Leakage-aware LendingClub default-risk prediction with logit, elastic net, CART, bagging, random forests, gains and lift screening, and cross-fitted DML.
machine-learning r random-forest logistic-regression cart feature-engineering credit-scoring model-evaluation elastic-net bagging lendingclub roc-auc credit-risk data-leakage p2p-lending default-prediction double-machine-learning cross-fitting brier-score gains-chart
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Updated
Aug 12, 2026 - R