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Global Model

Below is our Input Panel. Model will take a few seconds to run.

ExternalRiskEstimate(Decreasing)

MSinceOldestTradeOpen(Decreasing)

MSinceMostRecentTradeOpen(Decreasing)

AverageMInFile(Decreasing)

NumSatisfactoryTrades(Decreasing)

NumTrades60Ever2DerogPubRec(Increasing)

NumTrades90Ever2DerogPubRec(Increasing)

NumTotalTrades(No Constraint)

NumTradesOpeninLast12M(Increasing)

PercentTradesNeverDelq(Decreasing)

MSinceMostRecentDelq(Decreasing)

MaxDelq2PublicRecLast12M(Decreasing)

MaxDelqEver(Decreasing)

PercentInstallTrades(No Constraint)

NetFractionInstallBurden(Increasing)

NumInstallTradesWBalance(No Constraint)

MSinceMostRecentInqexcl7days(Decreasing)

NumInqLast6M(Increasing)

NumInqLast6Mexcl7days(Increasing)

NetFractionRevolvingBurden(Increasing)

NumRevolvingTradesWBalance(No Constraint)

NumBank2NatlTradesWHighUtilization(Increasing)

PercentTradesWBalance(No Constraint)

Original Features These are 23 original features given in the dataset. Subscale Features These are 10 composite features obtained from the previous 23 orginal features. Output This is the Risk Performance estimated from our model, which consists of only two outcomes: Good and Bad. Subscale Contribution Low Risk (No Default) High Risk (Default) ExternalRiskEstimate MSinceOldestTradeOpen MSinceMostRecentTradeOpen AverageMInFile NumSatisfactoryTrades NumTrades60Ever2DerogPubRec NumTrades90Ever2DerogPubRec NumTotalTrades NumTradesOpeninLast12M PercentTradesNeverDelq MSinceMostRecentDelq MaxDelq2PublicRecLast12M MaxDelqEver PercentInstallTrades NetFractionInstallBurden NumInstallTradesWBalance MSinceMostRecentInqexcl7days NumInqLast6M NumInqLast6Mexcl7days NetFractionRevolvingBurden NumRevolvingTradesWBalance NumBank2NatlTradesWHighUtilization PercentTradesWBalance ExternalRiskEstimate TradeOpenTime NumSatisfactoryTrades TradeFrequency Delinquency Installment Inquiry RevolvingBalance Utilization TradeWBalance Output

Local Models

Most Important Contributing Factors

This is a list of factors that contribute most heavily to the final prediction in our model.

Consistent Rule-based Explanations

The system solves an optimization problem (using Gurobi(c)) to compute the smallest set of rules that guarantees identical prediction by our global model.

Case-based Explanations

The table below compares the examined case with cases that share the same prediction outcome.


Remarks:

  • Highlighted in light blue are feature values of previous cases that are close to the examined case.
  • The emphasized features, highlighted in dark blue, are those used by the rules in the rule-based explanations.
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    More Information

    See documentation for more description of the global model and its local models (link is at the top of the page).