Table 5 Comparison classifiers results... | Emerald Publishing

Table 5

Comparison classifiers results

Model	ROC-AUC	F1 (positive)	Recall@Top 5%	Accuracy	Brier
LR	0.75	0.72	0.74	0.902	0.098
RF	0.78	0.75	0.78	0.906	0.094
XGBoost	0.92	0.91	0.91	0.901	0.148
CatBoost	0.91	0.90	0.91	0.902	0.153
LightGBM	0.90	0.90	0.95	0.900	0.145
GRU-RNN	0.97	0.96	0.96	0.921	0.095
1D-CNN	0.98	0.96	0.97	0.925	0.098

Model	ROC-AUC	F1 (positive)	Recall@Top 5%	Accuracy	Brier
LR	0.75	0.72	0.74	0.902	0.098
RF	0.78	0.75	0.78	0.906	0.094
XGBoost	0.92	0.91	0.91	0.901	0.148
CatBoost	0.91	0.90	0.91	0.902	0.153
LightGBM	0.90	0.90	0.95	0.900	0.145
GRU-RNN	0.97	0.96	0.96	0.921	0.095
1D-CNN	0.98	0.96	0.97	0.925	0.098