Stationarity Findings
4.2. Definition of Evaluated Scenarios and Causality Testing
Algorithm 1 Dataset evaluation using ML algorithms. |
|
- RQ1. How did the COVID-19 pandemic, through factors such as positive cases and mortality rates, influence credit defaults in different economic activities?
- RQ2. To what extent do climate change indicators, such as temperature anomalies and road blockages due to weather, impact credit delinquency patterns?
- RQ3. What is the relationship between credit delinquency and social unrest, considering disruptions to economic activities and societal stability?
- RQ4. How do the combined effects of external factors (COVID-19, climate change, and social unrest) contribute to variations in credit delinquency, and what are the most influential factors?
5. Discussion and Research Implications
6. Conclusions and Future Research
Author Contributions
Funding
Institutional Review Board Statement
Informed Consent Statement
Data Availability Statement
Conflicts of Interest
Appendix A. Results Tables
AUC (%) | ACC (%) | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Scenarios | Results | Scenarios | Results | |||||||||||
SFE | P | F + P | F | P - SFE | F + P - SFE | F - SFE | SFE | P | F + P | F | P - SFE | F + P - SFE | F - SFE | |
WGB_CR | ||||||||||||||
1. D100 | ||||||||||||||
cnn | 72.82 | 73.63 | 74.09 | 74.09 | 0.82 | 1.28 | 1.27 | 67.49 | 70.07 | 70.18 | 70.14 | 2.58 | 2.69 | 2.65 |
ebm | 81.13 | 81.23 | 81.42 | 81.26 | 0.10 | 0.29 | 0.13 | 74.84 | 74.94 | 75.05 | 74.93 | 0.09 | 0.20 | 0.08 |
ffn | 72.30 | 72.56 | 72.39 | 73.38 | 0.26 | 0.10 | 1.08 | 66.74 | 65.24 | 66.15 | 66.14 | −1.50 | −0.59 | −0.60 |
ffnlp | 72.11 | 72.35 | 72.41 | 72.72 | 0.25 | 0.30 | 0.61 | 66.28 | 67.55 | 65.64 | 65.19 | 1.27 | −0.64 | −1.09 |
ffnsp | 72.31 | 72.31 | 71.42 | 72.77 | 0.00 | −0.89 | 0.47 | 66.40 | 66.45 | 64.67 | 65.59 | 0.05 | −1.73 | −0.81 |
knn | 67.21 | 66.92 | 66.93 | 66.93 | −0.29 | −0.28 | −0.28 | 63.23 | 63.00 | 62.97 | 62.98 | −0.22 | −0.26 | −0.24 |
lda | 67.23 | 68.01 | 68.54 | 68.25 | 0.78 | 1.31 | 1.02 | 63.09 | 63.74 | 64.09 | 63.77 | 0.65 | 1.00 | 0.67 |
mlp | 69.30 | 70.83 | 71.17 | 70.47 | 1.53 | 1.87 | 1.17 | 60.82 | 63.26 | 63.58 | 62.87 | 2.44 | 2.76 | 2.06 |
percep | 57.96 | 58.44 | 59.88 | 59.46 | 0.48 | 1.92 | 1.50 | 44.58 | 57.99 | 56.37 | 49.31 | 13.41 | 11.78 | 4.73 |
qda | 67.44 | 66.98 | 65.81 | 67.17 | −0.46 | −1.63 | −0.27 | 52.50 | 54.01 | 54.13 | 53.72 | 1.52 | 1.64 | 1.22 |
rf | 81.74 | 81.51 | 81.21 | 81.46 | −0.23 | −0.53 | −0.29 | 75.51 | 75.44 | 75.22 | 75.48 | −0.07 | −0.29 | −0.03 |
ridge | 66.94 | 67.55 | 68.05 | 67.81 | 0.62 | 1.12 | 0.87 | 62.93 | 63.39 | 63.70 | 63.43 | 0.46 | 0.77 | 0.50 |
xgb | 80.76 | 81.00 | 81.10 | 81.07 | 0.23 | 0.33 | 0.30 | 74.77 | 74.98 | 75.03 | 74.98 | 0.21 | 0.26 | 0.22 |
xnn | 50.14 | 50.38 | 50.10 | 50.37 | 0.24 | −0.05 | 0.22 | 53.42 | 57.99 | 62.76 | 54.22 | 4.57 | 9.34 | 0.80 |
2. D99 | ||||||||||||||
cnn | 72.75 | 73.60 | 74.27 | 73.57 | 0.86 | 1.52 | 0.83 | 67.04 | 70.03 | 70.42 | 69.97 | 2.98 | 3.37 | 2.93 |
ebm | 81.04 | 81.24 | 81.37 | 81.24 | 0.19 | 0.33 | 0.20 | 74.77 | 74.93 | 75.04 | 74.94 | 0.16 | 0.28 | 0.18 |
ffn | 72.69 | 72.38 | 71.50 | 71.55 | −0.31 | −1.20 | −1.14 | 66.07 | 65.94 | 65.86 | 65.75 | −0.14 | −0.21 | −0.32 |
ffnlp | 71.71 | 72.81 | 72.16 | 72.45 | 1.09 | 0.44 | 0.74 | 65.27 | 66.83 | 66.28 | 65.94 | 1.56 | 1.02 | 0.67 |
ffnsp | 72.58 | 73.11 | 72.58 | 72.99 | 0.53 | −0.00 | 0.41 | 63.93 | 65.34 | 66.81 | 66.17 | 1.41 | 2.87 | 2.24 |
knn | 67.10 | 66.88 | 66.88 | 66.88 | −0.22 | −0.21 | −0.21 | 63.24 | 63.02 | 63.02 | 63.04 | −0.23 | −0.22 | −0.21 |
lda | 67.17 | 67.92 | 68.46 | 68.19 | 0.75 | 1.29 | 1.02 | 63.07 | 63.68 | 64.04 | 63.78 | 0.60 | 0.96 | 0.70 |
mlp | 69.79 | 68.93 | 69.62 | 68.70 | −0.86 | −0.16 | −1.08 | 63.83 | 64.12 | 59.76 | 64.96 | 0.29 | −4.07 | 1.13 |
percep | 55.09 | 57.67 | 54.19 | 56.99 | 2.58 | −0.90 | 1.90 | 55.48 | 58.56 | 53.93 | 50.60 | 3.07 | −1.55 | −4.88 |
qda | 67.32 | 66.90 | 65.74 | 67.08 | −0.42 | −1.58 | −0.23 | 52.41 | 53.98 | 54.02 | 53.63 | 1.57 | 1.62 | 1.22 |
rf | 81.68 | 81.33 | 81.02 | 81.30 | −0.35 | −0.66 | −0.38 | 75.63 | 75.32 | 75.09 | 75.38 | −0.31 | −0.54 | −0.24 |
ridge | 66.85 | 67.47 | 67.97 | 67.74 | 0.62 | 1.12 | 0.89 | 62.94 | 63.39 | 63.68 | 63.49 | 0.45 | 0.73 | 0.55 |
xgb | 80.72 | 80.96 | 80.97 | 80.95 | 0.24 | 0.25 | 0.24 | 74.81 | 74.97 | 74.89 | 74.86 | 0.16 | 0.08 | 0.04 |
xnn | 50.47 | 50.25 | 50.48 | 50.59 | −0.23 | 0.00 | 0.11 | 57.50 | 53.55 | 59.22 | 54.37 | −3.95 | 1.71 | −3.14 |
3. D80 | ||||||||||||||
cnn | 72.68 | 73.18 | 73.79 | 73.50 | 0.50 | 1.11 | 0.82 | 66.38 | 70.28 | 70.65 | 70.44 | 3.90 | 4.26 | 4.06 |
ebm | 80.73 | 81.03 | 81.16 | 81.05 | 0.29 | 0.43 | 0.31 | 74.92 | 75.16 | 75.29 | 75.19 | 0.24 | 0.37 | 0.27 |
ffn | 71.76 | 72.16 | 72.38 | 72.83 | 0.41 | 0.62 | 1.07 | 63.24 | 66.92 | 66.19 | 67.18 | 3.68 | 2.95 | 3.94 |
ffnlp | 71.14 | 72.00 | 71.66 | 71.97 | 0.86 | 0.51 | 0.83 | 65.73 | 66.90 | 66.45 | 65.44 | 1.16 | 0.72 | −0.29 |
ffnsp | 70.87 | 72.03 | 72.29 | 72.13 | 1.15 | 1.42 | 1.25 | 64.07 | 65.62 | 66.69 | 65.65 | 1.54 | 2.61 | 1.58 |
knn | 66.57 | 66.57 | 66.57 | 66.57 | −0.01 | 0.00 | 0.00 | 62.98 | 62.95 | 62.95 | 62.96 | −0.02 | −0.03 | −0.01 |
lda | 67.33 | 67.90 | 68.29 | 68.07 | 0.57 | 0.96 | 0.74 | 63.45 | 63.88 | 64.20 | 64.02 | 0.43 | 0.75 | 0.57 |
mlp | 67.96 | 68.85 | 68.61 | 69.92 | 0.89 | 0.66 | 1.96 | 58.09 | 63.16 | 62.43 | 60.73 | 5.07 | 4.34 | 2.64 |
percep | 57.44 | 55.39 | 59.27 | 56.66 | −2.05 | 1.83 | −0.78 | 52.88 | 57.22 | 50.16 | 56.66 | 4.35 | −2.71 | 3.78 |
qda | 67.69 | 66.51 | 64.11 | 66.30 | −1.18 | −3.58 | −1.39 | 52.76 | 54.28 | 52.68 | 53.73 | 1.52 | −0.08 | 0.97 |
rf | 81.18 | 81.03 | 80.68 | 80.96 | −0.15 | −0.51 | −0.22 | 75.47 | 75.57 | 75.26 | 75.52 | 0.11 | −0.20 | 0.05 |
ridge | 66.67 | 67.23 | 67.59 | 67.40 | 0.56 | 0.92 | 0.73 | 63.06 | 63.35 | 63.73 | 63.55 | 0.29 | 0.67 | 0.49 |
xgb | 80.20 | 80.75 | 80.76 | 80.69 | 0.54 | 0.56 | 0.49 | 74.74 | 75.13 | 75.15 | 75.14 | 0.39 | 0.41 | 0.39 |
xnn | 50.35 | 50.07 | 49.89 | 50.03 | −0.28 | −0.47 | −0.33 | 63.26 | 63.80 | 60.07 | 53.46 | 0.54 | −3.19 | −9.80 |
AUC (%) | ACC (%) | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Scenarios | Results | Scenarios | Results | |||||||||||
SFE | P | F + P | F | P - SFE | F + P - SFE | F - SFE | SFE | P | F + P | F | P - SFE | F + P - SFE | F - SFE | |
WOGB_CR | ||||||||||||||
1. D100 | ||||||||||||||
cnn | 72.92 | 74.10 | 74.17 | 74.28 | 1.18 | 1.25 | 1.35 | 67.53 | 72.93 | 72.67 | 73.11 | 5.41 | 5.15 | 5.58 |
ebm | 81.38 | 81.29 | 81.45 | 81.31 | −0.09 | 0.07 | −0.07 | 76.54 | 76.41 | 76.51 | 76.48 | −0.13 | −0.03 | −0.06 |
ffn | 72.71 | 72.60 | 73.34 | 72.89 | −0.11 | 0.63 | 0.18 | 67.46 | 67.29 | 67.49 | 68.33 | −0.17 | 0.03 | 0.88 |
ffnlp | 72.16 | 72.32 | 71.68 | 73.16 | 0.15 | −0.49 | 1.00 | 66.86 | 66.56 | 63.51 | 66.75 | −0.30 | −3.35 | −0.11 |
ffnsp | 72.48 | 73.44 | 73.75 | 73.36 | 0.96 | 1.27 | 0.88 | 65.18 | 68.26 | 67.02 | 69.48 | 3.09 | 1.84 | 4.30 |
knn | 66.21 | 65.98 | 65.98 | 65.99 | −0.23 | −0.23 | −0.22 | 63.19 | 62.84 | 62.82 | 62.84 | −0.35 | −0.36 | −0.35 |
lda | 66.08 | 66.68 | 67.16 | 66.89 | 0.60 | 1.08 | 0.81 | 63.18 | 63.64 | 63.93 | 63.65 | 0.46 | 0.75 | 0.47 |
mlp | 70.92 | 70.07 | 71.03 | 68.89 | −0.85 | 0.11 | −2.03 | 60.20 | 67.96 | 63.45 | 62.29 | 7.76 | 3.25 | 2.09 |
percep | 55.94 | 54.88 | 57.04 | 55.72 | −1.06 | 1.10 | −0.22 | 54.77 | 59.56 | 50.92 | 57.58 | 4.78 | −3.85 | 2.81 |
qda | 66.82 | 65.97 | 64.75 | 66.18 | −0.84 | −2.07 | −0.64 | 50.72 | 52.66 | 52.59 | 52.06 | 1.94 | 1.86 | 1.33 |
rf | 79.53 | 79.09 | 78.75 | 78.99 | −0.44 | −0.78 | −0.53 | 75.34 | 75.34 | 75.17 | 75.21 | 0.01 | −0.16 | −0.13 |
ridge | 65.95 | 66.44 | 66.89 | 66.66 | 0.50 | 0.94 | 0.71 | 63.14 | 63.44 | 63.77 | 63.54 | 0.30 | 0.63 | 0.40 |
xgb | 80.43 | 80.60 | 80.64 | 80.68 | 0.17 | 0.21 | 0.25 | 76.00 | 76.16 | 76.13 | 76.24 | 0.16 | 0.13 | 0.24 |
xnn | 50.14 | 50.71 | 50.15 | 50.19 | 0.56 | 0.00 | 0.05 | 62.48 | 66.64 | 62.37 | 54.50 | 4.17 | −0.10 | −7.98 |
2. D99 | ||||||||||||||
cnn | 73.04 | 73.95 | 74.16 | 74.28 | 0.91 | 1.12 | 1.24 | 68.52 | 72.56 | 72.93 | 72.91 | 4.03 | 4.40 | 4.38 |
ebm | 81.23 | 81.31 | 81.44 | 81.33 | 0.08 | 0.22 | 0.10 | 76.31 | 76.39 | 76.49 | 76.48 | 0.07 | 0.18 | 0.17 |
ffn | 72.50 | 72.95 | 72.44 | 73.37 | 0.46 | −0.05 | 0.87 | 64.38 | 65.93 | 64.91 | 68.10 | 1.54 | 0.53 | 3.72 |
ffnlp | 72.72 | 72.92 | 73.36 | 72.79 | 0.20 | 0.64 | 0.07 | 68.01 | 65.29 | 69.55 | 70.48 | −2.72 | 1.54 | 2.47 |
ffnsp | 73.19 | 73.12 | 72.32 | 73.13 | −0.07 | −0.87 | −0.06 | 67.88 | 61.75 | 68.83 | 65.88 | −6.13 | 0.95 | −2.00 |
knn | 65.94 | 66.00 | 66.00 | 66.00 | 0.06 | 0.06 | 0.06 | 62.92 | 62.58 | 62.58 | 62.59 | −0.35 | −0.34 | −0.33 |
lda | 66.00 | 66.67 | 67.15 | 66.90 | 0.67 | 1.15 | 0.90 | 63.15 | 63.63 | 64.00 | 63.67 | 0.48 | 0.85 | 0.52 |
mlp | 68.79 | 70.06 | 70.21 | 70.58 | 1.27 | 1.42 | 1.79 | 70.57 | 64.20 | 64.24 | 68.64 | −6.37 | −6.33 | −1.93 |
percep | 55.28 | 56.66 | 55.64 | 56.59 | 1.37 | 0.36 | 1.31 | 54.45 | 56.49 | 49.80 | 55.10 | 2.04 | −4.65 | 0.65 |
qda | 66.72 | 65.95 | 64.69 | 66.12 | −0.77 | −2.03 | −0.60 | 50.57 | 52.65 | 52.77 | 52.16 | 2.08 | 2.20 | 1.60 |
rf | 79.41 | 78.96 | 78.60 | 78.91 | −0.46 | −0.81 | −0.51 | 75.31 | 75.19 | 74.90 | 75.24 | −0.13 | −0.41 | −0.07 |
ridge | 65.85 | 66.42 | 66.87 | 66.65 | 0.57 | 1.02 | 0.80 | 63.13 | 63.45 | 63.82 | 63.58 | 0.32 | 0.69 | 0.45 |
xgb | 80.35 | 80.66 | 80.65 | 80.61 | 0.32 | 0.30 | 0.26 | 76.13 | 76.28 | 76.21 | 76.25 | 0.15 | 0.08 | 0.12 |
xnn | 50.08 | 50.74 | 50.00 | 49.90 | 0.67 | −0.08 | −0.18 | 62.22 | 65.34 | 70.29 | 66.02 | 3.12 | 8.07 | 3.80 |
3. D80 | ||||||||||||||
cnn | 73.29 | 73.32 | 73.58 | 73.05 | 0.03 | 0.29 | −0.24 | 68.07 | 72.86 | 73.28 | 72.64 | 4.78 | 5.20 | 4.56 |
ebm | 80.75 | 81.05 | 81.13 | 81.02 | 0.30 | 0.37 | 0.27 | 76.37 | 76.72 | 76.74 | 76.69 | 0.35 | 0.37 | 0.32 |
ffn | 71.19 | 73.05 | 72.68 | 73.08 | 1.86 | 1.49 | 1.88 | 63.49 | 66.53 | 66.51 | 68.70 | 3.04 | 3.02 | 5.22 |
ffnlp | 72.25 | 72.57 | 71.92 | 73.00 | 0.32 | −0.33 | 0.74 | 64.39 | 64.96 | 64.64 | 62.94 | 0.57 | 0.25 | −1.45 |
ffnsp | 71.72 | 73.07 | 72.27 | 72.45 | 1.35 | 0.55 | 0.72 | 68.29 | 64.39 | 64.76 | 65.33 | −3.90 | −3.53 | −2.96 |
knn | 65.37 | 65.36 | 65.36 | 65.37 | −0.01 | −0.01 | −0.00 | 62.54 | 62.52 | 62.51 | 62.53 | −0.02 | −0.03 | −0.00 |
lda | 65.85 | 66.35 | 66.70 | 66.52 | 0.50 | 0.85 | 0.67 | 63.27 | 63.64 | 63.93 | 63.75 | 0.37 | 0.65 | 0.48 |
mlp | 69.10 | 71.07 | 69.19 | 70.08 | 1.96 | 0.09 | 0.97 | 62.97 | 59.38 | 52.32 | 60.10 | −3.59 | −10.65 | −2.87 |
percep | 55.71 | 56.80 | 57.86 | 55.39 | 1.09 | 2.16 | −0.31 | 51.81 | 55.32 | 52.05 | 50.98 | 3.51 | 0.24 | −0.83 |
qda | 66.65 | 65.29 | 63.02 | 65.30 | −1.36 | −3.63 | −1.35 | 50.91 | 53.12 | 50.75 | 52.15 | 2.21 | −0.16 | 1.25 |
rf | 78.71 | 78.53 | 78.12 | 78.56 | −0.18 | −0.59 | −0.15 | 75.29 | 75.54 | 75.39 | 75.65 | 0.25 | 0.10 | 0.36 |
ridge | 65.48 | 65.97 | 66.26 | 66.13 | 0.48 | 0.78 | 0.65 | 63.14 | 63.37 | 63.65 | 63.58 | 0.23 | 0.51 | 0.43 |
xgb | 79.57 | 80.16 | 80.16 | 80.20 | 0.59 | 0.59 | 0.63 | 75.92 | 76.45 | 76.44 | 76.45 | 0.54 | 0.52 | 0.54 |
xnn | 50.76 | 50.57 | 49.89 | 49.89 | −0.19 | −0.87 | −0.86 | 56.71 | 55.79 | 71.19 | 66.89 | −0.92 | 14.48 | 10.18 |
KS (%) | F1 (%) | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Scenarios | Results | Scenarios | Results | |||||||||||
SFE | P | F + P | F | P - SFE | F + P - SFE | F - SFE | SFE | P | F + P | F | P - SFE | F + P - SFE | F - SFE | |
1. D100 | ||||||||||||||
cnn | 36.00 | 36.34 | 37.65 | 37.16 | 0.34 | 1.65 | 1.16 | 74.04 | 78.43 | 78.30 | 78.28 | 4.39 | 4.26 | 4.24 |
ebm | 46.69 | 48.66 | 49.02 | 48.59 | 1.97 | 2.33 | 1.90 | 80.49 | 81.36 | 81.48 | 81.42 | 0.86 | 0.99 | 0.92 |
ffn | 34.10 | 34.29 | 34.81 | 34.48 | 0.19 | 0.71 | 0.38 | 70.15 | 73.61 | 70.72 | 72.97 | 3.46 | 0.57 | 2.82 |
ffnlp | 35.44 | 35.13 | 34.95 | 34.57 | −0.30 | −0.49 | −0.87 | 69.62 | 71.86 | 71.92 | 69.80 | 2.24 | 2.30 | 0.18 |
ffnsp | 7.50 | 5.34 | 6.95 | 11.19 | −2.16 | −0.55 | 3.68 | 47.14 | 69.09 | 32.39 | 55.49 | 21.95 | −14.75 | 8.35 |
knn | 26.04 | 25.53 | 25.49 | 25.50 | −0.51 | −0.55 | −0.54 | 69.55 | 69.31 | 69.27 | 69.28 | −0.24 | −0.28 | −0.26 |
lda | 24.32 | 25.24 | 26.28 | 25.80 | 0.93 | 1.97 | 1.48 | 69.92 | 70.25 | 70.56 | 70.28 | 0.33 | 0.64 | 0.36 |
mlp | 30.67 | 28.94 | 30.37 | 30.44 | −1.73 | −0.30 | −0.23 | 65.29 | 74.99 | 57.90 | 68.99 | 9.70 | −7.39 | 3.70 |
percep | 13.14 | 13.64 | 15.84 | 15.29 | 0.50 | 2.70 | 2.15 | 29.26 | 62.04 | 59.05 | 40.43 | 32.78 | 29.79 | 11.17 |
qda | 26.02 | 25.55 | 23.25 | 25.70 | −0.47 | −2.77 | −0.32 | 49.55 | 53.09 | 54.16 | 52.10 | 3.54 | 4.61 | 2.55 |
rf | 49.27 | 48.88 | 48.19 | 48.76 | −0.39 | −1.07 | −0.50 | 81.70 | 82.11 | 82.13 | 82.15 | 0.41 | 0.43 | 0.45 |
ridge | 24.33 | 25.22 | 26.28 | 25.79 | 0.88 | 1.95 | 1.46 | 30.27 | 30.94 | 31.73 | 31.39 | 0.68 | 1.46 | 1.12 |
xgb | 47.88 | 48.21 | 48.31 | 48.12 | 0.33 | 0.43 | 0.24 | 81.03 | 81.45 | 81.48 | 81.45 | 0.43 | 0.45 | 0.42 |
xnn | 0.68 | 0.01 | 0.25 | 0.04 | −0.67 | −0.43 | −0.64 | 73.61 | 79.33 | 72.10 | 71.51 | 5.72 | −1.50 | −2.09 |
2. D99 | ||||||||||||||
cnn | 35.96 | 36.57 | 36.01 | 36.50 | 0.61 | 0.04 | 0.53 | 71.65 | 78.71 | 74.94 | 78.32 | 7.05 | 3.29 | 6.67 |
ebm | 46.33 | 48.39 | 48.65 | 48.27 | 2.06 | 2.32 | 1.94 | 80.67 | 81.33 | 81.47 | 81.27 | 0.66 | 0.79 | 0.60 |
ffn | 34.10 | 35.21 | 34.90 | 34.31 | 1.11 | 0.80 | 0.22 | 71.22 | 72.95 | 70.99 | 73.04 | 1.73 | −0.22 | 1.82 |
ffnlp | 35.64 | 33.85 | 36.03 | 34.20 | −1.78 | 0.39 | −1.44 | 71.84 | 70.94 | 72.02 | 69.87 | −0.90 | 0.18 | −1.97 |
ffnsp | 3.65 | 3.42 | 2.39 | 5.27 | −0.23 | −1.26 | 1.62 | 30.78 | 37.40 | 38.08 | 36.47 | 6.62 | 7.30 | 5.69 |
knn | 25.85 | 25.61 | 25.62 | 25.65 | −0.24 | −0.23 | −0.20 | 69.70 | 69.32 | 69.33 | 69.35 | −0.38 | −0.37 | −0.35 |
lda | 24.24 | 25.17 | 26.14 | 25.73 | 0.93 | 1.90 | 1.49 | 70.00 | 70.30 | 70.58 | 70.37 | 0.30 | 0.58 | 0.37 |
