Table 3 Hyperparameter tuning via randomized search with tenfold cross-validation.
Model | ROC-AUC ± SD | Number of searches done | Best parameters |
|---|---|---|---|
BL | 0.703 ± 0.011 | NA | None |
LR | 0.728 ± 0.012 | NA | None |
RF | 0.735 ± 0.009 | 30 | mtry = 3 |
EN | 0.728 ± 0.012 | 100 | alpha = 0.883, lambda = 0.00142 |
XGB | 0.742 ± 0.009 | 100 | nrounds = 668, max_depth = 6, eta = 0.0347, gamma = 5.703, subsample = 0.569, colsample_bytree = 0.699, rate_drop = 0.350, skip_drop = 0.805, min_child_weight = 7 |
ANN | 0.737 ± 0.007 | 100 | size = 20, decay = 8.795, number of layer = 1, entropy = TRUE, abstol = 1.0e−4, reltol = 1.0e−8, maxit = 1.0e6 |