Data Presentation Over Architecture: Resampling Strategies for Credit Risk Prediction with Tabular Foundation Models
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Abstract (arXiv)
Credit default prediction is a tabular learning problem with severe class imbalance, heterogeneous features, and tight latency budgets. Tabular Foundation Models (TFMs) approach this problem through in-context learning, which makes their predictions sensitive to how the context window is built. We benchmark four classical models and five TFMs on the Home Credit and Lending Club datasets, varying the context-construction strategy (seven options) and the context size (1K to 50K). On both datasets, the choice of context strategy explains more variance in AUC-ROC than the choice of TFM family: balanced and hybrid sampling add 3 to 4 AUC points over uniform sampling, and the gap exceeds the spread between TFMs. With a balanced context of 5K to 10K examples, the strongest TFMs reach the AUC of classical baselines trained on the full data, while also recovering meaningful default-class recall that default-threshold GBDTs do not. We frame this as evidence that context construction, rather than architecture choice, is the primary deployment lever for TFMs in imbalanced credit-risk settings.
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References · 13
- 2016XGBoost: A Scalable Tree Boosting Systemcited by 5,166
- 2021What Makes Good In-Context Examples for GPT-3?cited by 1,195
- 2022TabPFN: A Transformer That Solves Small Tabular Classification Problems in a Secondcited by 674
- 2021Learning To Retrieve Prompts for In-Context Learningcited by 648
- 2021Deep Neural Networks and Tabular Data: A Surveycited by 491
- 2025TabICL: A Tabular Foundation Model for In-Context Learning on Large Datacited by 289
- 2016Imbalanced-learn: A Python Toolbox to Tackle the Curse of Imbalanced Datasets in Machine Learningcited by 195
- 2024Why Tabular Foundation Models Should Be a Research Prioritycited by 106
- 2023Benchmarking Distribution Shift in Tabular Data with TableShiftcited by 66
- 2025Orion-MSP: Multi-Scale Sparse Attention for Tabular In-Context Learningcited by 19
- 2025TabTune: A Unified Library for Inference and Fine-Tuning Tabular Foundation Modelscited by 11
- 2025Orion-Bix: Bi-Axial Attention for Tabular In-Context Learningcited by 10
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- 2026Exploring Fine-Tuning for Tabular Foundation Modelscited by 9
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