mlp | 28.44 | 29.26 | 30.16 | 31.09 | 0.81 | 1.71 | 2.64 | 66.98 | 68.22 | 69.25 | 71.16 | 1.24 | 2.27 | 4.18 |
percep | 9.56 | 12.65 | 9.00 | 12.14 | 3.09 | −0.56 | 2.58 | 55.60 | 64.38 | 53.50 | 47.50 | 8.78 | −2.10 | −8.10 |
qda | 25.86 | 25.52 | 23.10 | 25.68 | −0.34 | −2.77 | −0.18 | 49.60 | 53.06 | 54.03 | 52.02 | 3.46 | 4.43 | 2.42 |
rf | 48.94 | 48.29 | 48.09 | 48.41 | −0.65 | −0.85 | −0.52 | 81.71 | 82.06 | 81.99 | 82.13 | 0.35 | 0.28 | 0.42 |
ridge | 24.22 | 25.17 | 26.14 | 25.72 | 0.96 | 1.92 | 1.50 | 30.26 | 31.13 | 31.95 | 31.59 | 0.87 | 1.70 | 1.33 |
xgb | 47.78 | 48.04 | 48.01 | 48.07 | 0.25 | 0.22 | 0.29 | 81.11 | 81.47 | 81.44 | 81.39 | 0.36 | 0.33 | 0.29 |
xnn | 0.47 | 0.26 | 0.46 | 0.21 | −0.21 | −0.00 | −0.26 | 56.15 | 64.27 | 64.65 | 56.02 | 8.12 | 8.51 | −0.13 |
3. D80 | ||||||||||||||
cnn | 34.99 | 35.94 | 35.88 | 36.67 | 0.95 | 0.89 | 1.67 | 73.58 | 78.90 | 77.79 | 78.71 | 5.31 | 4.20 | 5.13 |
ebm | 45.97 | 48.05 | 48.31 | 48.00 | 2.08 | 2.35 | 2.03 | 81.06 | 81.94 | 82.06 | 81.98 | 0.89 | 1.00 | 0.92 |
ffn | 31.00 | 32.98 | 33.99 | 32.50 | 1.98 | 2.98 | 1.50 | 73.84 | 65.83 | 69.25 | 72.99 | −8.01 | −4.59 | −0.85 |
ffnlp | 32.14 | 32.53 | 34.70 | 33.98 | 0.39 | 2.55 | 1.83 | 67.56 | 72.39 | 75.08 | 73.50 | 4.83 | 7.52 | 5.94 |
ffnsp | 4.74 | 9.54 | 4.96 | 4.68 | 4.80 | 0.22 | −0.06 | 36.56 | 34.09 | 37.52 | 28.57 | −2.47 | 0.96 | −7.99 |
knn | 25.09 | 25.07 | 25.08 | 25.07 | −0.02 | −0.01 | −0.02 | 69.81 | 69.78 | 69.77 | 69.79 | −0.03 | −0.04 | −0.02 |
lda | 24.18 | 24.99 | 25.52 | 25.47 | 0.82 | 1.35 | 1.29 | 70.49 | 70.76 | 71.06 | 70.93 | 0.27 | 0.57 | 0.44 |
mlp | 29.32 | 28.12 | 30.99 | 30.30 | −1.21 | 1.67 | 0.97 | 66.46 | 75.92 | 73.22 | 65.00 | 9.46 | 6.76 | −1.46 |
percep | 12.46 | 9.77 | 15.04 | 11.38 | −2.69 | 2.59 | −1.08 | 49.76 | 59.25 | 44.51 | 59.75 | 9.49 | −5.25 | 9.99 |
qda | 26.25 | 24.52 | 20.38 | 24.33 | −1.73 | −5.87 | −1.92 | 51.24 | 55.03 | 53.58 | 54.36 | 3.80 | 2.34 | 3.12 |
rf | 48.16 | 48.21 | 47.44 | 47.94 | 0.06 | −0.72 | −0.22 | 81.87 | 82.66 | 82.60 | 82.60 | 0.79 | 0.73 | 0.73 |
ridge | 24.17 | 24.98 | 25.53 | 25.45 | 0.81 | 1.36 | 1.28 | 31.33 | 32.18 | 32.88 | 32.36 | 0.85 | 1.55 | 1.03 |
xgb | 47.03 | 47.83 | 47.66 | 47.80 | 0.80 | 0.63 | 0.77 | 81.40 | 82.02 | 82.05 | 82.02 | 0.62 | 0.65 | 0.62 |
xnn | 1.73 | 1.53 | 0.21 | 0.06 | −0.20 | −1.51 | −1.67 | 39.49 | 71.30 | 72.95 | 72.25 | 31.81 | 33.45 | 32.75 |
KS (%) | F1 (%) | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Scenarios | Results | Scenarios | Results | |||||||||||
SFE | P | F + P | F | P - SFE | F + P - SFE | F - SFE | SFE | P | F + P | F | P - SFE | F + P - SFE | F - SFE | |
WOGB_CR | ||||||||||||||
1. D100 | ||||||||||||||
cnn | 35.39 | 36.92 | 38.55 | 37.23 | 1.52 | 3.15 | 1.84 | 74.22 | 82.19 | 82.25 | 81.72 | 7.97 | 8.03 | 7.50 |
ebm | 47.01 | 48.82 | 49.21 | 48.70 | 1.82 | 2.21 | 1.69 | 83.33 | 83.96 | 83.98 | 83.97 | 0.63 | 0.65 | 0.64 |
ffn | 35.63 | 35.56 | 35.64 | 35.15 | −0.06 | 0.02 | −0.48 | 73.80 | 73.89 | 70.71 | 66.74 | 0.09 | −3.09 | −7.06 |
ffnlp | 35.19 | 34.35 | 36.49 | 36.33 | −0.84 | 1.30 | 1.14 | 74.45 | 72.76 | 73.73 | 73.33 | −1.69 | −0.72 | −1.12 |
ffnsp | 0.00 | 5.00 | 1.23 | 2.58 | 5.00 | 1.23 | 2.58 | 41.31 | 70.67 | 74.25 | 30.48 | 29.36 | 32.94 | −10.84 |
knn | 24.89 | 24.34 | 24.33 | 24.34 | −0.55 | −0.56 | −0.56 | 71.07 | 70.69 | 70.67 | 70.69 | −0.38 | −0.40 | −0.38 |
lda | 22.95 | 23.93 | 24.61 | 24.39 | 0.98 | 1.65 | 1.43 | 71.66 | 71.87 | 72.18 | 71.93 | 0.21 | 0.52 | 0.27 |
mlp | 29.53 | 30.31 | 27.95 | 33.21 | 0.78 | −1.58 | 3.67 | 76.57 | 76.42 | 57.49 | 65.01 | −0.15 | −19.07 | −11.55 |
percep | 10.32 | 9.32 | 12.21 | 10.34 | −1.00 | 1.89 | 0.02 | 55.33 | 65.60 | 48.97 | 64.21 | 10.27 | −6.36 | 8.88 |
qda | 25.55 | 23.93 | 21.31 | 23.99 | −1.62 | −4.24 | −1.56 | 51.06 | 54.99 | 55.68 | 53.72 | 3.92 | 4.62 | 2.66 |
rf | 45.86 | 45.21 | 44.57 | 44.64 | −0.65 | −1.29 | −1.22 | 82.69 | 83.42 | 83.33 | 83.52 | 0.73 | 0.64 | 0.84 |
ridge | 22.96 | 23.93 | 24.60 | 24.33 | 0.97 | 1.64 | 1.37 | 32.93 | 33.47 | 34.15 | 33.83 | 0.54 | 1.22 | 0.90 |
xgb | 47.32 | 47.67 | 47.70 | 47.64 | 0.34 | 0.38 | 0.31 | 83.32 | 83.69 | 83.69 | 83.73 | 0.37 | 0.37 | 0.41 |
xnn | 1.52 | 0.59 | 0.49 | 0.38 | −0.94 | −1.04 | −1.14 | 40.03 | 59.14 | 71.82 | 50.73 | 19.11 | 31.79 | 10.70 |
2. D99 | ||||||||||||||
cnn | 35.88 | 37.51 | 35.57 | 37.84 | 1.63 | −0.31 | 1.96 | 74.77 | 82.07 | 81.91 | 81.99 | 7.30 | 7.14 | 7.22 |
ebm | 46.58 | 48.93 | 49.37 | 48.82 | 2.35 | 2.79 | 2.24 | 83.35 | 83.98 | 83.99 | 83.97 | 0.63 | 0.64 | 0.62 |
ffn | 36.14 | 34.37 | 36.19 | 35.45 | −1.77 | 0.05 | −0.69 | 70.67 | 76.86 | 74.86 | 69.89 | 6.19 | 4.18 | −0.78 |
ffnlp | 35.57 | 34.92 | 35.60 | 34.61 | −0.65 | 0.04 | −0.96 | 75.97 | 71.13 | 68.27 | 72.44 | −4.84 | −7.70 | −3.53 |
ffnsp | 0.40 | 11.95 | 2.33 | 4.76 | 11.54 | 1.93 | 4.35 | 41.37 | 49.08 | 54.60 | 43.60 | 7.71 | 13.23 | 2.22 |
knn | 24.20 | 23.94 | 23.95 | 23.97 | −0.27 | −0.25 | −0.23 | 70.93 | 70.47 | 70.47 | 70.48 | −0.46 | −0.46 | −0.45 |
lda | 22.99 | 23.78 | 24.50 | 24.21 | 0.79 | 1.52 | 1.22 | 71.70 | 71.89 | 72.24 | 72.02 | 0.19 | 0.55 | 0.32 |
mlp | 29.08 | 29.66 | 30.34 | 30.19 | 0.58 | 1.26 | 1.11 | 70.32 | 53.49 | 67.30 | 60.32 | −16.83 | −3.02 | −10.00 |
percep | 10.41 | 11.63 | 10.31 | 11.61 | 1.22 | −0.10 | 1.20 | 58.58 | 62.03 | 47.10 | 58.86 | 3.45 | −11.48 | 0.28 |
qda | 25.43 | 23.97 | 21.23 | 23.91 | −1.46 | −4.20 | −1.52 | 50.97 | 55.01 | 56.03 | 53.98 | 4.04 | 5.06 | 3.01 |
rf | 45.52 | 45.09 | 44.30 | 44.72 | −0.43 | −1.22 | −0.80 | 82.81 | 83.42 | 83.38 | 83.40 | 0.60 | 0.57 | 0.59 |
ridge | 22.98 | 23.72 | 24.47 | 24.22 | 0.74 | 1.49 | 1.23 | 32.91 | 33.41 | 34.19 | 33.87 | 0.51 | 1.28 | 0.96 |
xgb | 47.13 | 47.66 | 47.73 | 47.79 | 0.53 | 0.61 | 0.67 | 83.48 | 83.82 | 83.77 | 83.79 | 0.34 | 0.28 | 0.31 |
xnn | 1.02 | 0.00 | 0.00 | 0.03 | −1.02 | −1.01 | −0.98 | 74.61 | 74.30 | 82.55 | 66.02 | −0.32 | 7.94 | −8.59 |
3. D80 | ||||||||||||||
cnn | 35.73 | 36.31 | 37.13 | 36.87 | 0.58 | 1.40 | 1.15 | 76.63 | 81.99 | 82.32 | 82.06 | 5.36 | 5.70 | 5.43 |
ebm | 45.55 | 47.97 | 48.30 | 47.92 | 2.43 | 2.75 | 2.38 | 83.62 | 84.43 | 84.45 | 84.42 | 0.81 | 0.83 | 0.81 |
ffn | 33.41 | 35.00 | 34.05 | 34.86 | 1.59 | 0.64 | 1.45 | 77.49 | 75.95 | 76.77 | 75.96 | −1.53 | −0.71 | −1.53 |
ffnlp | 33.38 | 34.87 | 35.53 | 35.39 | 1.48 | 2.14 | 2.00 | 69.61 | 75.81 | 76.76 | 72.69 | 6.20 | 7.15 | 3.08 |
ffnsp | 0.01 | 4.62 | 0.21 | 3.16 | 4.60 | 0.20 | 3.15 | 58.32 | 52.39 | 66.66 | 32.04 | −5.94 | 8.33 | −26.28 |
knn | 23.42 | 23.39 | 23.35 | 23.40 | −0.03 | −0.06 | −0.02 | 70.84 | 70.82 | 70.81 | 70.83 | −0.02 | −0.03 | −0.01 |
lda | 22.59 | 23.27 | 23.75 | 23.42 | 0.68 | 1.16 | 0.83 | 72.00 | 72.19 | 72.43 | 72.37 | 0.19 | 0.42 | 0.36 |
mlp | 30.42 | 32.02 | 29.35 | 31.94 | 1.60 | −1.07 | 1.52 | 64.56 | 81.48 | 59.48 | 77.58 | 16.92 | −5.09 | 13.01 |
percep | 10.39 | 11.01 | 13.18 | 10.16 | 0.63 | 2.79 | −0.23 | 50.31 | 58.93 | 54.18 | 50.57 | 8.61 | 3.87 | 0.26 |
qda | 24.95 | 22.50 | 18.76 | 22.76 | −2.45 | −6.18 | −2.19 | 52.42 | 56.95 | 54.06 | 55.54 | 4.53 | 1.64 | 3.12 |
rf | 44.14 | 44.19 | 43.50 | 43.92 | 0.05 | −0.64 | −0.22 | 83.05 | 83.90 | 83.91 | 83.91 | 0.85 | 0.86 | 0.87 |
ridge | 22.57 | 23.26 | 23.73 | 23.41 | 0.68 | 1.16 | 0.83 | 33.39 | 34.27 | 34.83 | 34.40 | 0.88 | 1.44 | 1.01 |
xgb | 45.79 | 46.94 | 46.78 | 47.09 | 1.15 | 0.99 | 1.30 | 83.57 | 84.22 | 84.22 | 84.23 | 0.66 | 0.65 | 0.66 |
xnn | 0.74 | 0.47 | 0.97 | 0.51 | −0.27 | 0.23 | −0.23 | 66.67 | 59.76 | 70.13 | 67.23 | −6.91 | 3.46 | 0.56 |
AUC (%) | ACC (%) | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Scenarios | Results | Scenarios | Results | |||||||||||
SFE | P | F + P | F | P - SFE | F + P - SFE | F - SFE | SFE | P | F + P | F | P - SFE | F + P - SFE | F - SFE | |
WGB_CR | ||||||||||||||
1. D100 | ||||||||||||||
cnn | 72.63 | 73.34 | 74.25 | 74.04 | 0.71 | 1.61 | 1.41 | 66.85 | 69.80 | 70.36 | 69.98 | 2.95 | 3.51 | 3.13 |
ebm | 81.13 | 81.23 | 81.40 | 81.27 | 0.10 | 0.28 | 0.14 | 74.84 | 74.94 | 74.93 | 74.95 | 0.09 | 0.09 | 0.10 |
ffn | 71.73 | 72.79 | 73.11 | 73.02 | 1.05 | 1.37 | 1.28 | 64.01 | 67.56 | 65.13 | 65.75 | 3.55 | 1.12 | 1.73 |
ffnlp | 71.58 | 71.96 | 72.83 | 72.17 | 0.38 | 1.25 | 0.58 | 64.96 | 65.44 | 65.43 | 66.57 | 0.48 | 0.47 | 1.61 |
ffnsp | 72.35 | 72.17 | 73.07 | 72.46 | −0.18 | 0.72 | 0.10 | 64.93 | 66.32 | 65.79 | 66.45 | 1.39 | 0.86 | 1.52 |
knn | 67.21 | 66.92 | 66.85 | 67.03 | −0.29 | −0.37 | −0.18 | 63.23 | 63.00 | 62.92 | 63.03 | −0.22 | −0.30 | −0.20 |
lda | 67.23 | 68.01 | 68.56 | 68.27 | 0.78 | 1.33 | 1.04 | 63.09 | 63.74 | 64.12 | 63.85 | 0.65 | 1.03 | 0.76 |
mlp | 69.30 | 70.83 | 71.62 | 70.01 | 1.53 | 2.31 | 0.71 | 60.82 | 63.26 | 62.93 | 60.51 | 2.44 | 2.12 | −0.31 |
percep | 57.96 | 58.44 | 58.16 | 56.56 | 0.48 | 0.20 | −1.40 | 44.58 | 57.99 | 47.08 | 54.03 | 13.41 | 2.50 | 9.45 |
qda | 67.44 | 66.98 | 65.86 | 67.20 | −0.46 | −1.58 | −0.24 | 52.50 | 54.01 | 54.08 | 53.82 | 1.52 | 1.58 | 1.32 |
rf | 81.74 | 81.51 | 81.20 | 81.46 | −0.23 | −0.54 | −0.28 | 75.51 | 75.44 | 75.29 | 75.47 | −0.07 | −0.22 | −0.04 |
ridge | 66.94 | 67.55 | 68.07 | 67.83 | 0.62 | 1.14 | 0.89 | 62.93 | 63.39 | 63.78 | 63.55 | 0.46 | 0.85 | 0.62 |
xgb | 80.76 | 81.00 | 81.05 | 81.09 | 0.23 | 0.28 | 0.33 | 74.77 | 74.98 | 75.00 | 75.05 | 0.21 | 0.23 | 0.28 |
xnn | 50.21 | 50.42 | 50.69 | 49.86 | 0.21 | 0.47 | −0.35 | 53.52 | 64.62 | 58.11 | 62.32 | 11.09 | 4.59 | 8.79 |
2. D99 | ||||||||||||||
cnn | 72.80 | 73.40 | 74.06 | 73.79 | 0.60 | 1.25 | 0.98 | 68.60 | 70.07 | 69.79 | 70.22 | 1.48 | 1.19 | 1.63 |
ebm | 81.04 | 81.24 | 81.40 | 81.27 | 0.19 | 0.36 | 0.23 | 74.77 | 74.93 | 75.01 | 74.95 | 0.16 | 0.24 | 0.19 |
ffn | 72.82 | 72.50 | 72.90 | 72.94 | −0.33 | 0.08 | 0.11 | 65.07 | 67.39 | 65.81 | 67.26 | 2.31 | 0.74 | 2.19 |
ffnlp | 72.93 | 72.33 | 73.50 | 71.57 | −0.60 | 0.57 | −1.35 | 64.79 | 66.33 | 66.36 | 66.76 | 1.54 | 1.56 | 1.96 |
ffnsp | 71.88 | 72.73 | 72.13 | 72.97 | 0.85 | 0.25 | 1.09 | 66.23 | 66.61 | 65.97 | 67.17 | 0.38 | −0.26 | 0.94 |
knn | 67.10 | 66.88 | 67.10 | 66.91 | −0.22 | 0.00 | −0.19 | 63.24 | 63.02 | 63.17 | 63.06 | −0.23 | −0.08 | −0.18 |
lda | 67.17 | 67.92 | 68.53 | 68.22 | 0.75 | 1.36 | 1.05 | 63.07 | 63.68 | 64.12 | 63.79 | 0.60 | 1.05 | 0.72 |
mlp | 69.79 | 68.93 | 69.57 | 69.17 | −0.86 | −0.22 | −0.62 | 63.83 | 64.12 | 60.77 | 58.27 | 0.29 | −3.06 | −5.56 |
percep | 55.09 | 57.67 | 53.79 | 59.21 | 2.58 | −1.30 | 4.12 | 55.48 | 58.56 | 55.13 | 48.25 | 3.07 | −0.36 | −7.23 |
qda | 67.32 | 66.90 | 65.80 | 67.15 | −0.42 | −1.52 | −0.16 | 52.41 | 53.98 | 53.89 | 53.67 | 1.57 | 1.49 | 1.26 |
rf | 81.68 | 81.33 | 81.18 | 81.41 | −0.35 | −0.50 | −0.27 | 75.63 | 75.32 | 75.32 | 75.40 | −0.31 | −0.31 | −0.23 |
ridge | 66.85 | 67.47 | 68.04 | 67.78 | 0.62 | 1.19 | 0.93 | 62.94 | 63.39 | 63.77 | 63.49 | 0.45 | 0.82 | 0.55 |
xgb | 80.72 | 80.96 | 81.10 | 81.11 | 0.24 | 0.38 | 0.40 | 74.81 | 74.97 | 75.19 | 75.00 | 0.16 | 0.38 | 0.19 |
xnn | 49.91 | 50.11 | 50.00 | 49.88 | 0.20 | 0.09 | −0.02 | 56.25 | 62.86 | 62.66 | 56.14 | 6.62 | 6.42 | −0.11 |
3. D80 | ||||||||||||||
cnn | 71.98 | 73.18 | 73.19 | 73.24 | 1.21 | 1.21 | 1.26 | 66.51 | 70.27 | 70.06 | 70.11 | 3.75 | 3.55 | 3.60 |
ebm | 80.73 | 81.03 | 81.17 | 81.06 | 0.29 | 0.44 | 0.32 | 74.92 | 75.16 | 75.27 | 75.20 | 0.24 | 0.35 | 0.28 |
ffn | 71.97 | 71.95 | 72.62 | 71.74 | −0.02 | 0.65 | −0.23 | 65.38 | 64.76 | 65.96 | 67.04 | −0.62 | 0.59 | 1.67 |
ffnlp | 70.31 | 72.08 | 72.51 | 70.73 | 1.77 | 2.20 | 0.42 | 66.23 | 67.11 | 66.03 | 65.58 | 0.89 | −0.20 | −0.65 |
ffnsp | 70.27 | 71.89 | 72.16 | 72.29 | 1.62 | 1.89 | 2.02 | 66.20 | 65.43 | 64.91 | 65.77 | −0.77 | −1.29 | −0.43 |
knn | 66.57 | 66.57 | 66.57 | 66.57 | −0.01 | −0.01 | −0.00 | 62.98 | 62.95 | 62.95 | 62.97 | −0.02 | −0.03 | −0.01 |
lda | 67.33 | 67.90 | 68.29 | 68.07 | 0.57 | 0.96 | 0.74 | 63.45 | 63.88 | 64.20 | 64.10 | 0.43 | 0.75 | 0.65 |
mlp | 67.96 | 68.85 | 68.47 | 67.87 | 0.89 | 0.52 | −0.08 | 58.09 | 63.16 | 61.09 | 58.34 | 5.07 | 2.99 | 0.25 |
percep | 57.44 | 55.39 | 56.68 | 57.06 | −2.05 | −0.76 | −0.38 | 52.88 | 57.22 | 59.57 | 57.33 | 4.35 | 6.69 | 4.45 |
qda | 67.69 | 66.51 | 64.09 | 66.23 | −1.18 | −3.60 | −1.46 | 52.76 | 54.28 | 52.61 | 54.33 | 1.52 | −0.15 | 1.57 |
rf | 81.18 | 81.03 | 80.64 | 80.99 | −0.15 | −0.55 | −0.20 | 75.47 | 75.57 | 75.25 | 75.52 | 0.11 | −0.21 | 0.05 |
ridge | 66.67 | 67.23 | 67.59 | 67.40 | 0.56 | 0.92 | 0.73 | 63.06 | 63.35 | 63.74 | 63.54 | 0.29 | 0.68 | 0.48 |
xgb | 80.20 | 80.75 | 80.77 | 80.80 | 0.54 | 0.57 | 0.60 | 74.74 | 75.13 | 75.27 | 75.18 | 0.39 | 0.52 | 0.44 |
xnn | 50.41 | 50.39 | 50.04 | 50.27 | −0.02 | −0.36 | −0.14 | 53.24 | 65.69 | 60.33 | 63.61 | 12.45 | 7.09 | 10.37 |
AUC (%) | ACC (%) | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Scenarios | Results | Scenarios | Results | |||||||||||
SFE | P | F + P | F | P - SFE | F + P - SFE | F - SFE | SFE | P | F + P | F | P - SFE | F + P - SFE | F - SFE | |
WOGB_CR | ||||||||||||||
1. D100 | ||||||||||||||
cnn | 73.31 | 74.18 | 74.61 | 74.10 | 0.87 | 1.30 | 0.80 | 69.26 | 72.83 | 73.05 | 72.78 | 3.57 | 3.80 | 3.52 |
ebm | 81.38 | 81.29 | 81.49 | 81.40 | −0.09 | 0.11 | 0.02 | 76.54 | 76.41 | 76.66 | 76.52 | −0.13 | 0.12 | −0.02 |
ffn | 71.66 | 73.08 | 73.45 | 73.19 | 1.42 | 1.79 | 1.53 | 65.08 | 69.34 | 66.12 | 62.94 | 4.26 | 1.03 | −2.14 |
ffnlp | 73.32 | 73.03 | 73.66 | 71.79 | −0.29 | 0.34 | −1.53 | 68.13 | 70.61 | 66.03 | 63.72 | 2.48 | −2.09 | −4.41 |
ffnsp | 73.51 | 72.10 | 73.20 | 72.72 | −1.41 | −0.30 | −0.79 | 68.47 | 66.44 | 64.67 | 67.81 | −2.03 | −3.80 | −0.66 |
knn | 66.21 | 65.98 | 65.89 | 65.90 | −0.23 | −0.32 | −0.31 | 63.19 | 62.84 | 62.65 | 62.70 | −0.35 | −0.54 | −0.48 |
lda | 66.08 | 66.68 | 67.18 | 66.95 | 0.60 | 1.10 | 0.87 | 63.18 | 63.64 | 64.00 | 63.70 | 0.46 | 0.82 | 0.52 |
mlp | 70.92 | 70.07 | 70.02 | 69.70 | −0.85 | −0.90 | −1.22 | 60.20 | 67.96 | 61.74 | 61.31 | 7.76 | 1.54 | 1.10 |
percep | 55.94 | 54.88 | 55.19 | 57.55 | −1.06 | −0.75 | 1.61 | 54.77 | 59.56 | 50.09 | 56.79 | 4.78 | −4.68 | 2.02 |
