The denial model ranks the denied application as riskier 86% of the time
The denial model ranks the denied application as riskier 86% of the time
Share of denied and approved pairs the model puts in the right order, tested on 2025
Constant score (AUC 0.5)50%
Model, race left out86%
Note: AUC 0.86 (Gini 0.72) for gradient-boosted trees and AUC 0.78 (Gini 0.57) for logistic regression. Trained on 2023 and 2024, tested on the 2025 holdout, about 380,000 decisions per seed, from a 1,500,000-row sample; three random seeds agreed. Ranking well is not the same as being accurate for one applicant.
Source: public HMDA filings, 2023 to 2025. hmda-audit analysis.