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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Frontiers Media S.A.
2021
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8484963/ https://www.ncbi.nlm.nih.gov/pubmed/34604738 http://dx.doi.org/10.3389/frai.2021.752558 |