qda | 66.82 | 65.97 | 64.74 | 66.34 | −0.84 | −2.08 | −0.48 | 50.72 | 52.66 | 52.80 | 52.24 | 1.94 | 2.08 | 1.51 |
rf | 79.53 | 79.09 | 78.49 | 79.01 | −0.44 | −1.03 | −0.52 | 75.34 | 75.34 | 74.93 | 75.34 | 0.01 | −0.40 | 0.00 |
ridge | 65.95 | 66.44 | 66.90 | 66.71 | 0.50 | 0.95 | 0.77 | 63.14 | 63.44 | 63.79 | 63.56 | 0.30 | 0.65 | 0.42 |
xgb | 80.43 | 80.60 | 80.65 | 80.70 | 0.17 | 0.22 | 0.26 | 76.00 | 76.16 | 76.18 | 76.34 | 0.16 | 0.18 | 0.34 |
xnn | 49.96 | 50.00 | 49.85 | 49.92 | 0.04 | −0.11 | −0.05 | 58.19 | 66.17 | 65.91 | 57.93 | 7.98 | 7.72 | −0.27 |
2. D99 | ||||||||||||||
cnn | 73.06 | 74.03 | 74.62 | 74.77 | 0.97 | 1.56 | 1.71 | 68.66 | 72.76 | 73.12 | 73.24 | 4.10 | 4.47 | 4.58 |
ebm | 81.23 | 81.31 | 81.45 | 81.34 | 0.08 | 0.22 | 0.11 | 76.31 | 76.39 | 76.51 | 76.45 | 0.07 | 0.20 | 0.14 |
ffn | 71.40 | 73.31 | 73.20 | 73.08 | 1.91 | 1.80 | 1.68 | 65.45 | 67.42 | 64.39 | 65.51 | 1.98 | −1.05 | 0.06 |
ffnlp | 72.79 | 72.79 | 73.32 | 72.59 | 0.01 | 0.53 | −0.20 | 67.15 | 67.42 | 66.71 | 66.48 | 0.27 | −0.44 | −0.66 |
ffnsp | 71.94 | 71.95 | 73.53 | 71.60 | 0.01 | 1.59 | −0.33 | 60.05 | 64.21 | 66.13 | 65.70 | 4.17 | 6.08 | 5.65 |
knn | 65.94 | 66.00 | 65.81 | 65.69 | 0.06 | −0.13 | −0.25 | 62.92 | 62.58 | 62.67 | 62.59 | −0.35 | −0.25 | −0.33 |
lda | 66.00 | 66.67 | 67.11 | 66.88 | 0.67 | 1.11 | 0.88 | 63.15 | 63.63 | 64.00 | 63.68 | 0.48 | 0.85 | 0.53 |
mlp | 68.79 | 70.06 | 69.61 | 69.62 | 1.27 | 0.82 | 0.83 | 70.57 | 64.20 | 58.61 | 54.19 | −6.37 | −11.96 | −16.38 |
percep | 55.28 | 56.66 | 56.65 | 56.40 | 1.37 | 1.37 | 1.12 | 54.45 | 56.49 | 57.69 | 60.59 | 2.04 | 3.24 | 6.14 |
qda | 66.72 | 65.95 | 64.75 | 66.15 | −0.77 | −1.97 | −0.57 | 50.57 | 52.65 | 52.60 | 51.89 | 2.08 | 2.03 | 1.32 |
rf | 79.41 | 78.96 | 78.61 | 78.90 | −0.46 | −0.80 | −0.51 | 75.31 | 75.19 | 74.94 | 75.23 | −0.13 | −0.37 | −0.08 |
ridge | 65.85 | 66.42 | 66.82 | 66.64 | 0.57 | 0.97 | 0.79 | 63.13 | 63.45 | 63.82 | 63.49 | 0.32 | 0.69 | 0.35 |
xgb | 80.35 | 80.66 | 80.61 | 80.56 | 0.32 | 0.26 | 0.22 | 76.13 | 76.28 | 76.15 | 76.20 | 0.15 | 0.02 | 0.07 |
xnn | 49.89 | 49.89 | 50.00 | 50.22 | 0.00 | 0.12 | 0.33 | 53.92 | 70.09 | 66.22 | 66.57 | 16.17 | 12.30 | 12.65 |
3. D80 | ||||||||||||||
cnn | 72.58 | 73.36 | 74.04 | 73.73 | 0.78 | 1.46 | 1.15 | 66.42 | 72.66 | 73.58 | 73.19 | 6.25 | 7.16 | 6.78 |
ebm | 80.75 | 81.05 | 81.11 | 81.06 | 0.30 | 0.36 | 0.31 | 76.37 | 76.72 | 76.73 | 76.73 | 0.35 | 0.36 | 0.36 |
ffn | 72.47 | 72.15 | 73.07 | 71.92 | −0.32 | 0.59 | −0.55 | 64.08 | 67.19 | 65.91 | 68.57 | 3.11 | 1.83 | 4.49 |
ffnlp | 70.26 | 72.56 | 73.17 | 71.30 | 2.31 | 2.92 | 1.04 | 61.75 | 67.37 | 66.64 | 63.25 | 5.62 | 4.89 | 1.50 |
ffnsp | 71.99 | 72.70 | 72.66 | 72.22 | 0.72 | 0.67 | 0.23 | 69.54 | 67.24 | 68.99 | 67.02 | −2.30 | −0.56 | −2.52 |
knn | 65.37 | 65.36 | 65.36 | 65.37 | −0.01 | −0.01 | −0.00 | 62.54 | 62.52 | 62.51 | 62.54 | −0.02 | −0.03 | 0.01 |
lda | 65.85 | 66.35 | 66.70 | 66.51 | 0.50 | 0.85 | 0.66 | 63.27 | 63.64 | 63.94 | 63.75 | 0.37 | 0.66 | 0.47 |
mlp | 69.10 | 71.07 | 70.63 | 71.45 | 1.96 | 1.53 | 2.34 | 62.97 | 59.38 | 60.65 | 65.13 | −3.59 | −2.33 | 2.16 |
percep | 55.71 | 56.80 | 57.65 | 59.30 | 1.09 | 1.94 | 3.59 | 51.81 | 55.32 | 50.69 | 58.55 | 3.51 | −1.12 | 6.74 |
qda | 66.65 | 65.29 | 63.23 | 65.24 | −1.36 | −3.42 | −1.41 | 50.91 | 53.12 | 51.39 | 52.64 | 2.21 | 0.49 | 1.73 |
rf | 78.71 | 78.53 | 78.08 | 78.54 | −0.18 | −0.63 | −0.17 | 75.29 | 75.54 | 75.36 | 75.57 | 0.25 | 0.08 | 0.28 |
ridge | 65.48 | 65.97 | 66.26 | 66.12 | 0.48 | 0.78 | 0.63 | 63.14 | 63.37 | 63.63 | 63.57 | 0.23 | 0.49 | 0.43 |
xgb | 79.57 | 80.16 | 80.21 | 80.22 | 0.59 | 0.64 | 0.65 | 75.92 | 76.45 | 76.51 | 76.39 | 0.54 | 0.59 | 0.47 |
xnn | 50.38 | 50.23 | 50.56 | 50.42 | −0.15 | 0.18 | 0.04 | 67.98 | 63.92 | 69.19 | 59.87 | −4.06 | 1.20 | −8.11 |
KS (%) | F1 (%) | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Scenarios | Results | Scenarios | Results | |||||||||||
SFE | P | F + P | F | P - SFE | F + P - SFE | F - SFE | SFE | P | F + P | F | P - SFE | F + P - SFE | F - SFE | |
WGB_CR | ||||||||||||||
1. D100 | ||||||||||||||
cnn | 35.93 | 36.40 | 37.93 | 37.61 | 0.48 | 2.01 | 1.68 | 73.50 | 78.41 | 78.74 | 78.25 | 4.91 | 5.24 | 4.75 |
ebm | 46.69 | 48.66 | 48.90 | 48.67 | 1.97 | 2.21 | 1.98 | 80.49 | 81.36 | 81.44 | 81.31 | 0.86 | 0.94 | 0.82 |
ffn | 34.69 | 34.08 | 35.42 | 34.02 | −0.61 | 0.73 | −0.67 | 71.62 | 71.20 | 71.96 | 71.10 | −0.42 | 0.34 | −0.53 |
ffnlp | 35.10 | 33.58 | 35.28 | 35.56 | −1.52 | 0.17 | 0.46 | 70.62 | 70.73 | 69.83 | 70.58 | 0.11 | −0.79 | −0.03 |
ffnsp | 4.95 | 7.36 | 5.47 | 4.80 | 2.41 | 0.52 | −0.15 | 44.43 | 35.67 | 52.84 | 43.98 | −8.76 | 8.41 | −0.45 |
knn | 26.04 | 25.53 | 25.38 | 25.68 | −0.51 | −0.65 | −0.36 | 69.55 | 69.31 | 69.23 | 69.29 | −0.24 | −0.31 | −0.26 |
lda | 24.32 | 25.24 | 26.33 | 25.91 | 0.93 | 2.01 | 1.59 | 69.92 | 70.25 | 70.64 | 70.39 | 0.33 | 0.72 | 0.47 |
mlp | 30.67 | 31.76 | 30.35 | 30.77 | 1.09 | −0.32 | 0.09 | 65.29 | 69.17 | 64.42 | 68.99 | 3.88 | −0.87 | 3.70 |
percep | 13.14 | 13.64 | 13.12 | 12.61 | 0.50 | −0.02 | −0.53 | 29.26 | 62.04 | 36.15 | 53.45 | 32.78 | 6.89 | 24.19 |
qda | 26.02 | 25.55 | 23.43 | 25.72 | −0.47 | −2.59 | −0.30 | 49.55 | 53.09 | 54.08 | 52.18 | 3.54 | 4.53 | 2.63 |
rf | 49.27 | 48.88 | 48.08 | 48.57 | −0.39 | −1.18 | −0.70 | 81.70 | 82.11 | 82.13 | 82.10 | 0.41 | 0.43 | 0.40 |
ridge | 24.33 | 25.22 | 26.32 | 25.89 | 0.88 | 1.99 | 1.56 | 30.27 | 30.94 | 31.76 | 31.65 | 0.68 | 1.49 | 1.38 |
xgb | 47.88 | 48.21 | 48.11 | 48.15 | 0.33 | 0.23 | 0.27 | 81.03 | 81.45 | 81.47 | 81.48 | 0.43 | 0.44 | 0.46 |
xnn | 0.03 | 0.64 | 0.02 | 0.04 | 0.61 | −0.01 | 0.01 | 63.60 | 73.12 | 47.59 | 63.54 | 9.52 | −16.01 | −0.06 |
2. D99 | ||||||||||||||
cnn | 35.86 | 36.35 | 37.81 | 37.22 | 0.49 | 1.96 | 1.37 | 72.23 | 78.07 | 78.27 | 78.14 | 5.84 | 6.04 | 5.91 |
ebm | 46.33 | 48.39 | 48.82 | 48.14 | 2.06 | 2.49 | 1.81 | 80.67 | 81.33 | 81.50 | 81.39 | 0.66 | 0.82 | 0.72 |
ffn | 33.49 | 34.50 | 35.56 | 35.31 | 1.01 | 2.07 | 1.82 | 66.82 | 72.08 | 70.01 | 72.45 | 5.26 | 3.19 | 5.63 |
ffnlp | 34.71 | 32.82 | 35.25 | 34.09 | −1.89 | 0.55 | −0.62 | 70.70 | 73.14 | 71.99 | 69.72 | 2.44 | 1.29 | −0.98 |
ffnsp | 2.49 | 7.29 | 2.46 | 3.07 | 4.81 | −0.03 | 0.59 | 30.01 | 35.25 | 36.73 | 38.74 | 5.25 | 6.72 | 8.73 |
knn | 25.85 | 25.61 | 25.90 | 25.66 | −0.24 | 0.06 | −0.19 | 69.70 | 69.32 | 69.46 | 69.38 | −0.38 | −0.24 | −0.32 |
lda | 24.24 | 25.17 | 26.26 | 25.78 | 0.93 | 2.01 | 1.54 | 70.00 | 70.30 | 70.67 | 70.38 | 0.30 | 0.67 | 0.38 |
mlp | 28.44 | 29.26 | 32.14 | 29.49 | 0.81 | 3.70 | 1.04 | 66.98 | 68.22 | 71.81 | 63.57 | 1.24 | 4.83 | −3.42 |
percep | 9.56 | 12.65 | 9.52 | 14.94 | 3.09 | −0.04 | 5.38 | 55.60 | 64.38 | 56.35 | 38.09 | 8.78 | 0.75 | −17.51 |
qda | 25.86 | 25.52 | 23.23 | 25.59 | −0.34 | −2.63 | −0.27 | 49.60 | 53.06 | 53.72 | 52.02 | 3.46 | 4.12 | 2.42 |
rf | 48.94 | 48.29 | 48.05 | 48.64 | −0.65 | −0.89 | −0.30 | 81.71 | 82.06 | 82.13 | 82.15 | 0.35 | 0.42 | 0.45 |
ridge | 24.22 | 25.17 | 26.27 | 25.78 | 0.96 | 2.05 | 1.56 | 30.26 | 31.13 | 31.76 | 31.65 | 0.87 | 1.50 | 1.40 |
xgb | 47.78 | 48.04 | 48.24 | 48.43 | 0.25 | 0.45 | 0.65 | 81.11 | 81.47 | 81.65 | 81.49 | 0.36 | 0.54 | 0.38 |
xnn | 0.23 | 0.10 | 0.85 | 0.97 | −0.13 | 0.61 | 0.74 | 79.32 | 47.91 | 76.80 | 75.84 | −31.41 | −2.52 | −3.48 |
3. D80 | ||||||||||||||
cnn | 34.94 | 36.15 | 36.87 | 36.25 | 1.21 | 1.93 | 1.31 | 69.39 | 78.62 | 79.17 | 79.28 | 9.23 | 9.77 | 9.88 |
ebm | 45.97 | 48.05 | 48.30 | 48.01 | 2.08 | 2.34 | 2.05 | 81.06 | 81.94 | 82.06 | 81.93 | 0.89 | 1.00 | 0.88 |
ffn | 33.87 | 30.69 | 33.29 | 33.45 | −3.18 | −0.59 | −0.42 | 70.98 | 70.98 | 62.95 | 68.35 | 0.00 | −8.03 | −2.63 |
ffnlp | 32.01 | 33.20 | 33.74 | 33.50 | 1.19 | 1.72 | 1.49 | 72.95 | 71.81 | 73.45 | 69.45 | −1.14 | 0.50 | −3.51 |
ffnsp | 10.70 | 10.02 | 7.70 | 4.07 | −0.68 | −3.00 | −6.63 | 51.26 | 64.39 | 48.97 | 55.36 | 13.13 | −2.29 | 4.10 |
knn | 25.09 | 25.07 | 25.07 | 25.08 | −0.02 | −0.02 | −0.01 | 69.81 | 69.78 | 69.77 | 69.80 | −0.03 | −0.04 | −0.01 |
lda | 24.18 | 24.99 | 25.57 | 25.43 | 0.82 | 1.40 | 1.26 | 70.49 | 70.76 | 71.09 | 70.90 | 0.27 | 0.60 | 0.41 |
mlp | 29.32 | 28.12 | 30.89 | 31.28 | −1.21 | 1.57 | 1.95 | 66.46 | 75.92 | 69.76 | 62.11 | 9.46 | 3.30 | −4.35 |
percep | 12.46 | 9.77 | 10.97 | 11.87 | −2.69 | −1.49 | −0.58 | 49.76 | 59.25 | 64.82 | 61.34 | 9.49 | 15.06 | 11.58 |
qda | 26.25 | 24.52 | 20.48 | 24.00 | −1.73 | −5.78 | −2.25 | 51.24 | 55.03 | 53.41 | 55.55 | 3.80 | 2.18 | 4.31 |
rf | 48.16 | 48.21 | 47.35 | 47.91 | 0.06 | −0.81 | −0.25 | 81.87 | 82.66 | 82.62 | 82.64 | 0.79 | 0.75 | 0.76 |
ridge | 24.17 | 24.98 | 25.55 | 25.42 | 0.81 | 1.38 | 1.25 | 31.33 | 32.18 | 32.89 | 32.31 | 0.85 | 1.56 | 0.98 |
xgb | 47.03 | 47.83 | 47.72 | 47.71 | 0.80 | 0.68 | 0.68 | 81.40 | 82.02 | 82.14 | 82.06 | 0.62 | 0.74 | 0.66 |
xnn | 1.79 | 0.00 | 1.82 | 0.45 | −1.79 | 0.03 | −1.34 | 73.57 | 80.31 | 78.82 | 72.13 | 6.75 | 5.26 | −1.43 |
KS (%) | F1 (%) | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Scenarios | Results | Scenarios | Results | |||||||||||
SFE | P | F + P | F | P - SFE | F + P - SFE | F - SFE | SFE | P | F + P | F | P - SFE | F + P - SFE | F - SFE | |
WOGB_CR | ||||||||||||||
1. D100 | ||||||||||||||
cnn | 36.11 | 37.36 | 38.52 | 37.33 | 1.25 | 2.42 | 1.23 | 75.97 | 82.01 | 82.19 | 81.77 | 6.05 | 6.22 | 5.80 |
ebm | 47.01 | 48.82 | 49.10 | 48.98 | 1.82 | 2.10 | 1.97 | 83.33 | 83.96 | 84.02 | 84.02 | 0.63 | 0.68 | 0.69 |
ffn | 35.81 | 33.75 | 35.86 | 35.51 | −2.06 | 0.05 | −0.30 | 75.18 | 71.71 | 74.16 | 74.06 | −3.47 | −1.02 | −1.13 |
ffnlp | 35.84 | 34.88 | 34.53 | 35.82 | −0.95 | −1.31 | −0.02 | 72.43 | 73.53 | 75.64 | 67.77 | 1.10 | 3.21 | −4.66 |
ffnsp | 4.66 | 7.41 | 0.51 | 0.00 | 2.75 | −4.16 | −4.66 | 53.29 | 51.71 | 41.25 | 57.73 | −1.58 | −12.04 | 4.44 |
knn | 24.89 | 24.34 | 23.91 | 23.98 | −0.55 | −0.98 | −0.91 | 71.07 | 70.69 | 70.54 | 70.62 | −0.38 | −0.54 | −0.46 |
lda | 22.95 | 23.93 | 24.61 | 24.24 | 0.98 | 1.65 | 1.28 | 71.66 | 71.87 | 72.20 | 71.98 | 0.21 | 0.54 | 0.31 |
mlp | 29.53 | 30.31 | 32.02 | 28.57 | 0.78 | 2.48 | −0.96 | 76.57 | 76.42 | 69.61 | 62.90 | −0.15 | −6.96 | −13.66 |
percep | 10.32 | 9.32 | 9.54 | 12.82 | −1.00 | −0.78 | 2.50 | 55.33 | 65.60 | 46.28 | 61.28 | 10.27 | −9.05 | 5.95 |
qda | 25.55 | 23.93 | 21.35 | 24.43 | −1.62 | −4.20 | −1.12 | 51.06 | 54.99 | 55.98 | 53.96 | 3.92 | 4.92 | 2.89 |
rf | 45.86 | 45.21 | 43.93 | 44.97 | −0.65 | −1.93 | −0.89 | 82.69 | 83.42 | 83.36 | 83.39 | 0.73 | 0.67 | 0.70 |
ridge | 22.96 | 23.93 | 24.58 | 24.21 | 0.97 | 1.62 | 1.25 | 32.93 | 33.47 | 34.10 | 33.69 | 0.54 | 1.16 | 0.76 |
xgb | 47.32 | 47.67 | 47.64 | 47.48 | 0.34 | 0.32 | 0.16 | 83.32 | 83.69 | 83.73 | 83.82 | 0.37 | 0.40 | 0.50 |
xnn | 1.02 | 0.02 | 0.00 | 0.17 | −1.00 | −1.02 | −0.85 | 43.91 | 66.01 | 74.25 | 65.97 | 22.10 | 30.34 | 22.06 |
2. D99 | ||||||||||||||
cnn | 36.49 | 36.46 | 37.86 | 37.35 | −0.03 | 1.37 | 0.85 | 74.69 | 81.74 | 82.01 | 81.96 | 7.06 | 7.32 | 7.27 |
ebm | 46.58 | 48.93 | 49.10 | 48.74 | 2.35 | 2.52 | 2.16 | 83.35 | 83.98 | 84.03 | 84.01 | 0.63 | 0.68 | 0.66 |
ffn | 35.46 | 35.01 | 35.52 | 35.71 | −0.45 | 0.07 | 0.26 | 73.04 | 68.68 | 75.97 | 75.23 | −4.36 | 2.93 | 2.19 |
ffnlp | 32.08 | 34.44 | 36.33 | 33.57 | 2.36 | 4.25 | 1.49 | 75.47 | 69.04 | 73.54 | 73.22 | −6.43 | −1.93 | −2.25 |
ffnsp | 0.51 | 2.38 | 4.64 | 4.67 | 1.87 | 4.12 | 4.15 | 41.37 | 37.07 | 35.62 | 45.06 | −4.31 | −5.76 | 3.68 |
knn | 24.20 | 23.94 | 23.87 | 23.68 | −0.27 | −0.33 | −0.52 | 70.93 | 70.47 | 70.60 | 70.55 | −0.46 | −0.32 | −0.37 |
lda | 22.99 | 23.78 | 24.43 | 24.27 | 0.79 | 1.44 | 1.28 | 71.70 | 71.89 | 72.26 | 71.94 | 0.19 | 0.56 | 0.24 |
mlp | 29.08 | 29.66 | 30.50 | 30.28 | 0.58 | 1.43 | 1.20 | 70.32 | 53.49 | 68.32 | 73.70 | −16.83 | −1.99 | 3.39 |
percep | 10.41 | 11.63 | 12.06 | 10.78 | 1.22 | 1.65 | 0.37 | 58.58 | 62.03 | 61.89 | 66.68 | 3.45 | 3.31 | 8.10 |
qda | 25.43 | 23.97 | 21.15 | 24.20 | −1.46 | −4.28 | −1.24 | 50.97 | 55.01 | 55.74 | 53.51 | 4.04 | 4.77 | 2.54 |
rf | 45.52 | 45.09 | 44.23 | 45.05 | −0.43 | −1.29 | −0.47 | 82.81 | 83.42 | 83.36 | 83.35 | 0.60 | 0.55 | 0.54 |
ridge | 22.98 | 23.72 | 24.43 | 24.25 | 0.74 | 1.44 | 1.26 | 32.91 | 33.41 | 34.25 | 33.94 | 0.51 | 1.35 | 1.03 |
xgb | 47.13 | 47.66 | 47.74 | 47.50 | 0.53 | 0.62 | 0.37 | 83.48 | 83.82 | 83.74 | 83.75 | 0.34 | 0.26 | 0.27 |
xnn | 0.82 | 0.00 | 0.12 | 0.00 | −0.81 | −0.69 | −0.82 | 66.48 | 74.30 | 82.47 | 82.53 | 7.82 | 15.99 | 16.05 |
3. D80 | ||||||||||||||
cnn | 35.50 | 36.04 | 36.84 | 36.65 | 0.53 | 1.34 | 1.15 | 73.13 | 82.62 | 82.55 | 81.95 | 9.49 | 9.42 | 8.83 |
ebm | 45.55 | 47.97 | 48.27 | 47.98 | 2.43 | 2.72 | 2.43 | 83.62 | 84.43 | 84.46 | 84.40 | 0.81 | 0.84 | 0.79 |
ffn | 34.42 | 34.08 | 34.11 | 34.17 | −0.34 | −0.31 | −0.25 | 76.33 | 69.56 | 74.97 | 67.61 | −6.76 | −1.35 | −8.71 |
ffnlp | 33.67 | 32.17 | 35.10 | 34.43 | −1.49 | 1.43 | 0.76 | 71.06 | 72.67 | 70.85 | 74.39 | 1.60 | −0.21 | 3.32 |
ffnsp | 2.26 | 0.01 | 9.65 | 5.17 | −2.25 | 7.40 | 2.91 | 37.70 | 16.66 | 50.71 | 55.02 | −21.04 | 13.01 | 17.31 |
knn | 23.42 | 23.39 | 23.37 | 23.41 | −0.03 | −0.05 | −0.01 | 70.84 | 70.82 | 70.81 | 70.84 | −0.02 | −0.03 | 0.00 |
lda | 22.59 | 23.27 | 23.73 | 23.45 | 0.68 | 1.14 | 0.86 | 72.00 | 72.19 | 72.41 | 72.40 | 0.19 | 0.41 | 0.40 |
mlp | 30.42 | 32.02 | 31.34 | 29.19 | 1.60 | 0.92 | −1.23 | 64.56 | 81.48 | 61.72 | 71.11 | 16.92 | −2.84 | 6.55 |
percep | 10.39 | 11.01 | 12.65 | 14.68 | 0.63 | 2.26 | 4.29 | 50.31 | 58.93 | 50.53 | 63.93 | 8.61 | 0.22 | 13.62 |
qda | 24.95 | 22.50 | 19.05 | 22.58 | −2.45 | −5.90 | −2.37 | 52.42 | 56.95 | 55.20 | 56.38 | 4.53 | 2.77 | 3.96 |
rf | 44.14 | 44.19 | 43.62 | 43.98 | 0.05 | −0.52 | −0.16 | 83.05 | 83.90 | 83.85 | 83.86 | 0.85 | 0.80 | 0.82 |
ridge | 22.57 | 23.26 | 23.74 | 23.45 | 0.68 | 1.17 | 0.87 | 33.39 | 34.27 | 34.78 | 34.40 | 0.88 | 1.40 | 1.01 |
xgb | 45.79 | 46.94 | 47.07 | 47.15 | 1.15 | 1.28 | 1.36 | 83.57 | 84.22 | 84.28 | 84.18 | 0.66 | 0.71 | 0.62 |
xnn | 0.25 | 0.00 | 0.01 | 0.05 | −0.25 | −0.25 | −0.20 | 66.50 | 74.99 | 66.67 | 66.62 | 8.49 | 0.18 | 0.12 |
