Table 2 Hyperparameter and penalty for classifiers.
Classifier | Hyperparameters |
|---|---|
LR | C = 0.03, Solver = “lbfgs” |
LDA | Solver = eigen, Shrinkage= “Ledoit-Wolf “ |
NB | var_smoothing = 0.05336699,alpha = 0.78 |
DT | criterion=”GINI”, max_depth = 3,maxfeatures = sqrt |
RF | criterion=”GINI”, max_depth = 5, maxfeatures = sqrt, n_estimators = 1000 |
SVM | C = 0.09,gamma = 0.01 |
GBM | learning_rate = 0.1,max_depth = 7,n_estimators = 10 |