Towards Explainable Deep Learning for Credit Lending: A Case Study
Ceena Modarres, Mark Ibrahim, Melissa Louie, John William Paisley · arXiv (Cornell University) · 2018
Deep learning adoption in the financial services industry has been limited due to a lack of model interpretability. However, several techniques have been proposed to explain predictions made by a neural network. We provide an initial investigation into these techniques for the assessment of credit risk with neural networks.