AUC (%) | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Scenarios | Results | ||||||||||||||
SFE | T | T | U | U | U | U | W | T | T | U | U | U + T | U | W | |
+ W | + T | + T | + W | - SFE | + W | - SFE | + T | + W | + W | - SFE | |||||
+ W | - SFE | - SFE | - SFE | - SFE | |||||||||||
WGB_CR | |||||||||||||||
1. D100 | |||||||||||||||
cnn | 62.05 | 64.79 | 59.93 | 64.11 | 60.59 | 62.64 | 60.90 | 64.56 | 2.74 | −2.12 | 2.05 | − 1.46 | 0.59 | −1.15 | 2.51 |
ebm | 75.08 | 74.99 | 75.07 | 75.01 | 75.06 | 75.19 | 75.15 | 75.03 | −0.10 | −0.01 | −0.07 | − 0.02 | 0.11 | 0.07 | −0.05 |
ffn | 67.42 | 67.39 | 67.07 | 67.33 | 67.55 | 67.95 | 67.59 | 67.12 | −0.03 | −0.35 | −0.09 | 0.13 | 0.53 | 0.17 | −0.30 |
ffnlp | 67.66 | 67.42 | 67.95 | 67.85 | 67.47 | 67.89 | 67.58 | 68.24 | −0.24 | 0.29 | 0.20 | − 0.19 | 0.23 | −0.08 | 0.58 |
ffnsp | 67.45 | 68.17 | 66.83 | 68.22 | 67.21 | 67.11 | 68.17 | 67.53 | 0.72 | −0.62 | 0.77 | − 0.24 | − 0.33 | 0.72 | 0.08 |
knn | 61.08 | 61.22 | 61.24 | 61.25 | 61.25 | 61.24 | 61.24 | 61.26 | 0.14 | 0.17 | 0.18 | 0.17 | 0.16 | 0.17 | 0.18 |
lda | 65.55 | 65.84 | 65.92 | 65.93 | 65.98 | 66.03 | 65.99 | 65.83 | 0.30 | 0.37 | 0.39 | 0.43 | 0.49 | 0.44 | 0.28 |
mlp | 65.40 | 64.90 | 64.39 | 63.91 | 64.54 | 65.01 | 64.79 | 64.58 | −0.51 | −1.01 | −1.49 | − 0.86 | − 0.39 | −0.62 | −0.82 |
percep | 54.89 | 56.45 | 55.82 | 53.65 | 52.79 | 55.17 | 53.03 | 55.26 | 1.56 | 0.93 | −1.24 | − 2.09 | 0.28 | −1.86 | 0.37 |
qda | 67.21 | 67.14 | 66.58 | 66.42 | 66.20 | 64.98 | 65.55 | 67.07 | −0.07 | −0.63 | −0.79 | − 1.01 | − 2.23 | −1.67 | −0.15 |
rf | 76.83 | 77.02 | 76.67 | 76.73 | 76.61 | 76.32 | 76.54 | 76.81 | 0.19 | −0.16 | −0.10 | − 0.21 | − 0.50 | −0.28 | −0.02 |
ridge | 64.30 | 64.61 | 64.71 | 64.77 | 64.82 | 64.89 | 64.85 | 64.62 | 0.30 | 0.40 | 0.47 | 0.52 | 0.59 | 0.54 | 0.32 |
xgb | 74.21 | 75.31 | 75.54 | 75.24 | 75.36 | 75.51 | 75.52 | 75.47 | 1.09 | 1.33 | 1.03 | 1.15 | 1.30 | 1.31 | 1.26 |
xnn | 50.27 | 51.07 | 49.37 | 50.71 | 51.74 | 52.51 | 50.07 | 50.35 | 0.79 | −0.90 | 0.44 | 1.47 | 2.24 | −0.20 | 0.08 |
2. D99 | |||||||||||||||
cnn | 62.51 | 63.71 | 61.43 | 62.88 | 61.68 | 61.32 | 61.35 | 64.21 | 1.20 | −1.08 | 0.38 | − 0.83 | − 1.19 | −1.16 | 1.71 |
ebm | 74.81 | 74.90 | 74.99 | 74.98 | 75.01 | 75.08 | 75.05 | 74.97 | 0.09 | 0.18 | 0.16 | 0.19 | 0.26 | 0.23 | 0.16 |
ffn | 68.01 | 68.42 | 68.15 | 67.85 | 67.56 | 67.83 | 67.73 | 67.59 | 0.41 | 0.14 | −0.17 | − 0.45 | − 0.18 | −0.29 | −0.42 |
ffnlp | 67.88 | 67.35 | 67.83 | 66.78 | 68.27 | 68.40 | 67.34 | 68.33 | −0.53 | −0.05 | −1.10 | 0.39 | 0.52 | −0.54 | 0.45 |
ffnsp | 67.71 | 66.85 | 68.13 | 67.99 | 67.83 | 68.08 | 67.12 | 67.98 | −0.86 | 0.41 | 0.27 | 0.12 | 0.36 | −0.59 | 0.26 |
knn | 60.92 | 61.12 | 61.01 | 61.03 | 61.03 | 61.02 | 61.02 | 61.03 | 0.20 | 0.10 | 0.12 | 0.11 | 0.10 | 0.10 | 0.11 |
lda | 65.54 | 65.88 | 65.96 | 65.96 | 66.00 | 66.07 | 66.03 | 65.87 | 0.34 | 0.42 | 0.42 | 0.47 | 0.53 | 0.49 | 0.33 |
mlp | 64.63 | 63.56 | 64.81 | 64.26 | 65.57 | 66.02 | 62.23 | 64.00 | −1.07 | 0.18 | −0.36 | 0.94 | 1.39 | −2.40 | −0.63 |
percep | 53.08 | 57.12 | 53.78 | 55.46 | 56.71 | 55.10 | 55.56 | 56.06 | 4.04 | 0.70 | 2.38 | 3.62 | 2.01 | 2.48 | 2.98 |
qda | 67.19 | 67.13 | 66.62 | 66.42 | 66.21 | 65.01 | 65.56 | 67.08 | −0.06 | −0.57 | −0.77 | − 0.98 | − 2.18 | −1.63 | −0.11 |
rf | 76.65 | 76.88 | 76.85 | 76.91 | 76.75 | 76.51 | 76.76 | 76.89 | 0.23 | 0.20 | 0.26 | 0.09 | − 0.14 | 0.11 | 0.24 |
ridge | 64.30 | 64.62 | 64.73 | 64.78 | 64.83 | 64.91 | 64.87 | 64.64 | 0.32 | 0.43 | 0.47 | 0.52 | 0.61 | 0.56 | 0.34 |
xgb | 74.21 | 75.16 | 75.63 | 75.43 | 75.43 | 75.51 | 75.37 | 75.36 | 0.95 | 1.42 | 1.23 | 1.22 | 1.30 | 1.17 | 1.16 |
xnn | 50.78 | 51.49 | 51.62 | 50.00 | 50.70 | 50.88 | 50.32 | 50.51 | 0.72 | 0.85 | −0.77 | − 0.08 | 0.11 | −0.45 | −0.27 |
3. D80 | |||||||||||||||
cnn | 62.23 | 63.29 | 59.66 | 64.72 | 61.58 | 61.98 | 61.48 | 63.53 | 1.05 | −2.57 | 2.49 | − 0.66 | − 0.25 | −0.75 | 1.30 |
ebm | 74.70 | 74.90 | 75.10 | 75.02 | 75.05 | 75.15 | 75.17 | 75.03 | 0.19 | 0.40 | 0.31 | 0.35 | 0.45 | 0.46 | 0.33 |
ffn | 66.87 | 66.35 | 67.69 | 68.23 | 67.42 | 67.73 | 68.18 | 67.09 | −0.53 | 0.82 | 1.36 | 0.55 | 0.86 | 1.31 | 0.22 |
ffnlp | 68.52 | 68.06 | 67.98 | 67.68 | 68.10 | 67.98 | 67.17 | 67.56 | −0.46 | −0.54 | −0.83 | − 0.42 | − 0.53 | −1.34 | −0.95 |
ffnsp | 67.74 | 67.31 | 67.34 | 67.70 | 67.49 | 68.52 | 67.82 | 67.37 | −0.43 | −0.40 | −0.04 | − 0.25 | 0.78 | 0.08 | −0.37 |
knn | 61.05 | 61.04 | 61.03 | 61.04 | 61.04 | 61.04 | 61.05 | 61.05 | −0.01 | −0.02 | −0.01 | − 0.01 | − 0.02 | −0.00 | −0.00 |
lda | 66.18 | 66.29 | 66.35 | 66.39 | 66.43 | 66.48 | 66.42 | 66.26 | 0.11 | 0.17 | 0.21 | 0.24 | 0.29 | 0.24 | 0.08 |
mlp | 64.36 | 63.72 | 65.60 | 64.22 | 64.19 | 65.11 | 64.71 | 65.86 | −0.64 | 1.24 | −0.14 | − 0.17 | 0.75 | 0.35 | 1.50 |
percep | 49.78 | 53.42 | 52.71 | 51.46 | 51.65 | 53.65 | 53.89 | 50.50 | 3.64 | 2.93 | 1.68 | 1.87 | 3.87 | 4.11 | 0.72 |
qda | 67.38 | 67.27 | 66.78 | 66.71 | 66.54 | 65.54 | 66.16 | 67.33 | −0.10 | −0.59 | −0.66 | − 0.84 | − 1.84 | −1.22 | −0.05 |
rf | 76.50 | 76.80 | 76.75 | 76.83 | 76.79 | 76.44 | 76.60 | 76.85 | 0.30 | 0.25 | 0.34 | 0.29 | − 0.06 | 0.10 | 0.36 |
ridge | 64.89 | 65.01 | 65.13 | 65.23 | 65.27 | 65.33 | 65.27 | 65.04 | 0.12 | 0.23 | 0.33 | 0.38 | 0.44 | 0.38 | 0.15 |
xgb | 74.18 | 75.14 | 75.64 | 75.37 | 75.50 | 75.59 | 75.35 | 75.50 | 0.96 | 1.46 | 1.19 | 1.32 | 1.41 | 1.17 | 1.32 |
xnn | 51.39 | 50.00 | 50.03 | 50.48 | 50.00 | 50.00 | 50.82 | 49.76 | −1.39 | −1.37 | −0.92 | − 1.40 | − 1.39 | −0.58 | −1.64 |
ACC (%) | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Scenarios | Results | ||||||||||||||
SFE | T | T | U | U | U | U | W | T | T | U | U | U + T | U | W | |
+ W | + T | + T | + W | - SFE | + W | - SFE | + T | + W | + W | - SFE | |||||
+ W | - SFE | - SFE | - SFE | - SFE | |||||||||||
WGB_CR | |||||||||||||||
1. D100 | |||||||||||||||
cnn | 52.61 | 65.41 | 84.94 | 83.75 | 84.38 | 85.01 | 85.11 | 83.95 | 12.80 | 32.32 | 31.14 | 31.77 | 32.40 | 32.50 | 31.34 |
ebm | 85.17 | 85.04 | 85.00 | 84.99 | 85.05 | 85.00 | 85.01 | 84.98 | −0.13 | −0.16 | −0.17 | −0.12 | − 0.17 | −0.16 | −0.19 |
ffn | 64.44 | 69.23 | 57.39 | 62.26 | 59.06 | 68.61 | 63.64 | 66.31 | 4.79 | −7.05 | −2.18 | −5.38 | 4.18 | −0.80 | 1.88 |
ffnlp | 67.89 | 71.13 | 66.22 | 62.92 | 64.40 | 68.43 | 67.28 | 57.41 | 3.24 | −1.67 | −4.97 | −3.49 | 0.54 | −0.61 | −10.48 |
ffnsp | 63.33 | 65.69 | 72.22 | 65.10 | 62.52 | 67.30 | 65.66 | 64.66 | 2.36 | 8.89 | 1.77 | −0.81 | 3.97 | 2.33 | 1.33 |
knn | 64.28 | 64.32 | 64.26 | 64.28 | 64.27 | 64.26 | 64.25 | 64.26 | 0.04 | −0.02 | 0.00 | −0.01 | − 0.02 | −0.03 | −0.01 |
lda | 66.62 | 66.80 | 66.99 | 66.85 | 66.94 | 67.08 | 67.03 | 66.84 | 0.18 | 0.37 | 0.22 | 0.32 | 0.46 | 0.40 | 0.22 |
mlp | 64.75 | 61.55 | 65.94 | 70.37 | 64.75 | 62.93 | 60.47 | 55.55 | −3.20 | 1.19 | 5.62 | −0.00 | − 1.82 | −4.28 | −9.20 |
percep | 47.76 | 45.10 | 45.35 | 55.49 | 64.67 | 46.97 | 55.80 | 46.33 | −2.66 | −2.42 | 7.73 | 16.91 | − 0.79 | 8.03 | −1.43 |
qda | 63.18 | 64.96 | 66.35 | 64.06 | 64.26 | 63.05 | 63.83 | 66.24 | 1.78 | 3.16 | 0.88 | 1.07 | − 0.13 | 0.65 | 3.06 |
rf | 83.93 | 85.34 | 85.66 | 85.55 | 85.65 | 85.66 | 85.67 | 85.62 | 1.41 | 1.72 | 1.61 | 1.72 | 1.73 | 1.74 | 1.68 |
ridge | 65.52 | 65.74 | 65.94 | 65.94 | 66.01 | 66.05 | 66.01 | 65.97 | 0.22 | 0.43 | 0.43 | 0.50 | 0.54 | 0.49 | 0.45 |
xgb | 83.75 | 84.78 | 84.94 | 84.92 | 84.93 | 84.99 | 85.06 | 85.01 | 1.03 | 1.19 | 1.17 | 1.17 | 1.24 | 1.30 | 1.26 |
xnn | 69.59 | 71.18 | 76.49 | 74.46 | 77.08 | 56.18 | 62.83 | 74.82 | 1.59 | 6.90 | 4.87 | 7.49 | −13.41 | −6.76 | 5.23 |
2. D99 | |||||||||||||||
cnn | 54.37 | 61.27 | 84.98 | 80.98 | 83.86 | 85.05 | 84.98 | 83.42 | 6.90 | 30.61 | 26.61 | 29.48 | 30.68 | 30.61 | 29.05 |
ebm | 85.18 | 85.01 | 85.00 | 84.96 | 84.99 | 84.99 | 84.98 | 84.98 | −0.17 | −0.18 | −0.22 | −0.19 | − 0.19 | −0.20 | −0.20 |
ffn | 64.94 | 63.78 | 60.07 | 65.04 | 57.60 | 64.29 | 62.59 | 69.11 | −1.16 | −4.87 | 0.10 | −7.34 | − 0.65 | −2.35 | 4.16 |
ffnlp | 63.67 | 61.15 | 65.34 | 67.51 | 64.26 | 64.08 | 66.43 | 66.05 | −2.52 | 1.67 | 3.83 | 0.59 | 0.41 | 2.76 | 2.37 |
ffnsp | 60.19 | 64.86 | 62.77 | 64.39 | 65.27 | 69.71 | 65.17 | 62.92 | 4.67 | 2.59 | 4.20 | 5.08 | 9.52 | 4.98 | 2.73 |
knn | 64.33 | 64.25 | 64.11 | 64.14 | 64.12 | 64.11 | 64.12 | 64.13 | −0.09 | −0.22 | −0.19 | −0.21 | − 0.22 | −0.21 | −0.21 |
lda | 66.63 | 66.85 | 66.94 | 66.82 | 66.87 | 67.04 | 66.98 | 66.83 | 0.22 | 0.30 | 0.19 | 0.24 | 0.41 | 0.35 | 0.19 |
mlp | 50.94 | 71.51 | 70.31 | 65.50 | 64.57 | 64.02 | 68.44 | 67.00 | 20.57 | 19.37 | 14.56 | 13.63 | 13.08 | 17.51 | 16.06 |
percep | 56.28 | 37.18 | 58.04 | 49.47 | 42.86 | 45.73 | 47.04 | 46.14 | −19.10 | 1.76 | −6.80 | −13.41 | −10.54 | −9.24 | −10.13 |
qda | 65.63 | 64.66 | 66.72 | 64.47 | 64.64 | 63.38 | 64.14 | 66.64 | −0.97 | 1.09 | −1.17 | −0.99 | − 2.25 | −1.49 | 1.01 |
rf | 83.77 | 85.35 | 85.60 | 85.43 | 85.61 | 85.63 | 85.61 | 85.55 | 1.59 | 1.84 | 1.67 | 1.84 | 1.87 | 1.85 | 1.78 |
ridge | 65.56 | 65.72 | 65.92 | 65.92 | 66.01 | 66.06 | 66.03 | 65.96 | 0.16 | 0.36 | 0.36 | 0.45 | 0.50 | 0.47 | 0.40 |
xgb | 83.71 | 84.77 | 85.01 | 84.88 | 84.97 | 84.95 | 84.93 | 84.98 | 1.06 | 1.30 | 1.18 | 1.26 | 1.24 | 1.22 | 1.27 |
xnn | 72.46 | 78.30 | 75.69 | 78.10 | 80.99 | 73.49 | 80.06 | 71.88 | 5.84 | 3.22 | 5.64 | 8.53 | 1.03 | 7.60 | −0.59 |
3. D80 | |||||||||||||||
cnn | 55.07 | 60.32 | 84.85 | 82.75 | 85.06 | 83.21 | 85.13 | 81.13 | 5.26 | 29.78 | 27.68 | 30.00 | 28.14 | 30.06 | 26.07 |
ebm | 84.92 | 85.02 | 85.07 | 85.02 | 85.05 | 85.08 | 85.07 | 85.06 | 0.10 | 0.15 | 0.11 | 0.13 | 0.16 | 0.15 | 0.14 |
ffn | 64.80 | 66.60 | 67.44 | 67.15 | 68.37 | 58.27 | 66.21 | 65.29 | 1.80 | 2.64 | 2.35 | 3.57 | − 6.53 | 1.41 | 0.49 |
ffnlp | 61.26 | 62.81 | 61.66 | 69.24 | 63.29 | 63.74 | 63.71 | 65.19 | 1.55 | 0.40 | 7.98 | 2.04 | 2.48 | 2.45 | 3.93 |
ffnsp | 62.56 | 70.94 | 71.45 | 64.26 | 66.04 | 61.79 | 64.64 | 62.41 | 8.38 | 8.89 | 1.70 | 3.48 | − 0.77 | 2.08 | −0.15 |
knn | 64.38 | 64.37 | 64.35 | 64.37 | 64.36 | 64.34 | 64.35 | 64.37 | −0.01 | −0.04 | −0.02 | −0.02 | − 0.04 | −0.03 | −0.01 |
lda | 66.82 | 67.06 | 67.14 | 67.10 | 67.16 | 67.33 | 67.22 | 67.02 | 0.24 | 0.32 | 0.27 | 0.34 | 0.50 | 0.40 | 0.20 |
mlp | 74.21 | 61.59 | 58.76 | 61.62 | 60.92 | 59.31 | 62.27 | 55.87 | −12.62 | −15.45 | −12.60 | −13.30 | −14.90 | −11.94 | −18.34 |
percep | 75.06 | 53.34 | 54.05 | 64.33 | 70.05 | 57.29 | 61.29 | 65.05 | −21.72 | −21.01 | −10.72 | −5.01 | −17.77 | −13.77 | −10.01 |
qda | 64.38 | 65.24 | 66.14 | 62.86 | 63.23 | 62.24 | 62.99 | 66.21 | 0.86 | 1.76 | −1.53 | −1.16 | − 2.15 | −1.39 | 1.83 |
rf | 83.56 | 85.23 | 85.57 | 85.47 | 85.59 | 85.58 | 85.56 | 85.48 | 1.67 | 2.01 | 1.92 | 2.04 | 2.02 | 2.01 | 1.93 |
ridge | 65.63 | 65.95 | 66.14 | 66.14 | 66.19 | 66.36 | 66.22 | 66.13 | 0.31 | 0.50 | 0.50 | 0.56 | 0.73 | 0.59 | 0.50 |
xgb | 83.57 | 84.75 | 85.03 | 84.90 | 85.01 | 84.99 | 85.04 | 84.96 | 1.17 | 1.46 | 1.32 | 1.44 | 1.42 | 1.46 | 1.38 |
xnn | 54.64 | 78.16 | 78.20 | 79.41 | 85.19 | 71.12 | 81.61 | 61.07 | 23.52 | 23.56 | 24.77 | 30.55 | 16.48 | 26.97 | 6.43 |
KS (%) | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Scenarios | Results | ||||||||||||||
SFE | T | T | U | U | U | U | W | T | T | U | U | U + T | U | W | |
+ W | + T | + T | + W | - SFE | + W | - SFE | + T | + W | + W | - SFE | |||||
+ W | - SFE | - SFE | - SFE | - SFE | |||||||||||
WGB_CR | |||||||||||||||
1. D100 | |||||||||||||||
cnn | 22.71 | 22.47 | 15.19 | 23.10 | 17.07 | 18.76 | 20.09 | 22.50 | −0.24 | −7.51 | 0.39 | −5.64 | −3.94 | −2.62 | −0.21 |
ebm | 34.93 | 37.07 | 36.90 | 36.45 | 36.76 | 36.95 | 36.87 | 36.67 | 2.14 | 1.97 | 1.51 | 1.83 | 2.02 | 1.94 | 1.74 |
ffn | 26.42 | 27.04 | 25.31 | 28.07 | 27.66 | 27.69 | 27.85 | 26.73 | 0.61 | −1.11 | 1.65 | 1.24 | 1.27 | 1.43 | 0.31 |
ffnlp | 26.41 | 25.89 | 27.33 | 26.49 | 26.75 | 26.83 | 27.94 | 27.92 | −0.53 | 0.91 | 0.08 | 0.34 | 0.42 | 1.52 | 1.50 |
ffnsp | 17.91 | 12.90 | 14.64 | 13.02 | 15.15 | 11.07 | 11.49 | 14.58 | −5.01 | −3.27 | −4.89 | −2.76 | −6.84 | −6.42 | −3.33 |
knn | 17.11 | 17.14 | 17.08 | 17.09 | 17.09 | 17.06 | 17.08 | 17.14 | 0.03 | −0.03 | −0.01 | −0.02 | −0.05 | −0.02 | 0.03 |
lda | 22.76 | 23.29 | 23.29 | 23.34 | 23.47 | 23.44 | 23.38 | 23.25 | 0.52 | 0.52 | 0.58 | 0.71 | 0.68 | 0.62 | 0.48 |
mlp | 22.73 | 24.17 | 21.95 | 21.93 | 24.44 | 23.02 | 23.96 | 23.37 | 1.44 | −0.78 | −0.80 | 1.71 | 0.29 | 1.23 | 0.65 |
percep | 13.18 | 16.46 | 13.99 | 12.88 | 12.22 | 14.12 | 10.69 | 14.19 | 3.28 | 0.81 | −0.30 | −0.96 | 0.94 | −2.49 | 1.01 |
qda | 27.35 | 27.49 | 25.77 | 26.21 | 25.75 | 23.31 | 24.45 | 26.94 | 0.14 | −1.58 | −1.14 | −1.59 | −4.04 | −2.90 | −0.41 |
rf | 40.39 | 40.76 | 39.54 | 39.89 | 39.88 | 39.57 | 39.37 | 40.18 | 0.37 | −0.85 | −0.50 | −0.51 | −0.82 | −1.02 | −0.21 |
ridge | 22.74 | 23.26 | 23.24 | 23.28 | 23.40 | 23.43 | 23.33 | 23.18 | 0.52 | 0.50 | 0.54 | 0.66 | 0.69 | 0.59 | 0.44 |
xgb | 37.09 | 38.47 | 38.69 | 37.99 | 38.29 | 38.72 | 38.58 | 38.47 | 1.39 | 1.60 | 0.90 | 1.20 | 1.63 | 1.49 | 1.38 |
xnn | 2.41 | 0.04 | 3.91 | 1.41 | 0.75 | 2.46 | 0.16 | 2.97 | −2.37 | 1.50 | −1.00 | −1.66 | 0.05 | −2.25 | 0.55 |
2. D99 | |||||||||||||||
cnn | 19.08 | 22.90 | 11.33 | 19.51 | 13.78 | 14.81 | 13.94 | 17.88 | 3.82 | −7.75 | 0.43 | −5.29 | −4.27 | −5.14 | −1.19 |
ebm | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
ffn | 26.16 | 24.97 | 24.29 | 25.94 | 24.89 | 25.94 | 24.71 | 26.08 | −1.18 | −1.86 | −0.22 | −1.27 | −0.22 | −1.44 | −0.08 |
ffnlp | 27.18 | 27.71 | 26.96 | 27.28 | 27.57 | 27.14 | 27.01 | 26.91 | 0.52 | −0.22 | 0.09 | 0.38 | −0.05 | −0.17 | −0.27 |
ffnsp | 9.36 | 13.27 | 16.96 | 11.06 | 14.27 | 14.70 | 10.53 | 16.62 | 3.91 | 7.60 | 1.70 | 4.91 | 5.34 | 1.17 | 7.26 |
knn | 14.05 | 13.54 | 13.27 | 13.29 | 13.23 | 13.22 | 13.25 | 13.28 | −0.51 | −0.78 | −0.76 | −0.82 | −0.83 | −0.80 | −0.77 |
lda | 21.33 | 21.73 | 22.23 | 22.02 | 22.19 | 22.41 | 22.29 | 22.13 | 0.40 | 0.90 | 0.69 | 0.87 | 1.08 | 0.96 | 0.80 |
