Download This PaperMachine Learning in Banking - Tips & Tricks: Session 5 - Interpretability with Shapley values
26 Pages Posted: 22 Nov 2022
Date Written: September 30, 2022
Abstract
These slides are part of the Data & Ai reskilling seminar in Banking hosted by Dauphine and Ecoles des Mines PSL. They discuss how to interpret machine learning models with Shapley values
Keywords: Machine learning, explanable AI, interpretability, Shapley values
JEL Classification: G13
Suggested Citation: Suggested Citation
Benhamou, Eric, Machine Learning in Banking - Tips & Tricks: Session 5 - Interpretability with Shapley values (September 30, 2022). Available at SSRN: https://ssrn.com/abstract=4234565 or http://dx.doi.org/10.2139/ssrn.4234565
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