Econometrics LEC3092
XGBoost for Credit Approval
Summary
A credit-approval classification project using gradient-boosted decision trees, with a reported test accuracy of 87.69%.
Context
The project uses tree-based supervised learning for a practical credit-decision classification task.
Main contributions
- Trains an XGBoost model for credit approval.
- Evaluates out-of-sample classification performance.
- Reports 87.69% test accuracy in the course project.