mlp | 20.87 | 21.98 | 24.80 | 22.33 | 22.53 | 21.69 | 22.91 | 23.03 | 1.11 | 3.93 | 1.46 | 1.66 | 0.83 | 2.04 | 2.16 |
percep | 9.80 | 10.01 | 9.57 | 9.37 | 7.64 | 10.42 | 11.59 | 10.76 | 0.21 | −0.23 | −0.43 | −2.16 | 0.62 | 1.79 | 0.96 |
qda | 26.47 | 26.40 | 24.97 | 25.82 | 25.12 | 22.13 | 23.43 | 26.14 | −0.06 | −1.49 | −0.65 | −1.34 | −4.34 | −3.04 | −0.33 |
rf | 37.84 | 37.81 | 36.71 | 37.16 | 36.98 | 36.39 | 36.69 | 37.31 | −0.03 | −1.13 | −0.67 | −0.86 | −1.44 | −1.15 | −0.53 |
ridge | 21.31 | 21.70 | 22.21 | 22.00 | 22.17 | 22.39 | 22.27 | 22.12 | 0.39 | 0.90 | 0.69 | 0.87 | 1.09 | 0.97 | 0.82 |
xgb | 34.58 | 36.33 | 35.93 | 36.26 | 36.36 | 36.62 | 36.46 | 36.59 | 1.76 | 1.35 | 1.68 | 1.78 | 2.04 | 1.88 | 2.01 |
xnn | 2.52 | 0.00 | 2.86 | 0.02 | 1.77 | 0.98 | 0.41 | 1.09 | −2.52 | 0.34 | −2.50 | −0.76 | −1.54 | −2.11 | −1.43 |
3. D80 | |||||||||||||||
cnn | 22.20 | 21.68 | 14.44 | 22.97 | 17.89 | 17.16 | 18.40 | 20.04 | −0.52 | −7.76 | 0.77 | −4.31 | −5.04 | −3.80 | −2.16 |
ebm | 35.08 | 36.81 | 36.88 | 36.98 | 37.02 | 37.14 | 37.07 | 36.76 | 1.73 | 1.80 | 1.89 | 1.93 | 2.06 | 1.99 | 1.68 |
ffn | 27.38 | 27.80 | 27.50 | 26.89 | 26.50 | 28.07 | 28.20 | 27.70 | 0.41 | 0.12 | −0.49 | −0.88 | 0.69 | 0.82 | 0.31 |
ffnlp | 27.38 | 26.81 | 26.45 | 27.89 | 27.28 | 27.82 | 28.31 | 26.94 | −0.57 | −0.93 | 0.51 | −0.10 | 0.44 | 0.93 | −0.44 |
ffnsp | 13.61 | 16.83 | 17.36 | 14.58 | 13.18 | 16.98 | 14.93 | 16.65 | 3.22 | 3.75 | 0.97 | −0.43 | 3.37 | 1.32 | 3.03 |
knn | 17.35 | 17.35 | 17.32 | 17.33 | 17.33 | 17.30 | 17.32 | 17.33 | −0.00 | −0.03 | −0.03 | −0.02 | −0.05 | −0.04 | −0.02 |
lda | 23.84 | 24.07 | 24.08 | 24.29 | 24.45 | 24.49 | 24.46 | 24.00 | 0.23 | 0.25 | 0.45 | 0.61 | 0.65 | 0.63 | 0.16 |
mlp | 23.88 | 23.83 | 21.46 | 23.34 | 23.32 | 24.26 | 21.67 | 24.16 | −0.05 | −2.42 | −0.54 | −0.57 | 0.38 | −2.21 | 0.28 |
percep | 10.79 | 12.50 | 12.73 | 10.46 | 11.96 | 13.20 | 10.32 | 12.19 | 1.71 | 1.93 | −0.33 | 1.17 | 2.40 | −0.48 | 1.39 |
qda | 28.14 | 27.83 | 26.40 | 26.58 | 26.34 | 24.63 | 25.60 | 27.61 | −0.31 | −1.74 | −1.56 | −1.80 | −3.50 | −2.54 | −0.52 |
rf | 39.96 | 39.91 | 40.13 | 40.51 | 39.88 | 39.56 | 39.82 | 40.59 | −0.04 | 0.18 | 0.55 | −0.07 | −0.39 | −0.14 | 0.63 |
ridge | 23.79 | 23.98 | 24.05 | 24.22 | 24.38 | 24.42 | 24.43 | 23.92 | 0.19 | 0.26 | 0.43 | 0.59 | 0.63 | 0.64 | 0.13 |
xgb | 36.74 | 37.85 | 38.69 | 38.45 | 38.77 | 38.91 | 38.29 | 38.57 | 1.12 | 1.95 | 1.71 | 2.04 | 2.17 | 1.56 | 1.83 |
xnn | 4.45 | 3.60 | 1.65 | 0.37 | 0.04 | 0.00 | 0.01 | 1.55 | −0.85 | −2.80 | −4.08 | −4.41 | −4.44 | −4.44 | −2.90 |
F1 (%) | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Scenarios | Results | ||||||||||||||
SFE | T | T | U | U | U | U | W | T | T | U | U | U + T | U | W | |
+ W | + T | + T | + W | - SFE | + W | - SFE | + T | + W | + W | - SFE | |||||
+ W | - SFE | - SFE | - SFE | - SFE | |||||||||||
WGB_CR | |||||||||||||||
1. D100 | |||||||||||||||
cnn | 65.60 | 67.92 | 91.94 | 90.86 | 83.99 | 91.94 | 91.67 | 91.07 | 2.32 | 26.34 | 25.26 | 18.39 | 26.34 | 26.07 | 25.47 |
ebm | 91.22 | 91.67 | 91.70 | 91.64 | 91.67 | 91.68 | 91.66 | 91.67 | 0.44 | 0.47 | 0.42 | 0.45 | 0.46 | 0.44 | 0.45 |
ffn | 77.10 | 72.85 | 76.60 | 70.25 | 77.98 | 75.85 | 75.64 | 69.85 | −4.25 | −0.50 | −6.85 | 0.88 | −1.25 | −1.46 | −7.25 |
ffnlp | 69.97 | 79.18 | 71.61 | 75.03 | 73.50 | 80.86 | 76.05 | 71.79 | 9.21 | 1.64 | 5.06 | 3.53 | 10.89 | 6.08 | 1.82 |
ffnsp | 48.74 | 44.69 | 42.64 | 64.14 | 51.68 | 56.75 | 47.90 | 40.48 | −4.05 | −6.10 | 15.40 | 2.94 | 8.01 | −0.83 | −8.25 |
knn | 76.16 | 76.14 | 76.08 | 76.10 | 76.09 | 76.08 | 76.07 | 76.09 | −0.01 | −0.07 | −0.05 | −0.07 | −0.08 | −0.08 | −0.07 |
lda | 77.06 | 77.19 | 77.35 | 77.37 | 77.42 | 77.45 | 77.42 | 77.40 | 0.13 | 0.29 | 0.31 | 0.36 | 0.39 | 0.36 | 0.34 |
mlp | 66.55 | 71.50 | 83.00 | 79.79 | 68.07 | 64.94 | 72.57 | 69.97 | 4.95 | 16.44 | 13.24 | 1.52 | −1.61 | 6.01 | 3.42 |
percep | 50.71 | 43.53 | 46.50 | 61.18 | 71.86 | 50.13 | 60.29 | 46.99 | −7.18 | −4.21 | 10.47 | 21.15 | −0.58 | 9.58 | −3.72 |
qda | 74.51 | 76.13 | 77.46 | 75.36 | 75.57 | 74.58 | 75.23 | 77.31 | 1.62 | 2.95 | 0.85 | 1.06 | 0.07 | 0.72 | 2.80 |
rf | 90.87 | 91.94 | 92.12 | 92.04 | 92.15 | 92.15 | 92.15 | 92.10 | 1.06 | 1.25 | 1.16 | 1.27 | 1.28 | 1.27 | 1.22 |
ridge | 43.83 | 44.59 | 44.90 | 44.82 | 45.15 | 45.42 | 45.08 | 44.59 | 0.76 | 1.08 | 0.99 | 1.33 | 1.59 | 1.25 | 0.76 |
xgb | 90.90 | 91.62 | 91.73 | 91.71 | 91.72 | 91.76 | 91.80 | 91.77 | 0.73 | 0.84 | 0.81 | 0.82 | 0.86 | 0.90 | 0.87 |
xnn | 79.95 | 91.89 | 65.74 | 86.19 | 90.54 | 78.73 | 91.04 | 66.31 | 11.94 | −14.22 | 6.24 | 10.59 | −1.22 | 11.09 | −13.64 |
2. D99 | |||||||||||||||
cnn | 65.59 | 70.45 | 93.35 | 91.64 | 92.45 | 93.37 | 93.30 | 91.60 | 4.86 | 27.75 | 26.04 | 26.86 | 27.78 | 27.71 | 26.01 |
ebm | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
ffn | 75.92 | 77.65 | 78.86 | 75.96 | 75.82 | 80.24 | 73.25 | 74.40 | 1.73 | 2.94 | 0.04 | −0.10 | 4.32 | −2.66 | −1.52 |
ffnlp | 66.46 | 77.13 | 74.14 | 72.20 | 76.00 | 78.50 | 68.27 | 78.54 | 10.67 | 7.67 | 5.74 | 9.54 | 12.04 | 1.81 | 12.07 |
ffnsp | 52.73 | 33.01 | 54.69 | 48.28 | 50.96 | 47.14 | 59.38 | 42.15 | −19.72 | 1.97 | −4.45 | −1.77 | −5.59 | 6.65 | −10.58 |
knn | 77.62 | 77.23 | 77.20 | 77.21 | 77.20 | 77.19 | 77.20 | 77.22 | −0.39 | −0.42 | −0.41 | −0.42 | −0.43 | −0.42 | −0.40 |
lda | 78.03 | 78.18 | 78.35 | 78.30 | 78.37 | 78.45 | 78.38 | 78.23 | 0.15 | 0.32 | 0.27 | 0.35 | 0.43 | 0.36 | 0.20 |
mlp | 72.53 | 58.47 | 73.74 | 70.61 | 83.61 | 73.28 | 75.22 | 66.40 | −14.06 | 1.22 | −1.92 | 11.08 | 0.76 | 2.69 | −6.13 |
percep | 54.99 | 67.66 | 76.26 | 74.05 | 79.16 | 67.38 | 60.35 | 63.75 | 12.66 | 21.26 | 19.06 | 24.17 | 12.39 | 5.35 | 8.76 |
qda | 75.22 | 76.07 | 76.52 | 74.35 | 74.57 | 72.86 | 73.44 | 76.07 | 0.85 | 1.30 | −0.86 | −0.65 | −2.36 | −1.78 | 0.85 |
rf | 92.15 | 93.28 | 93.40 | 93.32 | 93.39 | 93.40 | 93.38 | 93.35 | 1.13 | 1.26 | 1.18 | 1.24 | 1.26 | 1.24 | 1.21 |
ridge | 44.18 | 44.46 | 44.90 | 44.78 | 44.93 | 45.34 | 45.12 | 44.67 | 0.29 | 0.73 | 0.60 | 0.75 | 1.16 | 0.95 | 0.49 |
xgb | 92.48 | 93.18 | 93.28 | 93.22 | 93.30 | 93.30 | 93.25 | 93.27 | 0.70 | 0.81 | 0.74 | 0.83 | 0.82 | 0.77 | 0.79 |
xnn | 73.03 | 92.03 | 76.34 | 73.55 | 88.17 | 86.03 | 90.93 | 86.01 | 19.00 | 3.31 | 0.52 | 15.14 | 13.00 | 17.90 | 12.98 |
3. D80 | |||||||||||||||
cnn | 65.03 | 67.74 | 91.86 | 91.36 | 92.00 | 92.01 | 92.00 | 88.43 | 2.71 | 26.83 | 26.34 | 26.97 | 26.98 | 26.98 | 23.41 |
ebm | 91.09 | 91.60 | 91.70 | 91.64 | 91.68 | 91.72 | 91.71 | 91.69 | 0.51 | 0.61 | 0.55 | 0.59 | 0.63 | 0.62 | 0.60 |
ffn | 78.15 | 78.28 | 71.12 | 73.95 | 76.17 | 74.26 | 74.60 | 75.33 | 0.12 | −7.03 | −4.20 | −1.98 | −3.90 | −3.55 | −2.83 |
ffnlp | 73.69 | 74.93 | 78.64 | 74.90 | 75.63 | 79.30 | 75.33 | 73.38 | 1.24 | 4.94 | 1.20 | 1.94 | 5.61 | 1.64 | −0.31 |
ffnsp | 41.02 | 44.83 | 54.21 | 57.41 | 36.19 | 55.66 | 49.21 | 43.53 | 3.81 | 13.20 | 16.39 | −4.83 | 14.65 | 8.19 | 2.51 |
knn | 76.22 | 76.21 | 76.19 | 76.20 | 76.20 | 76.18 | 76.19 | 76.21 | −0.01 | −0.03 | −0.01 | −0.02 | −0.03 | −0.02 | −0.01 |
lda | 77.09 | 77.31 | 77.49 | 77.50 | 77.54 | 77.67 | 77.58 | 77.50 | 0.23 | 0.40 | 0.42 | 0.45 | 0.59 | 0.49 | 0.42 |
mlp | 57.55 | 69.54 | 77.77 | 67.28 | 80.29 | 62.86 | 73.73 | 66.26 | 12.00 | 20.22 | 9.73 | 22.75 | 5.32 | 16.19 | 8.71 |
percep | 84.49 | 57.76 | 61.38 | 70.60 | 77.07 | 66.03 | 70.12 | 71.36 | −26.73 | −23.11 | −13.89 | −7.42 | −18.46 | −14.37 | −13.13 |
qda | 75.56 | 76.37 | 77.23 | 74.19 | 74.56 | 73.76 | 74.41 | 77.24 | 0.81 | 1.68 | −1.37 | −0.99 | −1.80 | −1.15 | 1.68 |
rf | 90.64 | 91.86 | 92.09 | 92.01 | 92.09 | 92.14 | 92.10 | 92.04 | 1.22 | 1.45 | 1.38 | 1.45 | 1.50 | 1.47 | 1.40 |
ridge | 44.35 | 44.98 | 45.29 | 45.22 | 45.56 | 45.76 | 45.40 | 44.91 | 0.64 | 0.94 | 0.88 | 1.21 | 1.41 | 1.06 | 0.57 |
xgb | 90.78 | 91.59 | 91.78 | 91.69 | 91.77 | 91.76 | 91.78 | 91.73 | 0.81 | 1.00 | 0.91 | 0.98 | 0.98 | 1.00 | 0.95 |
xnn | 80.64 | 72.23 | 85.18 | 81.25 | 73.62 | 92.01 | 73.60 | 61.87 | −8.41 | 4.54 | 0.61 | −7.02 | 11.37 | −7.04 | −18.77 |
AUC (%) | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Scenarios | Results | ||||||||||||||
SFE | T | T | U | U | U | U | W | T | T | U | U | U + T | U | W | |
+ W | + T | + T | + W | - SFE | + W | - SFE | + T | + W | + W | - SFE | |||||
+ W | - SFE | - SFE | - SFE | - SFE | |||||||||||
WOGB_CR | |||||||||||||||
1. D100 | |||||||||||||||
cnn | 62.35 | 61.96 | 57.87 | 62.34 | 58.89 | 59.00 | 58.34 | 61.89 | −0.39 | −4.48 | −0.01 | − 3.46 | −3.35 | −4.00 | −0.46 |
ebm | 73.73 | 73.71 | 73.92 | 73.87 | 73.91 | 74.03 | 74.02 | 73.89 | −0.03 | 0.19 | 0.13 | 0.18 | 0.29 | 0.29 | 0.15 |
ffn | 65.16 | 66.25 | 66.50 | 66.81 | 66.61 | 66.50 | 66.49 | 66.62 | 1.09 | 1.34 | 1.65 | 1.45 | 1.35 | 1.34 | 1.46 |
ffnlp | 66.45 | 66.06 | 65.46 | 66.77 | 66.60 | 66.74 | 65.99 | 66.40 | −0.39 | −0.99 | 0.32 | 0.14 | 0.28 | −0.46 | −0.06 |
ffnsp | 66.26 | 66.27 | 66.90 | 67.05 | 65.92 | 67.00 | 66.82 | 66.19 | 0.01 | 0.65 | 0.79 | − 0.34 | 0.74 | 0.57 | −0.07 |
knn | 58.68 | 58.54 | 58.63 | 58.62 | 58.62 | 58.61 | 58.60 | 58.63 | −0.14 | −0.05 | −0.06 | − 0.06 | −0.07 | −0.08 | −0.05 |
lda | 64.60 | 64.84 | 64.96 | 65.00 | 65.02 | 65.06 | 65.04 | 64.89 | 0.24 | 0.35 | 0.39 | 0.41 | 0.46 | 0.43 | 0.29 |
mlp | 63.72 | 61.49 | 64.36 | 64.96 | 64.06 | 64.77 | 61.77 | 64.21 | −2.23 | 0.64 | 1.24 | 0.34 | 1.05 | −1.95 | 0.49 |
percep | 55.32 | 54.51 | 53.47 | 55.14 | 54.96 | 56.40 | 53.95 | 56.10 | −0.81 | −1.85 | −0.18 | − 0.36 | 1.07 | −1.37 | 0.77 |
qda | 66.35 | 66.39 | 65.74 | 65.80 | 65.52 | 64.16 | 64.76 | 66.21 | 0.04 | −0.60 | −0.54 | − 0.83 | −2.19 | −1.58 | −0.14 |
rf | 74.68 | 74.83 | 74.47 | 74.72 | 74.70 | 74.38 | 74.47 | 74.77 | 0.14 | −0.22 | 0.03 | 0.01 | −0.31 | −0.22 | 0.09 |
ridge | 63.40 | 63.65 | 63.80 | 63.90 | 63.93 | 63.98 | 63.96 | 63.74 | 0.26 | 0.41 | 0.50 | 0.53 | 0.59 | 0.56 | 0.34 |
xgb | 72.53 | 73.97 | 73.97 | 73.72 | 73.83 | 73.90 | 74.02 | 74.01 | 1.44 | 1.44 | 1.18 | 1.30 | 1.37 | 1.48 | 1.48 |
xnn | 51.66 | 50.13 | 49.93 | 50.52 | 50.55 | 51.25 | 49.96 | 50.32 | −1.54 | −1.73 | −1.15 | − 1.11 | −0.41 | −1.71 | −1.34 |
2. D99 | |||||||||||||||
cnn | 62.49 | 62.40 | 58.08 | 61.81 | 59.52 | 59.19 | 59.23 | 62.85 | −0.10 | −4.41 | −0.68 | − 2.97 | −3.31 | −3.26 | 0.35 |
ebm | 73.68 | 73.85 | 73.64 | 73.58 | 73.68 | 73.80 | 73.70 | 73.60 | 0.17 | −0.04 | −0.10 | − 0.00 | 0.12 | 0.03 | −0.08 |
ffn | 66.85 | 66.06 | 66.54 | 65.76 | 66.16 | 66.09 | 65.66 | 66.50 | −0.79 | −0.31 | −1.09 | − 0.69 | −0.76 | −1.19 | −0.35 |
ffnlp | 66.07 | 66.53 | 66.58 | 65.89 | 66.35 | 66.94 | 66.20 | 66.11 | 0.47 | 0.51 | −0.18 | 0.28 | 0.87 | 0.13 | 0.04 |
ffnsp | 66.51 | 66.78 | 66.49 | 66.63 | 67.09 | 66.90 | 66.45 | 66.19 | 0.28 | −0.02 | 0.13 | 0.58 | 0.39 | −0.06 | −0.31 |
knn | 58.65 | 58.45 | 58.35 | 58.36 | 58.35 | 58.35 | 58.35 | 58.36 | −0.20 | −0.29 | −0.28 | − 0.30 | −0.30 | −0.29 | −0.29 |
lda | 64.59 | 64.80 | 64.94 | 64.98 | 65.00 | 65.04 | 65.02 | 64.87 | 0.22 | 0.35 | 0.39 | 0.41 | 0.46 | 0.43 | 0.28 |
mlp | 63.49 | 64.05 | 64.20 | 62.84 | 64.36 | 64.80 | 62.98 | 63.31 | 0.55 | 0.71 | −0.65 | 0.86 | 1.30 | −0.52 | −0.18 |
percep | 53.15 | 51.87 | 52.01 | 51.72 | 50.70 | 53.44 | 54.65 | 53.33 | −1.28 | −1.14 | −1.43 | − 2.45 | 0.29 | 1.50 | 0.18 |
qda | 66.34 | 66.28 | 65.63 | 65.67 | 65.40 | 64.02 | 64.62 | 66.09 | −0.06 | −0.71 | −0.67 | − 0.94 | −2.32 | −1.72 | −0.25 |
rf | 74.54 | 75.02 | 74.71 | 74.83 | 74.61 | 74.47 | 74.49 | 74.83 | 0.48 | 0.17 | 0.29 | 0.08 | −0.07 | −0.05 | 0.29 |
ridge | 63.38 | 63.61 | 63.78 | 63.89 | 63.92 | 63.96 | 63.94 | 63.71 | 0.23 | 0.40 | 0.51 | 0.54 | 0.58 | 0.56 | 0.34 |
xgb | 72.60 | 73.73 | 73.74 | 73.67 | 73.89 | 73.92 | 73.91 | 73.93 | 1.13 | 1.14 | 1.08 | 1.29 | 1.32 | 1.31 | 1.33 |
xnn | 49.59 | 51.89 | 51.69 | 50.47 | 50.00 | 50.29 | 52.04 | 50.65 | 2.29 | 2.10 | 0.88 | 0.41 | 0.70 | 2.45 | 1.05 |
3. D80 | |||||||||||||||
cnn | 61.73 | 60.58 | 58.10 | 60.91 | 59.23 | 58.89 | 58.88 | 61.34 | −1.14 | −3.62 | −0.82 | − 2.50 | −2.84 | −2.85 | −0.39 |
ebm | 73.49 | 73.69 | 73.81 | 73.74 | 73.85 | 73.89 | 73.89 | 73.80 | 0.19 | 0.32 | 0.25 | 0.36 | 0.40 | 0.40 | 0.31 |
ffn | 66.74 | 66.58 | 66.16 | 65.41 | 66.59 | 66.38 | 66.47 | 65.86 | −0.16 | −0.58 | −1.32 | − 0.15 | −0.36 | −0.26 | −0.88 |
ffnlp | 66.29 | 66.37 | 66.13 | 66.85 | 66.49 | 66.61 | 67.25 | 65.60 | 0.09 | −0.16 | 0.57 | 0.21 | 0.32 | 0.96 | −0.69 |
ffnsp | 66.90 | 66.42 | 66.55 | 66.96 | 65.59 | 66.67 | 66.76 | 65.94 | −0.48 | −0.36 | 0.06 | − 1.31 | −0.24 | −0.14 | −0.97 |
knn | 58.56 | 58.55 | 58.56 | 58.54 | 58.54 | 58.55 | 58.55 | 58.57 | −0.01 | 0.00 | −0.02 | − 0.02 | −0.01 | −0.01 | 0.01 |
lda | 65.11 | 65.21 | 65.28 | 65.35 | 65.37 | 65.40 | 65.37 | 65.22 | 0.09 | 0.17 | 0.23 | 0.26 | 0.29 | 0.26 | 0.11 |
mlp | 64.27 | 64.98 | 62.54 | 63.20 | 65.27 | 65.21 | 65.10 | 63.60 | 0.71 | −1.73 | −1.07 | 1.00 | 0.94 | 0.83 | −0.67 |
percep | 51.76 | 51.39 | 53.77 | 54.19 | 50.55 | 53.06 | 53.66 | 52.41 | −0.37 | 2.01 | 2.43 | −1.21 | 1.31 | 1.90 | 0.65 |
qda | 66.49 | 66.36 | 65.84 | 66.02 | 65.75 | 64.61 | 65.25 | 66.33 | −0.14 | −0.65 | −0.48 | −0.74 | −1.88 | −1.25 | −0.16 |
rf | 74.30 | 74.70 | 74.49 | 74.58 | 74.60 | 74.21 | 74.22 | 74.66 | 0.41 | 0.20 | 0.29 | 0.31 | −0.09 | −0.07 | 0.37 |
ridge | 63.90 | 64.01 | 64.14 | 64.27 | 64.31 | 64.35 | 64.30 | 64.07 | 0.11 | 0.24 | 0.37 | 0.41 | 0.45 | 0.40 | 0.17 |
xgb | 72.43 | 73.64 | 74.01 | 73.71 | 73.76 | 74.05 | 73.86 | 74.05 | 1.21 | 1.58 | 1.28 | 1.33 | 1.62 | 1.43 | 1.62 |
xnn | 50.40 | 50.55 | 50.00 | 49.97 | 50.00 | 50.00 | 49.94 | 50.66 | 0.15 | −0.40 | −0.43 | −0.40 | −0.40 | −0.47 | 0.25 |
ACC (%) | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Scenarios | Results | ||||||||||||||
SFE | T | T | U | U | U | U | W | T | T | U | U | U + T | U | W | |
+ W | + T | + T | + W | - SFE | + W | - SFE | + T | + W | + W | - SFE | |||||
+ W | - SFE | - SFE | - SFE | - SFE | |||||||||||
WOGB_CR | |||||||||||||||
1. D100 | |||||||||||||||
cnn | 56.63 | 60.47 | 87.65 | 84.37 | 87.69 | 87.67 | 82.41 | 84.51 | 3.84 | 31.02 | 27.74 | 31.06 | 31.04 | 25.78 | 27.88 |
