Comparison of Data Mining Classification Algorithms Determining the Default Risk

Table 3

Comparison of classification algorithms.

Algorithms/Properties	Accuracy	RMSE	ROC area	Precision	Recall	F-measure
BayesNet	82.528	0.357	0.836	0.824	0.825	0.824
Naive Bayes	82.532	0.357	0.836	0.824	0.825	0.824
Logistic	83.108	0.342	0.843	0.822	0.831	0.824
J48	82.470	0.367	0.768	0.818	0.825	0.821
Random forest	82.110	0.352	0.828	0.809	0.821	0.814
Multilayer perceptron	81.416	0.383	0.799	0.810	0.814	0.810