Credit Score Evaluation

The persisted sandbox model estimates a 300–850 diagnostic credit score.

Uploaded documents

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Awaiting OCR

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OCR completed

0

Current persisted diagnostic model

catboost · 10 raw features

Validation MAE

42.829

Test MAE

41.038

Test R²

0.831

Experimental feature approaches

ApproachDescription
all numeric pca 95All governed numeric features compressed to 95% training-fold explained variance.
one se 10 plus residual pca 95One-SE minimal raw features plus PCA of the non-overlapping numeric residual block at 95% training-fold variance.
one se minimal 10 rawSmallest 10-feature raw set within one standard error of the best nested-CV MAE.
top 20 permutation rawTop 20 fold-local permutation-ranked raw features.
top 30 permutation rawTop 30 fold-local permutation-ranked raw features.
top 45 permutation rawTop 45 fold-local permutation-ranked raw features.
top 65 permutation rawTop 65 fold-local permutation-ranked raw features.