ebm | 87.78 | 87.69 | 87.65 | 87.63 | 87.64 | 87.64 | 87.65 | 87.65 | −0.09 | −0.13 | −0.15 | −0.14 | −0.14 | −0.13 | −0.13 |
ffn | 70.07 | 70.60 | 67.96 | 64.99 | 66.82 | 68.50 | 68.26 | 68.25 | 0.53 | −2.11 | −5.08 | −3.24 | −1.56 | −1.81 | −1.82 |
ffnlp | 64.10 | 65.67 | 72.32 | 67.66 | 66.18 | 65.77 | 65.80 | 66.70 | 1.57 | 8.22 | 3.56 | 2.08 | 1.66 | 1.69 | 2.59 |
ffnsp | 67.21 | 63.53 | 60.93 | 69.04 | 67.53 | 60.97 | 66.57 | 69.85 | −3.68 | −6.28 | 1.82 | 0.31 | −6.24 | −0.64 | 2.63 |
knn | 65.24 | 65.20 | 64.98 | 65.00 | 65.00 | 64.95 | 64.96 | 64.99 | −0.03 | −0.26 | −0.24 | −0.24 | −0.28 | −0.27 | −0.24 |
lda | 67.24 | 67.31 | 67.52 | 67.43 | 67.45 | 67.64 | 67.55 | 67.49 | 0.07 | 0.28 | 0.19 | 0.21 | 0.40 | 0.30 | 0.25 |
mlp | 58.58 | 70.53 | 56.07 | 66.44 | 67.42 | 56.94 | 63.93 | 56.47 | 11.95 | −2.50 | 7.87 | 8.84 | −1.63 | 5.36 | −2.11 |
percep | 48.84 | 46.38 | 62.42 | 36.78 | 63.48 | 40.90 | 56.64 | 42.35 | −2.46 | 13.58 | −12.06 | 14.64 | −7.94 | 7.80 | −6.49 |
qda | 62.81 | 64.24 | 65.37 | 63.18 | 63.41 | 61.37 | 62.09 | 65.05 | 1.43 | 2.55 | 0.36 | 0.59 | −1.44 | −0.73 | 2.23 |
rf | 85.72 | 87.44 | 87.63 | 87.53 | 87.68 | 87.67 | 87.65 | 87.63 | 1.73 | 1.91 | 1.82 | 1.96 | 1.95 | 1.93 | 1.91 |
ridge | 66.18 | 66.31 | 66.60 | 66.58 | 66.67 | 66.77 | 66.63 | 66.50 | 0.13 | 0.43 | 0.40 | 0.49 | 0.59 | 0.45 | 0.33 |
xgb | 86.18 | 87.29 | 87.50 | 87.41 | 87.49 | 87.49 | 87.49 | 87.51 | 1.11 | 1.32 | 1.23 | 1.31 | 1.30 | 1.31 | 1.32 |
xnn | 72.01 | 56.05 | 87.57 | 81.71 | 77.36 | 80.53 | 79.95 | 77.88 | −15.96 | 15.56 | 9.70 | 5.36 | 8.52 | 7.94 | 5.88 |
2. D99 | |||||||||||||||
cnn | 66.29 | 54.66 | 87.59 | 83.57 | 87.67 | 87.70 | 87.53 | 87.04 | −11.63 | 21.30 | 17.28 | 21.38 | 21.41 | 21.24 | 20.76 |
ebm | 87.82 | 87.69 | 87.62 | 87.59 | 87.62 | 87.64 | 87.62 | 87.63 | −0.13 | −0.20 | −0.22 | −0.20 | −0.18 | −0.20 | −0.19 |
ffn | 67.13 | 70.09 | 62.29 | 64.60 | 68.45 | 67.81 | 71.27 | 67.15 | 2.96 | −4.84 | −2.53 | 1.32 | 0.68 | 4.14 | 0.02 |
ffnlp | 58.27 | 68.32 | 65.68 | 65.02 | 67.64 | 65.62 | 60.54 | 69.23 | 10.05 | 7.41 | 6.76 | 9.37 | 7.35 | 2.27 | 10.96 |
ffnsp | 64.10 | 67.73 | 67.50 | 66.28 | 66.38 | 66.31 | 69.18 | 65.03 | 3.64 | 3.40 | 2.18 | 2.29 | 2.21 | 5.08 | 0.93 |
knn | 65.38 | 64.92 | 64.89 | 64.89 | 64.89 | 64.87 | 64.89 | 64.90 | −0.45 | −0.49 | −0.48 | −0.49 | −0.50 | −0.49 | −0.47 |
lda | 67.24 | 67.40 | 67.50 | 67.42 | 67.41 | 67.54 | 67.50 | 67.40 | 0.16 | 0.26 | 0.18 | 0.17 | 0.30 | 0.26 | 0.16 |
mlp | 64.91 | 61.26 | 68.51 | 66.46 | 58.05 | 67.96 | 64.92 | 65.38 | −3.65 | 3.59 | 1.55 | −6.86 | 3.04 | 0.01 | 0.46 |
percep | 51.55 | 61.77 | 69.54 | 66.65 | 72.93 | 60.93 | 53.92 | 57.20 | 10.22 | 17.99 | 15.10 | 21.38 | 9.38 | 2.37 | 5.64 |
qda | 63.27 | 64.28 | 64.73 | 62.34 | 62.54 | 60.49 | 61.20 | 64.28 | 1.01 | 1.46 | −0.93 | −0.73 | −2.77 | −2.07 | 1.02 |
rf | 85.73 | 87.51 | 87.64 | 87.59 | 87.66 | 87.68 | 87.66 | 87.62 | 1.78 | 1.92 | 1.86 | 1.93 | 1.96 | 1.94 | 1.89 |
ridge | 66.16 | 66.38 | 66.61 | 66.55 | 66.64 | 66.74 | 66.66 | 66.44 | 0.22 | 0.45 | 0.39 | 0.48 | 0.58 | 0.50 | 0.28 |
xgb | 86.20 | 87.32 | 87.48 | 87.38 | 87.52 | 87.51 | 87.42 | 87.46 | 1.12 | 1.27 | 1.18 | 1.32 | 1.31 | 1.21 | 1.26 |
xnn | 63.78 | 68.47 | 62.79 | 81.82 | 87.40 | 84.20 | 64.94 | 82.32 | 4.69 | −0.99 | 18.04 | 23.62 | 20.43 | 1.16 | 18.54 |
3. D80 | |||||||||||||||
cnn | 62.36 | 58.85 | 87.57 | 84.52 | 87.42 | 87.68 | 87.71 | 82.55 | −3.50 | 25.22 | 22.16 | 25.06 | 25.32 | 25.35 | 20.20 |
ebm | 87.51 | 87.58 | 87.64 | 87.62 | 87.62 | 87.65 | 87.63 | 87.64 | 0.07 | 0.13 | 0.10 | 0.11 | 0.13 | 0.12 | 0.12 |
ffn | 63.83 | 58.29 | 69.62 | 66.20 | 69.87 | 71.70 | 62.72 | 62.91 | −5.54 | 5.79 | 2.37 | 6.04 | 7.87 | −1.12 | −0.92 |
ffnlp | 58.46 | 61.38 | 71.01 | 70.00 | 64.74 | 66.28 | 62.12 | 63.30 | 2.92 | 12.55 | 11.54 | 6.28 | 7.82 | 3.66 | 4.84 |
ffnsp | 65.89 | 62.61 | 63.44 | 63.93 | 72.89 | 62.83 | 65.32 | 66.60 | −3.28 | −2.45 | −1.96 | 7.00 | −3.06 | −0.57 | 0.71 |
knn | 65.07 | 65.06 | 65.03 | 65.05 | 65.04 | 65.02 | 65.03 | 65.06 | −0.00 | −0.03 | −0.02 | −0.03 | −0.05 | −0.03 | −0.01 |
lda | 67.33 | 67.59 | 67.76 | 67.58 | 67.69 | 67.85 | 67.74 | 67.56 | 0.26 | 0.43 | 0.25 | 0.36 | 0.52 | 0.41 | 0.23 |
mlp | 67.93 | 65.93 | 72.31 | 68.12 | 63.21 | 66.36 | 59.38 | 59.67 | −2.00 | 4.38 | 0.19 | −4.72 | −1.57 | −8.55 | −8.26 |
percep | 60.08 | 62.61 | 50.07 | 53.04 | 62.32 | 63.72 | 53.02 | 64.28 | 2.53 | −10.01 | −7.03 | 2.24 | 3.64 | −7.06 | 4.20 |
qda | 62.47 | 63.65 | 64.27 | 60.94 | 61.33 | 59.35 | 60.28 | 63.88 | 1.18 | 1.81 | −1.53 | −1.14 | −3.12 | −2.19 | 1.41 |
rf | 85.45 | 87.36 | 87.68 | 87.58 | 87.70 | 87.70 | 87.65 | 87.60 | 1.91 | 2.22 | 2.13 | 2.25 | 2.25 | 2.20 | 2.14 |
ridge | 66.32 | 66.58 | 66.73 | 66.72 | 66.84 | 66.93 | 66.78 | 66.64 | 0.26 | 0.41 | 0.40 | 0.52 | 0.61 | 0.46 | 0.31 |
xgb | 85.95 | 87.21 | 87.51 | 87.38 | 87.46 | 87.51 | 87.49 | 87.47 | 1.26 | 1.55 | 1.42 | 1.51 | 1.56 | 1.54 | 1.52 |
xnn | 66.33 | 81.92 | 87.74 | 80.03 | 87.74 | 80.19 | 79.88 | 69.28 | 15.59 | 21.41 | 13.69 | 21.41 | 13.86 | 13.55 | 2.95 |
KS (%) | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Scenarios | Results | ||||||||||||||
SFE | T | T | U | U | U | U | W | T | T | U | U | U + T | U | W | |
+ W | + T | + T | + W | - SFE | + W | - SFE | + T | + W | + W | - SFE | |||||
+ W | - SFE | - SFE | - SFE | - SFE | |||||||||||
WOGB_CR | |||||||||||||||
1. D100 | |||||||||||||||
cnn | 18.94 | 19.98 | 12.10 | 19.87 | 12.88 | 14.37 | 13.07 | 17.53 | 1.04 | −6.84 | 0.93 | −6.06 | −4.57 | −5.87 | −1.41 |
ebm | 33.22 | 34.51 | 34.74 | 34.83 | 34.90 | 35.00 | 34.98 | 34.56 | 1.29 | 1.52 | 1.61 | 1.68 | 1.78 | 1.76 | 1.35 |
ffn | 25.68 | 25.89 | 26.54 | 26.06 | 25.95 | 25.99 | 24.64 | 24.54 | 0.21 | 0.87 | 0.38 | 0.27 | 0.31 | −1.04 | −1.14 |
ffnlp | 25.04 | 25.92 | 25.95 | 26.42 | 25.63 | 26.39 | 25.59 | 25.24 | 0.88 | 0.91 | 1.38 | 0.60 | 1.35 | 0.55 | 0.20 |
ffnsp | 9.84 | 11.59 | 4.96 | 10.07 | 11.05 | 13.18 | 9.46 | 8.22 | 1.75 | −4.88 | 0.23 | 1.21 | 3.34 | −0.38 | −1.62 |
knn | 14.22 | 13.64 | 14.05 | 14.06 | 14.05 | 14.03 | 14.04 | 14.07 | −0.58 | −0.17 | −0.16 | −0.17 | −0.19 | −0.18 | −0.15 |
lda | 21.34 | 21.68 | 22.05 | 22.26 | 22.36 | 22.35 | 22.28 | 21.96 | 0.34 | 0.71 | 0.92 | 1.03 | 1.01 | 0.94 | 0.62 |
mlp | 21.86 | 22.19 | 22.80 | 20.70 | 23.36 | 22.86 | 20.86 | 21.43 | 0.33 | 0.94 | −1.17 | 1.49 | 1.00 | −1.01 | −0.44 |
percep | 12.60 | 11.91 | 10.31 | 11.87 | 12.76 | 13.63 | 11.64 | 13.77 | −0.70 | −2.29 | −0.74 | 0.15 | 1.02 | −0.96 | 1.16 |
qda | 26.31 | 26.61 | 25.04 | 25.71 | 25.15 | 22.29 | 23.59 | 26.49 | 0.30 | −1.27 | −0.60 | −1.16 | −4.02 | −2.72 | 0.18 |
rf | 37.89 | 37.84 | 36.79 | 37.37 | 37.11 | 36.32 | 36.64 | 37.27 | −0.05 | −1.10 | −0.52 | −0.78 | −1.58 | −1.25 | −0.63 |
ridge | 21.32 | 21.65 | 22.02 | 22.25 | 22.33 | 22.33 | 22.24 | 21.96 | 0.33 | 0.70 | 0.93 | 1.01 | 1.01 | 0.92 | 0.64 |
xgb | 34.76 | 36.80 | 36.94 | 36.15 | 36.25 | 36.53 | 36.58 | 36.63 | 2.04 | 2.19 | 1.40 | 1.49 | 1.77 | 1.83 | 1.87 |
xnn | 3.37 | 0.26 | 3.18 | 1.09 | 2.80 | 0.03 | 1.04 | 0.00 | −3.11 | −0.20 | −2.29 | −0.58 | −3.34 | −2.33 | −3.37 |
2. D99 | |||||||||||||||
cnn | 19.08 | 22.90 | 11.33 | 19.51 | 13.78 | 14.81 | 13.94 | 17.88 | 3.82 | −7.75 | 0.43 | −5.29 | −4.27 | −5.14 | −1.19 |
ebm | 33.10 | 34.52 | 35.30 | 35.03 | 35.27 | 35.58 | 35.52 | 34.90 | 1.42 | 2.20 | 1.93 | 2.18 | 2.48 | 2.42 | 1.81 |
ffn | 26.16 | 24.97 | 24.29 | 25.94 | 24.89 | 25.94 | 24.71 | 26.08 | −1.18 | −1.86 | −0.22 | −1.27 | −0.22 | −1.44 | −0.08 |
ffnlp | 26.25 | 24.57 | 26.45 | 25.67 | 25.72 | 25.97 | 26.49 | 25.55 | −1.68 | 0.20 | −0.58 | −0.53 | −0.28 | 0.24 | −0.70 |
ffnsp | 9.60 | 9.95 | 12.99 | 9.68 | 13.82 | 13.25 | 8.60 | 6.58 | 0.35 | 3.39 | 0.08 | 4.22 | 3.65 | −1.00 | −3.02 |
knn | 14.05 | 13.54 | 13.27 | 13.29 | 13.23 | 13.22 | 13.25 | 13.28 | −0.51 | −0.78 | −0.76 | −0.82 | −0.83 | −0.80 | −0.77 |
lda | 21.33 | 21.73 | 22.23 | 22.02 | 22.19 | 22.41 | 22.29 | 22.13 | 0.40 | 0.90 | 0.69 | 0.87 | 1.08 | 0.96 | 0.80 |
mlp | 20.87 | 21.98 | 24.80 | 22.33 | 22.53 | 21.69 | 22.91 | 23.03 | 1.11 | 3.93 | 1.46 | 1.66 | 0.83 | 2.04 | 2.16 |
percep | 9.80 | 10.01 | 9.57 | 9.37 | 7.64 | 10.42 | 11.59 | 10.76 | 0.21 | −0.23 | −0.43 | −2.16 | 0.62 | 1.79 | 0.96 |
qda | 26.47 | 26.40 | 24.97 | 25.82 | 25.12 | 22.13 | 23.43 | 26.14 | −0.06 | −1.49 | −0.65 | −1.34 | −4.34 | −3.04 | −0.33 |
rf | 37.84 | 37.81 | 36.71 | 37.16 | 36.98 | 36.39 | 36.69 | 37.31 | −0.03 | −1.13 | −0.67 | −0.86 | −1.44 | −1.15 | −0.53 |
ridge | 21.31 | 21.70 | 22.21 | 22.00 | 22.17 | 22.39 | 22.27 | 22.12 | 0.39 | 0.90 | 0.69 | 0.87 | 1.09 | 0.97 | 0.82 |
xgb | 34.58 | 36.33 | 35.93 | 36.26 | 36.36 | 36.62 | 36.46 | 36.59 | 1.76 | 1.35 | 1.68 | 1.78 | 2.04 | 1.88 | 2.01 |
xnn | 2.67 | 0.92 | 0.03 | 1.05 | 3.53 | 1.61 | 0.00 | 1.08 | −1.75 | −2.64 | −1.62 | 0.86 | −1.06 | −2.67 | −1.60 |
3. D80 | |||||||||||||||
cnn | 19.50 | 21.15 | 12.74 | 20.39 | 14.50 | 14.56 | 13.93 | 19.92 | 1.66 | −6.76 | 0.90 | −5.00 | −4.93 | −5.57 | 0.42 |
ebm | 33.07 | 34.47 | 34.92 | 35.00 | 35.11 | 35.01 | 35.13 | 34.92 | 1.39 | 1.85 | 1.93 | 2.04 | 1.94 | 2.06 | 1.84 |
ffn | 24.92 | 25.45 | 25.35 | 25.44 | 25.50 | 26.16 | 26.50 | 24.64 | 0.53 | 0.43 | 0.52 | 0.58 | 1.24 | 1.58 | −0.28 |
ffnlp | 25.54 | 25.91 | 24.81 | 25.28 | 26.58 | 26.37 | 26.40 | 24.38 | 0.37 | −0.73 | −0.26 | 1.04 | 0.83 | 0.86 | −1.16 |
ffnsp | 13.65 | 15.66 | 10.11 | 10.36 | 11.86 | 12.60 | 11.65 | 11.45 | 2.02 | −3.54 | −3.29 | −1.79 | −1.05 | −2.00 | −2.20 |
knn | 13.78 | 13.78 | 13.82 | 13.78 | 13.77 | 13.79 | 13.84 | 13.86 | −0.01 | 0.04 | 0.00 | −0.01 | 0.00 | 0.06 | 0.08 |
lda | 22.24 | 22.45 | 22.74 | 22.95 | 23.11 | 23.00 | 22.89 | 22.60 | 0.21 | 0.50 | 0.71 | 0.87 | 0.76 | 0.65 | 0.36 |
mlp | 23.25 | 21.95 | 21.19 | 19.73 | 21.17 | 22.74 | 20.36 | 22.79 | −1.30 | −2.05 | −3.52 | −2.08 | −0.51 | −2.89 | −0.46 |
percep | 10.56 | 10.86 | 11.48 | 11.94 | 11.49 | 12.40 | 12.16 | 10.83 | 0.29 | 0.92 | 1.38 | 0.93 | 1.84 | 1.60 | 0.27 |
qda | 27.14 | 26.85 | 25.42 | 26.06 | 25.79 | 23.22 | 24.15 | 26.57 | −0.29 | −1.72 | −1.08 | −1.35 | −3.92 | −2.99 | −0.57 |
rf | 37.21 | 37.14 | 36.89 | 37.36 | 37.37 | 36.46 | 36.62 | 36.98 | −0.07 | −0.32 | 0.15 | 0.15 | −0.76 | −0.60 | −0.23 |
ridge | 22.22 | 22.45 | 22.75 | 22.94 | 23.08 | 22.99 | 22.86 | 22.58 | 0.24 | 0.53 | 0.73 | 0.86 | 0.77 | 0.64 | 0.36 |
xgb | 34.35 | 36.15 | 36.51 | 36.19 | 36.29 | 36.89 | 36.24 | 36.87 | 1.80 | 2.16 | 1.84 | 1.94 | 2.54 | 1.89 | 2.52 |
xnn | 3.96 | 0.04 | 0.00 | 4.34 | 0.80 | 1.05 | 2.69 | 0.01 | −3.92 | −3.96 | 0.39 | −3.16 | −2.91 | −1.27 | −3.94 |
F1 (%) | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Scenarios | Results | ||||||||||||||
SFE | T | T | U | U | U | U | W | T | T | U | U | U + T | U | W | |
+ W | + T | + T | + W | - SFE | + W | - SFE | + T | + W | + W | - SFE | |||||
+ W | - SFE | - SFE | - SFE | - SFE | |||||||||||
WOGB_CR | |||||||||||||||
1. D100 | |||||||||||||||
cnn | 74.52 | 72.22 | 93.43 | 92.93 | 93.31 | 93.44 | 93.18 | 91.34 | −2.29 | 18.91 | 18.42 | 18.80 | 18.93 | 18.66 | 16.83 |
ebm | 92.94 | 93.31 | 93.32 | 93.29 | 93.31 | 93.32 | 93.32 | 93.31 | 0.38 | 0.38 | 0.35 | 0.37 | 0.38 | 0.38 | 0.37 |
ffn | 78.15 | 77.34 | 71.58 | 71.25 | 80.09 | 73.72 | 79.59 | 80.88 | −0.81 | −6.57 | −6.90 | 1.94 | −4.43 | 1.44 | 2.73 |
ffnlp | 78.39 | 78.26 | 78.67 | 76.47 | 77.80 | 73.82 | 80.79 | 83.01 | −0.12 | 0.28 | −1.92 | −0.59 | −4.56 | 2.41 | 4.62 |
ffnsp | 55.25 | 35.46 | 36.63 | 40.18 | 48.29 | 47.66 | 36.39 | 53.66 | −19.80 | −18.62 | −15.07 | −6.96 | −7.59 | −18.86 | −1.59 |
knn | 77.50 | 77.44 | 77.27 | 77.29 | 77.29 | 77.25 | 77.26 | 77.29 | −0.06 | −0.23 | −0.21 | −0.21 | −0.25 | −0.24 | −0.22 |
lda | 78.03 | 78.11 | 78.35 | 78.34 | 78.40 | 78.48 | 78.36 | 78.26 | 0.08 | 0.32 | 0.31 | 0.37 | 0.45 | 0.33 | 0.24 |
mlp | 76.41 | 64.90 | 72.26 | 76.02 | 70.03 | 63.77 | 70.71 | 72.75 | −11.51 | −4.16 | −0.39 | −6.38 | −12.65 | −5.71 | −3.67 |
percep | 54.08 | 51.78 | 66.30 | 38.40 | 68.94 | 44.24 | 65.55 | 44.69 | −2.31 | 12.22 | −15.68 | 14.85 | −9.84 | 11.47 | −9.39 |
qda | 74.80 | 76.03 | 77.08 | 75.11 | 75.35 | 73.66 | 74.25 | 76.73 | 1.23 | 2.28 | 0.31 | 0.55 | −1.14 | −0.55 | 1.93 |
rf | 92.15 | 93.27 | 93.38 | 93.34 | 93.40 | 93.40 | 93.38 | 93.37 | 1.12 | 1.23 | 1.19 | 1.25 | 1.25 | 1.23 | 1.22 |
ridge | 44.22 | 44.42 | 45.05 | 44.87 | 45.07 | 45.55 | 45.26 | 44.85 | 0.20 | 0.83 | 0.65 | 0.85 | 1.33 | 1.04 | 0.63 |
xgb | 92.46 | 93.16 | 93.29 | 93.23 | 93.28 | 93.29 | 93.29 | 93.30 | 0.70 | 0.83 | 0.77 | 0.82 | 0.83 | 0.82 | 0.83 |
xnn | 60.57 | 73.92 | 81.69 | 83.04 | 82.61 | 83.99 | 78.51 | 84.10 | 13.35 | 21.13 | 22.47 | 22.05 | 23.42 | 17.94 | 23.54 |
2. D99 | |||||||||||||||
cnn | 65.59 | 70.45 | 93.35 | 91.64 | 92.45 | 93.37 | 93.30 | 91.60 | 4.86 | 27.75 | 26.05 | 26.86 | 27.78 | 27.71 | 26.01 |
ebm | 92.94 | 93.28 | 93.32 | 93.30 | 93.32 | 93.33 | 93.34 | 93.31 | 0.33 | 0.38 | 0.36 | 0.38 | 0.39 | 0.40 | 0.37 |
ffn | 75.92 | 77.65 | 78.86 | 75.96 | 75.82 | 80.24 | 73.25 | 74.40 | 1.73 | 2.94 | 0.04 | −0.10 | 4.32 | −2.66 | −1.52 |
ffnlp | 73.83 | 80.34 | 75.97 | 79.03 | 76.65 | 74.48 | 74.79 | 74.32 | 6.51 | 2.14 | 5.20 | 2.82 | 0.65 | 0.96 | 0.49 |
ffnsp | 61.05 | 37.53 | 59.15 | 39.26 | 55.64 | 36.89 | 51.31 | 27.41 | −23.52 | −1.90 | −21.80 | −5.42 | −24.17 | −9.74 | −33.64 |
knn | 77.62 | 77.23 | 77.20 | 77.21 | 77.20 | 77.19 | 77.20 | 77.22 | −0.39 | −0.42 | −0.41 | −0.42 | −0.43 | −0.42 | −0.40 |
lda | 78.03 | 78.18 | 78.35 | 78.30 | 78.37 | 78.45 | 78.38 | 78.23 | 0.15 | 0.32 | 0.27 | 0.35 | 0.43 | 0.36 | 0.20 |
mlp | 72.53 | 58.47 | 73.74 | 70.61 | 83.61 | 73.28 | 75.22 | 66.40 | −14.06 | 1.22 | −1.92 | 11.08 | 0.76 | 2.69 | −6.13 |
percep | 54.99 | 67.66 | 76.26 | 74.05 | 79.16 | 67.38 | 60.35 | 63.75 | 12.66 | 21.26 | 19.06 | 24.17 | 12.39 | 5.35 | 8.76 |
qda | 75.22 | 76.07 | 76.52 | 74.35 | 74.57 | 72.86 | 73.44 | 76.07 | 0.85 | 1.30 | −0.86 | −0.65 | −2.36 | −1.78 | 0.85 |
rf | 92.15 | 93.28 | 93.40 | 93.32 | 93.39 | 93.40 | 93.38 | 93.35 | 1.13 | 1.25 | 1.18 | 1.24 | 1.26 | 1.23 | 1.20 |
