Liquid Scorecards

25 Feb 2020 Bruce Hoadley

Traditional credit scorecards are generalized additive models (GAMs) with step functions as the component functions. The shapes of the step functions may be constrained in order to satisfy the PILE (Palatability, Interpretability, Legal, Explain-ability) constraints... (read more)

PDF Abstract
No code implementations yet. Submit your code now

Categories


  • OTHER STATISTICS
  • METHODOLOGY
  • 62H30

Datasets


  Add Datasets introduced or used in this paper