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Linwei Hu

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

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923

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Scholarly Papers (2)

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1.

Explaining Adverse Actions in Credit Decisions Using Shapley Decomposition

Number of pages: 20 Posted: 03 May 2022
Vijay Nair, Tianshu Feng, Linwei Hu, Zach, Jie Chen and Agus Sudjianto
Corporate Model Risk, Wells Fargo, - Corporate Model Risk Management, affiliation not provided to SSRN, - Corporate Model Risk Management, Wells Fargo and Corporate Model Risk, Wells Fargo Bank
Downloads 811 (75,476)

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Baseline Shapley, explainability, machine learning, model-agnostic interpretation

2.

Performance and Interpretability Comparisons of Supervised Machine Learning Algorithms: An Empirical Study

Number of pages: 60 Posted: 29 Apr 2022 Last Revised: 05 May 2022
Alice Liu, Arpita Mukherjee, Linwei Hu, Jie Chen and Vijay Nair
2nd Order Solutions, affiliation not provided to SSRN, affiliation not provided to SSRN, Wells Fargo and Corporate Model Risk, Wells Fargo
Downloads 112 (635,507)

Abstract:

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supervised machine learning algorithms, random forest, gradient boosting machines, xgboost, feedforward neural network, interpretability, model performance