ridge | 44.18 | 44.46 | 44.90 | 44.78 | 44.93 | 45.34 | 45.12 | 44.67 | 0.29 | 0.73 | 0.60 | 0.75 | 1.16 | 0.95 | 0.49 |
xgb | 92.48 | 93.18 | 93.28 | 93.22 | 93.30 | 93.30 | 93.25 | 93.27 | 0.70 | 0.81 | 0.74 | 0.83 | 0.82 | 0.77 | 0.79 |
xnn | 87.58 | 87.39 | 84.09 | 83.05 | 73.30 | 69.05 | 93.45 | 87.28 | −0.19 | −3.49 | −4.53 | −14.28 | −18.53 | 5.87 | −0.30 |
3. D80 | |||||||||||||||
cnn | 59.66 | 73.36 | 93.35 | 92.35 | 93.29 | 93.37 | 93.40 | 90.92 | 13.70 | 33.70 | 32.70 | 33.63 | 33.71 | 33.74 | 31.26 |
ebm | 92.85 | 93.25 | 93.34 | 93.32 | 93.33 | 93.34 | 93.35 | 93.33 | 0.39 | 0.48 | 0.46 | 0.47 | 0.49 | 0.49 | 0.47 |
ffn | 74.53 | 77.09 | 81.31 | 79.85 | 79.37 | 76.66 | 74.82 | 75.94 | 2.55 | 6.78 | 5.32 | 4.83 | 2.13 | 0.29 | 1.41 |
ffnlp | 74.58 | 75.44 | 76.28 | 76.44 | 71.20 | 76.51 | 76.87 | 76.48 | 0.87 | 1.70 | 1.86 | −3.38 | 1.93 | 2.29 | 1.90 |
ffnsp | 34.07 | 44.07 | 46.46 | 67.61 | 32.96 | 51.48 | 33.21 | 46.91 | 10.00 | 12.39 | 33.53 | −1.12 | 17.40 | −0.86 | 12.83 |
knn | 77.34 | 77.33 | 77.31 | 77.32 | 77.31 | 77.30 | 77.31 | 77.33 | −0.00 | −0.03 | −0.01 | −0.02 | −0.04 | −0.03 | −0.01 |
lda | 78.11 | 78.32 | 78.45 | 78.44 | 78.52 | 78.57 | 78.47 | 78.36 | 0.20 | 0.34 | 0.32 | 0.41 | 0.46 | 0.36 | 0.24 |
mlp | 61.39 | 71.07 | 81.42 | 87.36 | 77.18 | 68.34 | 78.18 | 77.46 | 9.67 | 20.03 | 25.97 | 15.78 | 6.95 | 16.79 | 16.07 |
percep | 63.41 | 66.38 | 54.50 | 60.03 | 65.79 | 72.48 | 58.12 | 69.26 | 2.97 | −8.91 | −3.38 | 2.38 | 9.06 | −5.29 | 5.85 |
qda | 74.42 | 75.49 | 76.12 | 73.08 | 73.46 | 71.77 | 72.56 | 75.71 | 1.07 | 1.70 | −1.34 | −0.96 | −2.65 | −1.86 | 1.29 |
rf | 91.96 | 93.20 | 93.39 | 93.35 | 93.40 | 93.39 | 93.38 | 93.36 | 1.24 | 1.43 | 1.39 | 1.44 | 1.44 | 1.42 | 1.40 |
ridge | 44.91 | 45.21 | 45.47 | 45.52 | 45.66 | 45.97 | 45.74 | 45.27 | 0.30 | 0.56 | 0.61 | 0.75 | 1.06 | 0.83 | 0.36 |
xgb | 92.32 | 93.12 | 93.30 | 93.21 | 93.27 | 93.30 | 93.28 | 93.27 | 0.80 | 0.98 | 0.90 | 0.95 | 0.98 | 0.97 | 0.95 |
xnn | 76.29 | 93.19 | 93.47 | 83.06 | 77.56 | 78.10 | 84.41 | 84.15 | 16.90 | 17.17 | 6.77 | 1.26 | 1.81 | 8.12 | 7.86 |
WGB_CR | WOGB_CR | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUC | ACC | KS | F1 | TOTAL | AUC | ACC | KS | F1 | TOTAL | |||||||||||||||||
F | F + P | P | F | F + P | P | F | F + P | P | F | F + P | P | F | F + P | P | F | F + P | P | F | F + P | P | F | F + P | P | |||
1. D100 | ||||||||||||||||||||||||||
cnn | Y | Y | - | Y | Y | Y | Y | Y | - | Y | Y | Y | 8 | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 |
ebm | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 |
ffn | - | - | - | - | - | Y | - | - | - | - | - | - | 1 | - | - | - | - | Y | Y | - | - | - | - | - | - | 2 |
ffnlp | - | - | - | - | - | - | - | - | - | - | - | - | 0 | - | - | - | - | - | - | - | - | - | - | - | - | 0 |
ffnsp | - | - | - | - | - | - | - | - | - | - | - | - | 0 | - | - | - | - | Y | Y | - | - | - | - | - | - | 2 |
lda | Y | Y | Y | - | Y | - | Y | Y | Y | Y | Y | Y | 9 | Y | Y | - | Y | Y | - | Y | Y | - | Y | Y | - | 7 |
mlp | - | - | - | - | - | Y | - | - | - | - | - | - | 1 | Y | - | - | - | - | - | - | - | - | - | - | - | 1 |
percep | - | - | - | - | Y | Y | - | - | - | - | Y | Y | 4 | - | - | - | - | - | - | - | - | - | - | - | - | 0 |
qda | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 |
rf | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 |
ridge | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 | Y | Y | - | Y | Y | - | Y | Y | - | Y | Y | - | 8 |
xgb | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 |
xnn | - | - | - | - | - | - | - | - | - | - | - | - | 0 | - | - | - | - | Y | - | - | - | - | - | Y | - | 1 |
2. D99 | ||||||||||||||||||||||||||
cnn | - | - | - | Y | - | Y | - | - | - | Y | - | Y | 3 | Y | - | Y | Y | Y | Y | Y | - | Y | Y | Y | Y | 9 |
ebm | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 |
ffn | - | - | - | - | - | Y | - | - | - | - | - | - | 1 | - | - | - | - | - | Y | - | - | - | - | - | - | 1 |
ffnlp | - | - | - | - | - | - | - | - | - | - | - | - | 0 | - | - | - | - | - | - | - | - | - | - | - | - | 0 |
ffnsp | - | - | - | - | - | - | - | - | - | - | - | - | 0 | - | - | Y | - | - | - | - | - | - | - | - | - | 1 |
lda | Y | Y | Y | Y | Y | - | Y | Y | Y | Y | Y | Y | 10 | Y | Y | - | Y | Y | - | Y | Y | - | Y | Y | - | 7 |
percep | - | - | - | - | - | - | - | - | - | - | - | - | 0 | - | - | - | - | - | - | - | - | - | - | - | - | 0 |
qda | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 |
rf | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 |
ridge | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 | Y | Y | - | Y | Y | - | Y | Y | - | Y | Y | - | 8 |
xgb | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 |
xnn | - | - | - | - | - | - | - | - | - | - | - | - | 0 | - | - | - | - | - | - | - | - | - | - | - | - | 0 |
3. D80 | ||||||||||||||||||||||||||
cnn | Y | - | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 10 | Y | Y | - | Y | Y | Y | Y | Y | - | Y | Y | Y | 9 |
ebm | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 |
ffn | - | - | - | - | - | - | - | - | - | - | - | - | 0 | - | - | - | - | - | - | - | - | - | - | - | - | 0 |
ffnlp | - | Y | - | - | Y | - | - | Y | - | - | Y | - | 3 | - | - | - | - | Y | - | - | - | - | - | Y | - | 1 |
ffnsp | - | - | - | - | - | - | - | - | - | - | - | - | 0 | - | - | Y | - | - | - | - | - | - | - | - | - | 1 |
lda | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 |
mlp | - | - | - | - | - | - | - | - | - | - | - | - | 0 | - | - | - | Y | - | Y | - | - | - | - | - | - | 2 |
percep | - | Y | - | - | - | - | - | Y | - | - | - | - | 1 | - | Y | - | - | - | - | - | Y | - | - | - | - | 1 |
qda | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 |
rf | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 |
ridge | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 |
xgb | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 |
xnn | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 | - | - | - | - | Y | - | - | - | - | - | Y | - | 1 |
WGB_CR | WOGB_CR | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUC | ACC | KS | F1 | TOTAL | AUC | ACC | KS | F1 | TOTAL | |||||||||||||||||
F | F + P | P | F | F + P | P | F | F + P | P | F | F + P | P | F | F + P | P | F | F + P | P | F | F + P | P | F | F + P | P | |||
1. D100 | ||||||||||||||||||||||||||
cnn | Y | Y | Y | Y | Y | Y | Y | Y | - | Y | Y | Y | 10 | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 |
ebm | - | - | - | - | - | - | Y | Y | Y | Y | Y | Y | 6 | - | - | - | - | - | - | - | - | - | - | - | - | 0 |
lda | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | - | 11 | Y | Y | - | Y | Y | - | Y | Y | - | Y | Y | - | 7 |
percep | - | - | - | - | - | Y | - | - | - | - | - | Y | 2 | - | - | - | - | - | - | - | - | - | - | - | - | 0 |
qda | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 |
rf | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 |
ridge | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 | Y | Y | - | Y | Y | - | Y | Y | - | Y | Y | - | 8 |
xgb | Y | - | - | Y | - | Y | - | - | - | Y | Y | Y | 5 | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 |
2. D99 | ||||||||||||||||||||||||||
cnn | Y | Y | Y | Y | Y | Y | Y | Y | - | Y | Y | Y | 10 | Y | Y | - | Y | Y | Y | Y | Y | - | Y | Y | Y | 9 |
ebm | - | Y | - | - | - | - | Y | Y | Y | Y | Y | Y | 6 | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 |
lda | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | - | 11 | Y | Y | - | Y | Y | - | Y | Y | - | Y | Y | - | 7 |
mlp | - | Y | - | - | - | - | - | Y | - | - | - | - | 2 | - | - | - | - | - | - | - | - | - | - | - | - | 0 |
percep | Y | - | - | - | - | - | Y | - | - | - | - | - | 2 | - | - | - | - | - | - | - | - | - | - | - | - | 0 |
qda | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 |
rf | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 |
ridge | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 | Y | Y | - | Y | Y | - | Y | Y | - | Y | Y | - | 8 |
xgb | - | Y | - | - | Y | - | - | - | - | Y | Y | Y | 4 | - | Y | Y | Y | Y | Y | - | Y | Y | Y | Y | Y | 9 |
ffn | - | - | - | - | - | - | - | - | - | - | - | - | 0 | - | - | - | Y | Y | - | - | Y | - | Y | Y | - | 5 |
ffnlp | - | - | - | - | - | - | - | - | - | - | - | - | 0 | - | Y | - | - | - | - | - | Y | - | - | - | - | 2 |
3. D80 | ||||||||||||||||||||||||||
cnn | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 | - | Y | - | Y | Y | Y | - | Y | - | Y | Y | Y | 7 |
ebm | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 |
ffnlp | - | Y | - | - | - | - | - | Y | - | - | - | - | 2 | - | Y | - | - | - | - | - | Y | - | - | - | - | 2 |
lda | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 |
qda | - | - | - | Y | - | Y | - | - | - | Y | Y | Y | 5 | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 |
rf | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 | - | - | - | Y | Y | Y | - | - | - | Y | Y | Y | 6 |
ridge | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 |
xgb | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 |
mlp | - | - | - | - | - | - | - | - | - | - | - | - | 0 | - | - | - | - | - | Y | - | - | - | - | - | - | 1 |
ffnsp | - | - | - | - | - | - | - | - | - | - | - | - | 0 | - | Y | - | - | - | - | - | Y | - | - | - | - | 2 |
WGB_CR | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUC | ACC | TOTAL | |||||||||||||
T | T + W | U | U + T | U + T + W | U + W | W | T | T + W | U | U + T | U + T + W | U + W | W | ||
1. D100 | |||||||||||||||
cnn | Y | - | Y | - | - | - | Y | Y | Y | Y | Y | Y | Y | Y | 10 |
ffn | - | - | - | - | - | - | - | Y | - | - | - | - | - | - | 1 |
ffnsp | - | - | Y | - | - | Y | - | - | Y | - | - | - | - | - | 3 |
lda | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0 |
percep | - | - | - | - | - | - | - | - | - | - | Y | - | - | - | 1 |
qda | - | - | - | - | - | - | - | Y | Y | - | - | - | - | Y | 3 |
rf | - | - | - | - | - | - | - | Y | Y | Y | Y | Y | Y | Y | 7 |
ridge | - | - | - | - | - | - | - | - | - | - | Y | Y | Y | - | 3 |
xgb | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 14 |
xnn | - | - | - | - | Y | - | - | - | - | - | - | - | - | - | 1 |
2. D99 | |||||||||||||||
cnn | - | - | - | - | - | - | - | - | Y | Y | Y | Y | Y | Y | 6 |
ffnlp | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0 |
ffnsp | - | - | - | - | - | - | - | - | - | - | - | Y | - | - | 1 |
lda | - | - | - | - | - | - | - | - | - | - | - | Y | Y | - | 2 |
mlp | - | - | - | - | Y | - | - | Y | Y | - | - | - | Y | Y | 5 |
percep | Y | - | - | Y | - | Y | - | - | - | - | - | - | - | - | 3 |
qda | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0 |
rf | - | - | - | - | - | - | - | Y | Y | Y | Y | Y | Y | Y | 7 |
ridge | - | - | - | - | Y | - | - | - | Y | Y | Y | Y | Y | Y | 7 |
xgb | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 14 |
xnn | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0 |
3. D80 | |||||||||||||||
cnn | - | - | Y | - | - | - | - | - | Y | Y | Y | Y | Y | Y | 7 |
ebm | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 14 |
ffn | - | - | Y | - | - | Y | - | - | - | - | - | - | - | - | 2 |
ffnlp | - | - | - | - | - | - | - | - | - | Y | - | - | - | - | 1 |
ffnsp | - | - | - | - | - | - | - | Y | Y | - | - | - | - | - | 2 |
lda | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 14 |
mlp | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0 |
percep | Y | - | - | - | Y | - | - | - | - | - | - | - | - | - | 2 |
qda | - | - | - | - | - | - | - | Y | Y | - | - | - | - | Y | 3 |
rf | Y | Y | Y | Y | - | - | Y | Y | Y | Y | Y | Y | Y | Y | 12 |
ridge | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 14 |
xgb | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 14 |
xnn | - | - | - | - | - | - | - | - | Y | Y | Y | - | Y | - | 4 |
WOGB_CR | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUC | ACC | TOTAL | |||||||||||||
T | T + W | U | U + T | U + T + W | U + W | W | T | T + W | U | U + T | U + T + W | U + W | W | ||
1. D100 | |||||||||||||||
cnn | - | - | - | - | - | - | - | - | Y | Y | Y | Y | Y | Y | 6 |
ffn | - | - | Y | - | - | - | - | - | - | - | - | - | - | - | 1 |
ffnsp | - | Y | Y | - | - | - | - | - | - | - | - | - | - | - | 2 |
lda | - | Y | Y | Y | Y | Y | - | - | - | - | - | Y | - | - | 6 |
percep | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0 |
qda | - | - | - | - | - | - | - | Y | Y | - | - | - | - | Y | 3 |
rf | - | - | - | - | - | - | - | Y | Y | Y | Y | Y | Y | Y | 7 |
ridge | - | Y | Y | Y | Y | Y | Y | - | Y | Y | Y | Y | Y | Y | 12 |
xgb | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 14 |
xnn | - | - | - | - | - | - | - | - | Y | - | - | - | - | - | 1 |
2. D99 | |||||||||||||||
cnn | - | - | - | - | - | - | - | - | Y | Y | Y | Y | Y | Y | 6 |
ffnlp | - | - | - | - | - | - | - | Y | Y | Y | Y | Y | - | Y | 6 |
ffnsp | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0 |
lda | - | - | - | - | - | - | - | - | Y | - | - | Y | - | - | 2 |
mlp | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0 |
percep | - | - | - | - | - | - | - | - | - | - | Y | - | - | - | 1 |
qda | - | - | - | - | - | - | - | Y | Y | - | - | - | - | Y | 3 |
rf | Y | - | - | - | - | - | - | Y | Y | Y | Y | Y | Y | Y | 8 |
ridge | - | - | - | - | - | - | - | - | Y | Y | Y | Y | Y | - | 5 |
xgb | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 14 |
xnn | - | Y | - | - | - | Y | - | - | - | Y | Y | - | - | - | 4 |
3. D80 | |||||||||||||||
cnn | - | - | - | - | - | - | - | - | Y | Y | Y | Y | Y | Y | 6 |
ebm | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 14 |
ffn | - | - | - | - | - | - | - | - | Y | - | - | Y | - | - | 2 |
ffnlp | - | - | - | - | - | Y | - | - | Y | Y | - | - | - | - | 3 |
ffnsp | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0 |
lda | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 14 |
mlp | - | - | - | Y | - | - | - | - | - | - | - | - | - | - | 1 |
percep | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0 |
qda | - | - | - | - | - | - | - | Y | Y | - | - | - | - | Y | 3 |
