Handling Problems of Credit Data for Imbalanced Classes using SMOTEXGBoost

Abstract

Some researchers find data with imbalanced class conditions, where there are data with a number of minorities and a majority. SMOTE is a data approach for an imbalanced classes and XGBoost is one algorithm for an imbalanced data problems. This research uses SMOTE and XGBoost or abbreviated as SMOTEXGBoost for handling data with an imbalanced classes. The results showed almost the same accuracy value between SMOTE and SMOTEXGBoost at 99%. While the value of AUC SMOTEXBoost has a more stable value than SMOTE that is equal to 99.89% for training and 98.51% for testing.