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Out-of-time (2013-12-31) Brier scores for all examples and individual classes; models were trained on 2009–2012 data, with reprograms labeled as defaults.
| Model | Brier Score | ||
|---|---|---|---|
| All Examples | Non-Defaults | Defaults | |
| XGBoost | 0.039166 | 0.006279 | 0.675704 |
| Deep feedforward | 0.116189 | 0.113707 | 0.164224 |