rf | Y | - | - | - | - | - | Y | Y | Y | Y | Y | Y | Y | Y | 9 |
ridge | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 14 |
xgb | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 14 |
xnn | - | - | - | - | - | - | - | - | Y | - | Y | - | - | - | 2 |
WGB_CR | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
KS | F1 | TOTAL | |||||||||||||
T | T + W | U | U + T | U + T + W | U + W | W | T | T + W | U | U + T | U + T + W | U + W | W | ||
1. D100 | |||||||||||||||
cnn | - | - | - | - | - | - | - | - | Y | Y | Y | Y | Y | Y | 6 |
ebm | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 14 |
ffnlp | - | - | - | - | - | Y | Y | Y | - | - | - | Y | Y | - | 5 |
ffnsp | - | - | - | - | - | - | - | - | - | Y | - | - | - | - | 1 |
mlp | - | - | - | - | - | - | - | - | Y | Y | - | - | - | - | 2 |
percep | - | - | - | - | - | - | - | - | - | - | Y | - | - | - | 1 |
qda | - | - | - | - | - | - | - | Y | Y | - | - | - | - | Y | 3 |
rf | - | - | - | - | - | - | - | Y | Y | Y | Y | Y | Y | Y | 7 |
ridge | - | - | - | - | - | - | - | Y | Y | Y | Y | Y | Y | Y | 7 |
xgb | Y | Y | - | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 12 |
2. D99 | |||||||||||||||
cnn | Y | - | - | - | - | - | - | - | Y | Y | Y | Y | Y | Y | 7 |
ffnlp | - | - | - | - | - | - | - | Y | - | - | Y | Y | - | Y | 4 |
ffnsp | - | Y | - | - | - | - | - | - | - | - | - | - | - | - | 1 |
lda | - | - | - | - | Y | Y | - | - | Y | - | Y | Y | Y | - | 6 |
qda | - | - | - | - | - | - | - | Y | Y | - | - | - | - | - | 2 |
rf | - | - | - | - | - | - | - | Y | Y | Y | Y | Y | Y | Y | 7 |
ridge | - | - | - | - | Y | Y | - | - | Y | Y | Y | Y | Y | Y | 8 |
xgb | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 14 |
3. D80 | |||||||||||||||
cnn | - | - | - | - | - | - | - | - | Y | Y | Y | Y | Y | Y | 6 |
ebm | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 14 |
ffnlp | - | - | - | - | - | Y | - | - | - | - | - | - | - | - | 1 |
lda | - | - | Y | Y | Y | Y | - | Y | Y | Y | Y | Y | Y | Y | 11 |
mlp | - | - | - | - | - | - | - | - | Y | - | Y | - | - | - | 2 |
qda | - | - | - | - | - | - | - | Y | Y | - | - | - | - | Y | 3 |
rf | - | - | Y | - | - | - | Y | Y | Y | Y | Y | Y | Y | Y | 9 |
ridge | - | - | - | Y | Y | Y | - | Y | Y | Y | Y | Y | Y | Y | 10 |
xgb | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 14 |
WOGB_CR | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
KS | F1 | TOTAL | |||||||||||||
T | T + W | U | U + T | U + T + W | U + W | W | T | T + W | U | U + T | U + T + W | U + W | W | ||
1. D100 | |||||||||||||||
cnn | - | - | - | - | - | - | - | - | Y | Y | Y | Y | Y | Y | 6 |
ebm | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 14 |
lda | - | Y | Y | Y | Y | Y | Y | - | Y | Y | Y | Y | Y | - | 11 |
qda | - | - | - | - | - | - | - | Y | Y | - | - | - | - | Y | 3 |
rf | - | - | - | - | - | - | - | Y | Y | Y | Y | Y | Y | Y | 7 |
ridge | - | Y | Y | Y | Y | Y | Y | - | Y | Y | Y | Y | Y | Y | 12 |
xgb | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 14 |
2. D99 | |||||||||||||||
cnn | Y | - | - | - | - | - | - | - | Y | Y | Y | Y | Y | Y | 7 |
ebm | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 14 |
lda | - | - | - | - | Y | Y | - | - | Y | - | Y | Y | Y | - | 6 |
qda | - | - | - | - | - | - | - | Y | Y | - | - | - | - | - | 2 |
rf | Y | - | - | - | - | - | - | Y | Y | Y | Y | Y | Y | Y | 8 |
ridge | - | - | - | - | Y | Y | - | - | Y | Y | Y | Y | Y | Y | 8 |
xgb | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 14 |
ffn | - | - | - | - | - | - | - | Y | Y | - | - | Y | - | - | 3 |
3. D80 | |||||||||||||||
cnn | - | - | - | - | - | - | - | Y | Y | Y | Y | Y | Y | Y | 7 |
ebm | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 14 |
ffnlp | - | - | - | Y | - | - | - | - | - | - | - | - | - | - | 1 |
ffnsp | - | - | - | - | - | - | - | - | - | Y | - | - | - | - | 1 |
knn | - | - | - | - | - | Y | Y | - | - | - | - | - | - | - | 2 |
lda | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 14 |
mlp | - | - | - | - | - | - | - | - | Y | Y | - | - | Y | Y | 4 |
qda | - | - | - | - | - | - | - | Y | Y | - | - | - | - | Y | 3 |
rf | - | - | - | - | - | - | - | Y | Y | Y | Y | Y | Y | Y | 7 |
ridge | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 14 |
xgb | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | Y | 14 |
xnn | - | - | - | - | - | - | - | Y | Y | - | - | - | - | - | 2 |
Appendix B. Categorical Variable Mappings
Code | Description | Count | % |
---|---|---|---|
3 | Consumer: Individual retail clients with personal loans | 254,694 | 69.33 |
1 | Microenterprise: Clients with small business activities | 77,437 | 21.08 |
2 | Small enterprise: SMEs with higher credit exposure than microenterprises | 35,106 | 9.56 |
4 | Corporate: Large-scale borrowers or commercial entities | 109 | 0.03 |
Code | Description | Count | % |
---|---|---|---|
2 | Female | 225,489 | 61.38 |
1 | Male | 141,857 | 38.62 |
Code | Description | Count | % |
---|---|---|---|
1 | Primary self-employed occupation (e.g., informal or freelance worker) | 201,792 | 54.93 |
4 | Employee in private or public sector | 105,709 | 28.78 |
12 | Independent professional (e.g., technician and artisan) | 39,932 | 10.87 |
11 | Merchant or small business owner | 11,945 | 3.25 |
– | Other values (codes 2, 3, 5, 6, 7, 8, 9, 10) | 8968 | 2.44 |
Code | Description | Count | % |
---|---|---|---|
1 | Data not available | 209,809 | 57.11 |
5 | Complete primary education | 55,491 | 15.11 |
8 | Complete secondary education | 53,552 | 14.58 |
6 | Incomplete primary education | 17,122 | 4.66 |
4 | Non-university technical education | 14,686 | 4.00 |
3 | Incomplete university education | 14,665 | 3.99 |
7 | Complete university education | 1015 | 0.28 |
2 | Incomplete secondary education | 1006 | 0.27 |
Code | Description | Count | % |
---|---|---|---|
15 | Merchant/Shopkeeper | 267,270 | 72.76 |
19 | Technician/Technologist | 22,470 | 6.12 |
16 | Street Vendor or Salesperson | 17,692 | 4.82 |
31 | Gas Fitter/Plumber | 11,628 | 3.17 |
80 | Upholsterer | 6957 | 1.89 |
66 | Employee (general services) | 4889 | 1.33 |
– | Other values (codes 1–94) | 36,440 | 9.91 |
Code | Description | Count | % |
---|---|---|---|
3 | Rented property | 247,847 | 67.47 |
2 | Owned home | 95,633 | 26.03 |
4 | Family-owned residence (shared) | 23,863 | 6.50 |
1 | Missing or unclassified | 3 | 0.00 |
Code | Description | Count | % |
---|---|---|---|
9 | Multifamily housing or apartment | 142,378 | 38.76 |
5 | Detached or single-family house | 121,216 | 33.00 |
10 | Shared family housing | 55,366 | 15.07 |
7 | Informal housing or makeshift dwelling | 23,913 | 6.51 |
11 | Non-residential property used as home | 23,143 | 6.30 |
– | Other values (codes 1, 2, 3, 4, 6, 8) | 1330 | 0.36 |
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Id | Question |
---|---|
RQ1 | How did the COVID-19 pandemic, through factors such as positive cases and mortality rates, influence credit defaults in different economic activities? |
RQ2 | To what extent do climate change indicators, such as temperature anomalies and road blockages due to weather, impact credit delinquency patterns? |
RQ3 | What is the relationship between credit delinquency and social unrest, considering disruptions to economic activities and societal stability? |
RQ4 | How do the combined effects of external factors (COVID-19, climate change, and social unrest) contribute to variations in credit delinquency, and what are the most influential factors? |
It. | Dataset and EF | Source | Rows 1000× | Use to Evaluate |
---|---|---|---|---|
1 | COVID-19 Positive Cases | https://www.datosabiertos.gob.pe/ | 4523 | Time series of positive COVID cases |
2 | COVID-19 Deaths | https://www.datosabiertos.gob.pe/ | 1064 | Time series of deaths from COVID |
3 | Road Blockages | https://www.gob.pe/mtc | 271 | Time series of roadblocks due to social unrest and climate factors |
4 | Temperature Anomaly | https://www.senamhi.gob.pe/ | 22 | Time-series temperature anomaly climatic factor |
5 | Delinquency Activity | Model Finance | 1945 | Time series of days of non-payment of economic activities related to credits |
6 | Credits with EF | Model Finance | 367 | Labeled Observations w/ External Factors |
Total Rows | 8192 |
Variable | Type | Description |
---|---|---|
Date | Date | Date of credit data registration (YYYY-MM-DD). |
EconomicActivityCode | int | Identifier for the borrower’s economic activity. |
IncomeSourceCode | int | Code representing the borrower’s income source (e.g., self-employed, salaried). |
LoanPurposeCode | int | Identifier for the purpose or destination of the loan. |
AvgOverdueDays | int | Average number of overdue days among loans in the grouped record. |
MaxOverdueDays | int | Maximum number of overdue days observed in the group. |
LoanCount | int | Number of loans aggregated in the same activity group and date. |
Variable | Type | Description |
---|---|---|
PortfolioSegment | int | Portfolio segment category (see Appendix Table A23) |
InterestRate | dec | Effective interest rate applied to the credit |
LoanAmount | dec | Approved loan amount |
LoanTermDays | int | Actual loan term in days |
MaxInternalAmount | dec | Maximum historical internal debt of the client |
GovernmentBackedID | bit | Indicates if the loan was government-backed (1 = yes) |
GenderID | int | Code representing borrower gender (see Appendix Table A24) |
NormalizedSalary | dec | Client’s salary normalized by total portfolio |
NormalizedTotalAssets | dec | Business asset value normalized by total |
NormalizedBusinessEquity | dec | Business equity normalized by total |
NormalizedAvailableLiquidity | dec | Business liquidity normalized by total |
NormalizedNetBusinessIncome | dec | Net business income normalized by total |
BankingHistoryMonths | int | Number of months with banking history |
MicroOriginationScore | int | Microcredit origination score |
OverIndebtednessScore | int | Over-indebtedness score |
ProspectionSourceID | int | Credit acquisition channel code |
CreditDestinationID | int | Intended use or destination of the credit |
NormalizedDisbursementAge | int | Client’s age at disbursement (normalized) |
OccupationCode | int | Code representing the borrower’s occupation (see Appendix Table A25) |
Dependents | int | Number of reported dependents |
EducationLevelCode | int | Education level code (see Appendix Table A26) |
EmploymentCode | int | Employment status code (see Appendix Table A27) |
ResidenceStartYear | int | Year when current residence started |
ResidenceOwnershipCode | int | Type of residence ownership (see Appendix Table A28) |
ResidenceTypeCode | int | Type of residence (see Appendix Table A29) |
DisbursementOfficeID | int | Office code where the loan was disbursed |
DelinquencyDays_MMYYYY | int | Number of days past due per month from January 2020 to September 2023 |
ExternalFactorImpact_MMYYYY | bit | Indicates impact of external factor per month from January 2020 to September 2023 |
Indicator | Value |
---|---|
Effective Interest Rate (Average) | 69.98% |
Average Loan Amount | S/. 5554 |
Average Loan Term (in days) | 364 |
Number of Credit Records | 367,346 |
Number of Government-Backed Loans | 21,769 |
Number of Non-Government-Backed Loans | 345,577 |
Number of Loans to Male Borrowers | 141,857 |
Number of Loans to Female Borrowers | 225,489 |
Loan Balance with Less Than 30 Days Past Due (Jan 2020) | S/. 299,040,327.46 |
Loan Balance with 30–120 Days Past Due (Jan 2020) | S/. 27,787,259.90 |
Delinquency Rate Over 30 Days (Jan 2020) | 8.50% |
Item | Scenario | Acronym |
---|---|---|
1 | Without EF | SFE |
2 | EF COVID Dead | F |
3 | EF COVID Positive | P |
4 | EF COVID Dead and Positive | F + P |
5 | EF Social Unrest | U |
6 | EF Temperature Anomaly | T |
7 | EF Road blockage weather (RBW) | W |
8 | EF S.Unrest and Temp.Anomaly | U + T |
9 | EF Temp. Anomaly and RBW | T + W |
10 | EF S. Unrest and RBW | U + W |
11 | EF S. Unrest, Temp. Anomaly and RBW | U + T + W |
12 | With govt-backed Credit | WGB_CR |
13 | Without govt-backed Credit | WOGB_CR |
Class. | Without EF | With EF | ||
---|---|---|---|---|
Eval. Start | April 2018 | January 2019 | April 2020 | December 2022 |
Eval. End | February 2020 | December 2019 | September 2023 | June 2023 |
(#) Non-Stat. | 647 | 625 | 465 | 404 |
(#) Stat. | 49 | 40 | 137 | 29 |
(#) Indeterm. | 22 | 21 | 15 | 41 |
(%) Non-Stat. | 90% | 91% | 75% | 85% |
(%) Stat. | 7% | 6% | 22% | 6% |
(%) Indeterm. | 3% | 3% | 2% | 9% |
(#) Total | 718 | 686 | 617 | 474 |
(%) Total | 100% | 100% | 100% | 100% |
Item | Results | Acronym |
---|---|---|
1 | Result F minus SFE | F - SFE |
2 | Result P minus SFE | P - SFE |
3 | Result F + P minus SFE | F + P - SFE |
4 | Result U minus SFE | U - SFE |
5 | Result T minus SFE | T - SFE |
6 | Result W minus SFE | W - SFE |
7 | Result U + T minus SFE | U + T - SFE |
8 | Result T + W minus SFE | T + W - SFE |
9 | Result U + W minus SFE | U + W - SFE |
10 | Result U + T + W minus SFE | U + T + W - SFE |
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Share and Cite
Noriega, J.; Rivera, L.; Castañeda, J.; Herrera, J. From Crisis to Algorithm: Credit Delinquency Prediction in Peru Under Critical External Factors Using Machine Learning. Data 2025, 10, 63. https://doi.org/10.3390/data10050063
Noriega J, Rivera L, Castañeda J, Herrera J. From Crisis to Algorithm: Credit Delinquency Prediction in Peru Under Critical External Factors Using Machine Learning. Data. 2025; 10(5):63. https://doi.org/10.3390/data10050063
Chicago/Turabian StyleNoriega, Jomark, Luis Rivera, Jorge Castañeda, and José Herrera. 2025. "From Crisis to Algorithm: Credit Delinquency Prediction in Peru Under Critical External Factors Using Machine Learning" Data 10, no. 5: 63. https://doi.org/10.3390/data10050063
APA StyleNoriega, J., Rivera, L., Castañeda, J., & Herrera, J. (2025). From Crisis to Algorithm: Credit Delinquency Prediction in Peru Under Critical External Factors Using Machine Learning. Data, 10(5), 63. https://doi.org/10.3390/data10050063