According to our model, what is the profile or the typical defaulter? How does this compare to the actual results?
interest rate
The average interest rate for defaulting loans is 16.78% for our model, while in reality, the average interest rate for defaulters is 16.74%, which is almost exactly the same.
Number of defaulters
Our model predicts 5407 defaulters when in reality there are 1664 defaulters.
income
The average annual income for defaulters is $74,263 for our model, while in reality, the average annual income for defaulters is $75,234 - only a thousand dollar difference! This is notable since annual_inc
, unlike interest rate, is not one of the top 10 important features in our model.
Employment
The most common length of employment is 10+ years. It makes up 28% of the true defaults and 29% of predicted defaults. Perhaps a higher degree of resolution would show that longer employment length decreases likelihood of default, but in this dataset, everything beyond 10 is grouped into one category.