DS Factory Pipeline v5 Automated ML workflow — lending-club-v2

Lending Club: The Story of Two Models

38,577 loans  ·  14.6% Charged Off  ·  85.4% Fully Paid

Prior Model (Broken)

Recall 0.83%
9 of 1,080 minority loans caught
AUC —
F1 —

New Model (Fixed)

Recall 60.33%
↑ 72× improvement
AUC 0.79
F1 0.4599
Grade × Charged-Off Rate
Feature Importance
Confusion Matrix Comparison

Prior Model

Pred 0Pred 1
Actual 036,4081,080
Actual 11,0719
Recall: 0.83%

New Model

Pred 0Pred 1
Actual 029,8807,608
Actual 1432657
Recall: 60.33%
0.83%
Prior Recall
72×
60.33%
New Recall
0.79
AUC
0.46
F1 Score
38,577
Total Loans