STRIKE improves credit default prediction AUC-ROC by training independent models on feature groups and aggregating their outputs via a meta-learner, outperforming tree baselines and conventional stacking on three real datasets.
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STRIKE: Additive Feature-Group-Aware Stacking Framework for Credit Default Prediction
STRIKE improves credit default prediction AUC-ROC by training independent models on feature groups and aggregating their outputs via a meta-learner, outperforming tree baselines and conventional stacking on three real datasets.