Nikolai Khobotov

Out of Time: Calibration and Stability of Tabular Foundation Models on Credit Default Vintages

We evaluate TabPFN-3 and TabICLv2, at the defaults of tabpfn 8.5.0 and tabicl 2.1.1, out of time on Lending Club and Freddie Mac against a weight-of-evidence scorecard and a tuned gradient-boosting model, scoring each build on every later origination cohort under kill criteria wr...

Out of Time: A Pre-Registered Vintage, Calibration and Stability Evaluation of Tabular Foundation Models for Credit Default

TabPFN-3 and TabICLv2 are read as shipped beside a weight-of-evidence scorecard and a tuned gradient-boosting model, out of time on Lending Club and Freddie Mac vintages, under pre-registered kill criteria. At the softmax temperature of 0.9 that tabpfn 8.5.0 and tabicl 2.1.1 ship...

Out of Time: A Pre-Registered Vintage, Calibration and Stability Evaluation of Tabular Foundation Models for Credit Default

TabPFN-3 and TabICLv2 are read as shipped beside a weight-of-evidence scorecard and a tuned gradient-boosting model, out of time on Lending Club and Freddie Mac vintages, under pre-registered kill criteria. At the softmax temperature of 0.9 that tabpfn 8.5.0 and tabicl 2.1.1 ship...

Out of Time: A Pre-Registered Vintage, Calibration and Stability Evaluation of Tabular Foundation Models for Credit Default

TabPFN-3 and TabICLv2 are read as shipped beside a weight-of-evidence scorecard and a tuned gradient-boosting model, out of time on Lending Club and Freddie Mac vintages, under pre-registered kill criteria. At the softmax temperature of 0.9 that tabpfn 8.5.0 and tabicl 2.1.1 ship...