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Chart A - Decision tree Model I
Chart B - Decision tree Model I - simple
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Chart C - Decision tree Model Model I - formula
Model formula:
default ~ checking_balance + months_loan_duration + credit_history +
purpose + amount + savings_balance + employment_duration +
percent_of_income + years_at_residence + age + other_credit +
housing + existing_loans_count + job + dependents + phone
Fitted party:
[1] root
| [2] checking_balance < 0 DM, 1 - 200 DM
| | [3] months_loan_duration <= 30
| | | [4] credit_history in critical, poor, good: no (n = 286, err = 36.0%)
| | | [5] credit_history in very good, perfect: yes (n = 40, err = 30.0%)
| | [6] months_loan_duration > 30: yes (n = 76, err = 34.2%)
| [7] checking_balance > 200 DM, unknown: no (n = 348, err = 12.4%)
Number of inner nodes: 3
Number of terminal nodes: 4Row
Chart D - Confusion Matrix for Decision tree Model Model I
Confusion Matrix and Statistics
Reference
Prediction no yes
no 158 50
yes 16 26
Accuracy : 0.736
95% CI : (0.6768, 0.7895)
No Information Rate : 0.696
P-Value [Acc > NIR] : 0.09455
Kappa : 0.2862
Mcnemar's Test P-Value : 0.00004865
Sensitivity : 0.3421
Specificity : 0.9080
Pos Pred Value : 0.6190
Neg Pred Value : 0.7596
Prevalence : 0.3040
Detection Rate : 0.1040
Detection Prevalence : 0.1680
Balanced Accuracy : 0.6251
'Positive' Class : yes
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Chart E - Decision tree Model II
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Chart F - Decision tree Model Model II - formula
Model formula:
default ~ checking_balance + months_loan_duration + credit_history +
purpose + amount + savings_balance + employment_duration +
percent_of_income + years_at_residence + age + other_credit +
housing + existing_loans_count + job + dependents + phone
Fitted party:
[1] root
| [2] checking_balance < 0 DM, 1 - 200 DM
| | [3] months_loan_duration <= 30
| | | [4] credit_history in critical, poor, good
| | | | [5] credit_history in critical, poor: no (n = 98, err = 23.5%)
| | | | [6] credit_history in good
| | | | | [7] purpose in business, furniture/appliances, renovations: no (n = 119, err = 32.8%)
| | | | | [8] purpose in car, car0, education: yes (n = 69, err = 40.6%)
| | | [9] credit_history in very good, perfect
| | | | [10] housing in other, rent: yes (n = 17, err = 5.9%)
| | | | [11] housing in own: yes (n = 23, err = 47.8%)
| | [12] months_loan_duration > 30
| | | [13] employment_duration < 1 year, > 7 years, 1 - 4 years
| | | | [14] years_at_residence <= 2: yes (n = 22, err = 45.5%)
| | | | [15] years_at_residence > 2: yes (n = 29, err = 6.9%)
| | | [16] employment_duration in 4 - 7 years, unemployed
| | | | [17] age <= 29: yes (n = 10, err = 20.0%)
| | | | [18] age > 29: no (n = 15, err = 20.0%)
| [19] checking_balance > 200 DM, unknown
| | [20] other_credit in none, store
| | | [21] checking_balance > 200 DM: no (n = 42, err = 21.4%)
| | | [22] checking_balance in unknown: no (n = 268, err = 9.0%)
| | [23] other_credit in bank: no (n = 38, err = 26.3%)
Number of inner nodes: 11
Number of terminal nodes: 12Row
Chart G - Confusion Matrix for Decision tree Model Model II
Confusion Matrix and Statistics
Reference
Prediction no yes
no 148 47
yes 26 29
Accuracy : 0.708
95% CI : (0.6474, 0.7636)
No Information Rate : 0.696
P-Value [Acc > NIR] : 0.36856
Kappa : 0.2517
Mcnemar's Test P-Value : 0.01924
Sensitivity : 0.3816
Specificity : 0.8506
Pos Pred Value : 0.5273
Neg Pred Value : 0.7590
Prevalence : 0.3040
Detection Rate : 0.1160
Detection Prevalence : 0.2200
Balanced Accuracy : 0.6161
'Positive' Class : yes
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Chart H - Random Forest Model
Call:
randomForest(x = x, y = y, mtry = param$mtry)
Type of random forest: classification
Number of trees: 500
No. of variables tried at each split: 18
OOB estimate of error rate: 24.4%
Confusion matrix:
no yes class.error
no 624 76 0.1085714
yes 168 132 0.5600000Row
Chart I - Random Forest Model - variable importance
rf variable importance
only 20 most important variables shown (out of 35)
Overall
amount 100.000
age 65.522
months_loan_duration 59.378
checking_balanceunknown 51.363
years_at_residence 23.263
percent_of_income 22.803
savings_balanceunknown 11.486
other_creditbank 11.091
existing_loans_count 10.095
phoneyes 9.966
credit_historyvery good 8.896
purposefurniture/appliances 8.566
purposecar 8.532
housingown 8.316
employment_duration1 - 4 years 8.166
checking_balance1 - 200 DM 8.023
credit_historyperfect 7.942
jobskilled 7.664
credit_historygood 7.082
employment_duration> 7 years 6.828Row
Chart J - Random Forest Model - Final model plot I
Chart K - Random Forest Model - Final model plot II
