Dataset: FICO

[pbiecek]

Problem

This is a binary classification problem. On the basis of historical data, models (of varying degrees of complexity) should be developed to predict the chances of default (credit risk scoring). The best models should be explained using XAI tools at the instance level and at the data set level.

Data

The data can be downloaded from the FICO competition website. The form for applying for access to data can be found at https://community.fico.com/s/explainable-machine-learning-challenge?tabset-3158a=2

Example solution

Two interesting solutions in the FICO competition are described under the links

• https://community.fico.com/s/blog-post/a5Q2E0000001czyUAA/fico1670
• https://github.com/IBM/AIX360/blob/master/examples/tutorials/HELOC.ipynb

[alicjaj1000]

Great problem selection - XAI in credit scoring is truly a hot topic! The main question is how to connect a superior prediction with sticking to regulatory requirements? Compliance requires providing explanations for loan decisions reached through AI models. I highly encourage you to get deeper into that topic :) If you want to discuss more, don't hesitate to shoot me a message on Slack!