Page 40 - QuantScan-Example.pdf
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Statistical learning
 40
Logisistic regression
    Decision tree
Gradient boosted trees
   Nearest neighbors
    Neural network
    Random forest
􏰁 􏰂0.6432, 􏰂 􏰁 􏰂0.6726, 􏰂 􏰁 􏰂0.6429, 􏰂 􏰁 􏰂0.6420, 􏰂 􏰁 􏰂0.6865, 􏰂
0.6370􏰃 0.2139 0.6733􏰃 0.2247 0.6429􏰃 0.2017 0.6420􏰃 0.2149 0.6859􏰃 0.2710
􏰀Y(Min) 􏰀Y(Mean) 􏰀Y(Max)
AUC-ROC 􏰁 􏰂0.6428, 􏰂
Kappa 0.6428􏰃 0.1913
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