Integrated Gradients is a Nonlinear Generalization of the Industry Standard Approach to Variable Attribution for Credit Risk Models

Jonathan W. Boardman, Md Shafiul Alam, Xiao Huang, Ying Xie. Integrated Gradients is a Nonlinear Generalization of the Industry Standard Approach to Variable Attribution for Credit Risk Models. In Shusaku Tsumoto, Yukio Ohsawa, Lei Chen 0002, Dirk Van den Poel, Xiaohua Hu 0001, Yoichi Motomura, Takuya Takagi, Lingfei Wu, Ying Xie, Akihiro Abe, Vijay Raghavan 0001, editors, IEEE International Conference on Big Data, Big Data 2022, Osaka, Japan, December 17-20, 2022. pages 5012-5023, IEEE, 2022. [doi]

Abstract

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