Table 5 Selected features and category composition by method (combined features).

From: Consensus-driven feature selection for transparent and robust loan default prediction

Dataset combine

Techniques

Features

Selected

Category Distribution (Selected/Total)

Firms

Stepwise XGB

84

24

16/47, 0/10, 2/10, 6/8, 0/9,

 

MI XGB

84

23

18/47, 2/10, 0/10, 0/8, 3/9,

 

ReliefF XGB

84

26

16/47, 0/10, 7/10, 2/8, 1/9,

 

ElasticNet XGB

84

22

13/47, 2/10, 4/10, 1/8, 2/9,

 

RFE XGB

84

25

17/47, 1/10, 4/10, 2/8, 1/9,

 

HRA‑FS XGB

84

23

12/47, 2/10, 3/10, 2/8, 4/9,

Farmers

Stepwise XGB

46

21

8/12, 8/17, 1/6, 2/4, 2/7,

 

MI XGB

46

23

7/12, 2/17, 5/6, 3/4, 6/7,

 

ReliefF XGB

46

20

9/12, 4/17, 2/6, 0/4, 5/7,

 

ElasticNet XGB

46

24

10/12, 3/17, 4/6, 2/4, 5/7,

 

RFE XGB

46

22

10/12, 2/17, 3/6, 1/4, 6/7,

 

HRA‑FS XGB

46

21

7/12, 8/17, 3/6, 1/4, 2/7,