Machine learning interpretability for a stress scenario generation in credit scoring based on counterfactuals.
Andreas C. BueffMateusz CytrynskiRaffaella CalabreseMatthew JonesJohn RobertsJonathon MooreIain BrownPublished in: Expert Syst. Appl. (2022)
Keyphrases
- credit scoring
- machine learning
- logistic regression
- data mining
- support vector machine svm
- decision trees
- data mining technology
- credit card
- pattern recognition
- text mining
- learning algorithm
- active learning
- machine learning algorithms
- real world
- natural language processing
- semi supervised learning
- information extraction
- knowledge discovery
- data streams
- cluster analysis
- computer vision
- information entropy
- text classification
- image processing
- neural network