Title |
Comparison between XGBoost, LightGBM and CatBoost using a home credit dataset |
Description |
Evaluate of XGBoost, LightGBM, and CatBoost performance in predicting loan default |
Performance metric |
AUC, running time |
Winner |
LightGBM |
Reference |
[19] |
Title |
Short term electricity spot price forecasting using CatBoost and bidirectional long short term memory neural network |
Description |
CatBoost for feature selection for time-series data |
Performance metric |
Mean absolute percentage error |
Winner |
CatBoost not a competitor, used for feature selection |
Reference |
[21] |
Title |
Research on personal credit scoring model based on multi-source data |
Description |
Use “Stacking&Blending” with CatBoost, Logistic Regression, and Random Forest to calculate credit score in a regression technique |
Performance metric |
Model is ensemble of no direct comparison between algorithms; performance measured in AUC |
Winner |
N/A |
Reference |
[22] |
Title |
Predicting loan default in peer-to-peer lending using narrative data. |
Description |
Evaluate CatBoost against other classifiers on the task of predicting loan default using Lending Club data |
Performance metric |
Accuracy, AUC, H measure, type I error rate, type II error rate |
Winner |
CatBoost |
Reference |
[20] |