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CSE424: Pattern Recognition · 2024
Enhancing Recession Prediction with XAI
A stacking ensemble for forecasting U.S. recessions, interpreted with SHAP to check that its signals follow economic logic.
[ RES ]
Key results
- Accuracy
- 96%
- As reported in the course project
- Recall
- 100%
- Recession periods, as reported
[ STK ]
Stack
- Python
- scikit-learn
- XGBoost
- SHAP