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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 non-defaults.
| Model | Brier Score | ||
|---|---|---|---|
| All Examples | Non-Defaults | Defaults | |
| XGBoost | 0.019638 | 0.004879 | 0.600952 |
| Deep feedforward | 0.108295 | 0.107429 | 0.142368 |
