ods_credit_scoring

Сredit scoring competition based on credit history data from the Alfa-Bank Machine Learning Laboratory and the Open Data Science Community.

DATA

Credits for the training sample are taken over a period of M months, and credits for the test sample are taken over the next K months.

Whole train set shape: 3000000, 450;

Whole test set shape: 500000, 450.

The target variable is a binary value that takes the values 0 and 1, where 1 corresponds to the client's default on the loan.

Metrics

Competition metric is ROC AUC.

Public leaderboard: 0.751802;

Private leaderboard: 0.748337.