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All Journal ComEngApp : Computer Engineering and Applications Journal E-Dimas: Jurnal Pengabdian kepada Masyarakat Sistemasi: Jurnal Sistem Informasi Jurnal Informatika Jurnal Ilmiah FIFO Faktor Exacta Jurnal Pengabdian Pada Masyarakat InComTech: Jurnal Telekomunikasi dan Komputer JURNAL TEKNIK INFORMATIKA DAN SISTEM INFORMASI Jurnal Sisfokom (Sistem Informasi dan Komputer) JURIKOM (Jurnal Riset Komputer) IJISCS (International Journal Of Information System and Computer Science) Abdimasku : Jurnal Pengabdian Masyarakat Jurnal Pengabdian Masyarakat Asia International Conference on Industrial Revolution for Polytechnic Education Prosiding Seminar Nasional Sisfotek (Sistem Informasi dan Teknologi Informasi) Jurnal Pengabdian Masyarakat - Teknologi Digital Indonesia Malcom: Indonesian Journal of Machine Learning and Computer Science Journal of Systems Engineering and Information Technology Kapas: Kumpulan Artikel Pengabdian Masyarakat IRA Jurnal Pengabdian Kepada Masyarakat Jurnal Pengabdian Masyarakat Nasional Jurnal Pengabdian Masyarakat Global Science: Journal of Information Technology and Computer Science
Yudo Devianto
Universitas Mercu Buana
Agriculture, Biological Sciences & Forestry Arts Humanities Automotive Engineering Chemical Engineering, Chemistry & Bioengineering Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Environmental Science Health Professions Industrial & Manufacturing Engineering Mathematics Mechanical Engineering Social Sciences Other

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Benchmarking Machine Learning Models for Large-Scale Loan Default Prediction Using Real Data Yudo Devianto; Rusmin Saragih; Yana Cahyana
Global Science: Journal of Information Technology and Computer Science Vol. 2 No. 1 (2026): March: Global Science: Journal of Information Technology and Computer Science
Publisher : International Forum of Researchers and Lecturers

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.70062/globalscience.v2i1.181

Abstract

This research benchmarks multiple machine learning (ML) algorithms for large-scale loan default prediction using a real-world dataset of 255,000 borrower records, where default cases represent only ~9–12% of total observations. The study addresses the persistent gap in comparative analyses of ML models that balance predictive accuracy, interpretability, and computational efficiency for credit risk assessment. Six algorithmic families were evaluated Logistic Regression, Random Forest, XGBoost, LightGBM, CatBoost, Artificial Neural Networks (ANN), and Stacked Ensemble—using standardized preprocessing, hybrid imbalance handling (SMOTE, class weighting, under-sampling), and comprehensive evaluation metrics (AUC, F1, Recall, Precision, PR-AUC, and Brier Score). Empirical results show Logistic Regression achieved the highest AUC of 0.732, outperforming nonlinear models under the baseline configuration, while LightGBM attained perfect recall (1.0) but low precision (0.116), indicating over-prediction of defaults. Gradient boosting models demonstrated robust calibration (Brier ≈ 0.114–0.116) and the best computational efficiency, with LightGBM showing the fastest training and lowest memory use. CatBoost exhibited strong recall but the slowest computation, and ANN underperformed on tabular data (AUC ≈ 0.56). The Stacked Ensemble delivered balanced results with AUC = 0.664 and improved overall stability. These findings confirm that boosting-based models, particularly LightGBM and CatBoost, offer superior scalability and calibration, whereas Logistic Regression remains a valuable interpretable baseline. The study concludes that effective default prediction requires integrating rebalancing, calibration, and threshold optimization to enhance recall and operational deployment reliability in large-scale credit ecosystems.
Co-Authors Aditya Wibowo Ahmad Fauzi Andika Bayu Shantya Budi Andyan Pradipta Utama ARIF, SUTAN MOHAMMAD Avrizal, Reza Baihaqi, Kiki Ahmad Bambang Sukowo Corry Coriah Haerudin Danny Manongga Dwiki Jatikusumo Eko Sediyono Eliyani Eliyani Eugenius Kau Suni Fauzi Ahmad Muda Galih Priambodo Galih Priyo Waseso Gugun Gunawan Gunawan, Wawan Herry Derajad Wijaya Hidayat, Rahmat Rian Inda Wulan Irawati Iwan Firdaus Khatin Faisah Loeky Rono Pradopo Muhammad Reza Ramdani Nur Septiyani Aglis Paradilla Shabilla Pertiwi, Anggun Popy Yuliarty, Popy Ratna Mutu Manikam Rusmin Saragih, Rusmin Saputra, Dony Ramadhan Sari, Anggi Puspita Sari, Yunita Sartika Saruni Dwiasnati Sony Wirdianto Saputra Sri Yulianto Joko Prasetyo Sumarto, Marco Alfan Susafaati, Susafaati Wawan Gunawan Wawan Gunawan Wawan Gunawan Yuliarty, Poppy