SHAP and LIME: An Evaluation of Discriminative Power in Credit Risk
In credit risk estimation, the most important element is obtaining a probability of default as close as possible to the effective risk. This effort quickly prompted new, powerful algorithms that reach a far higher accuracy, but at the cost of losing intelligibility, such as Gradient Boosting or ense...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Frontiers Media S.A.
2021-09-01
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| Series: | Frontiers in Artificial Intelligence |
| Subjects: | |
| Online Access: | https://www.frontiersin.org/articles/10.3389/frai.2021.752558/full |