Benchmarking Gradient Boosting and Explainable AI for Credit Default Prediction on Imbalanced Financial Data: A Leakage-Safe Multi-Seed Evaluation with SHAP and LIME
This paper establishes a rigorous, leakage-safe benchmarking protocol for credit default prediction that demonstrates gradient boosting ensembles significantly outperform logistic regression and TabNet on imbalanced financial data, while revealing that post-hoc threshold tuning renders synthetic resampling redundant and highlighting the critical need to validate explanation discordance between SHAP and LIME for model risk management.