Implement loan default rate estimation model

meta-soul / MetaSpore

A unified end-to-end machine intelligence platform

Apache License 2.0

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Closed intelligencegear closed 2 years ago

intelligencegear commented 2 years ago

Implement loan default rate estimation model using Spark LightGBM and test its performance on Tianchi dataset.

close #117

intelligencegear commented 2 years ago

Performance:	Dataset	Train AUC	Test AUC
Tianchi-Loan	`0.7580`	`0.7336`