Transparency, Auditability and eXplainability of Machine Learning Models in Credit Scoring

arXiv:2009.13384 · stat.ML, cs.LG, econ.GN, q-fin.EC, stat.AP, stat.ME · Submitted 2020-09-28 · Read on arXiv

stat.ML, cs.LG, econ.GN, q-fin.EC, stat.AP, stat.ME

Submitted: 2020-09-28

Updated: 2020-09-28

Terminology

• Interpretability — 2× in this paper · explained in 15 episodes
• Explainability — 1× in this paper · explained in 3 episodes

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