A. Fernandes

AugLog-LightGBM: A Log-Based Feature AugmentationFramework for Class Imbalance in Credit RiskClassification

Non-performing loan (NPL) detection is inherently a class-imbalance problem because defaulting borrowers represent a persistent minority. Standard gradient boosting often favors the majority class. This paper proposes AugLog-LightGBM, an extension of LightGBM that improves initialization through Log-Based Feature Augme...