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auc-roc-score

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Home-Credit-Default-Risk-Recognition

The project provides a complete end-to-end workflow for building a binary classifier in Python to recognize the risk of housing loan default. It includes methods like automated feature engineering for connecting relational databases, comparison of different classifiers on imbalanced data, and hyperparameter tuning using Bayesian optimization.

  • Updated Jul 1, 2020
  • Jupyter Notebook

This problem is a typical Classification Machine Learning task. Building various classifiers by using the following Machine Learning models: Logistic Regression (LR), Decision Tree (DT), Random Forest (RF), XGBoost (XGB), Light GBM and Support Vector Machines with RBF kernel.

  • Updated Dec 16, 2022
  • Jupyter Notebook

Performed feature engineering, cross-validation (5 fold) on baseline and cost-sensitive (accounting for class imbalance) Decision trees and Logistic Regression models and compared performance. Used appropriate performance metrics i.e., AUC ROC, Average Precision and Balanced Accuracy. Outperformed baseline model.

  • Updated Jul 24, 2023
  • Jupyter Notebook

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