CSRSA Workshop: Leveraging Open Source Machine Learning & Explainable AI in Credit Risk
Session title: CSRSA Workshop: Leveraging Open Source Machine Learning & Explainable AI in Credit Risk
Date: Monday February 25th, 2019
Location: Vantage Venues, 150 King Street West – 27th floor, Toronto ON, M5H 1J9
Session blurb: In this interactive workshop, FICO will show how new Zeppelin-based notebook technology (Analytics Workbench) can be used to create more effective credit risk models using open source machine learning algorithms. The session will include an introduction to key machine learning algorithms, an overview of the new flexible notebook paradigm that lets users freely mix & match proprietary and open source techniques , and a comparison of the pros & cons of ML techniques relative to the traditional scorecard approach. In many cases the ML-based models yield significant improvements in predictive performance but are often excluded from production applications due to increased complexity that make predictions more difficult to explain. The workshop will conclude with a review of explainable AI (xAI) techniques that can help address these issues and expand the application of advanced ML algorithms in credit risk.
Presenters:
Lamar Shahbazian, Senior Director – FICO Analytics Workbench: Lamar leads the development of FICO’s Decision Tree Professional and Analytics Workbench tools. She joined FICO in 1986, and has spent nearly 30 years in various positions in model development, account management strategy consulting, and new business solutions development. Lamar has a BS and MS degree in Applied Mathematics from California Polytechnic State University in San Luis Obispo.
Chris Ralph, Principal Scientist – FICO Advanced Analytics: Chris has 19 years of FICO experience in analytic research & development, analytic consulting, technical pre-sales, and applied optimization. Chris holds several patents for optimization algorithms related to transactional data analytics, pattern discovery, and adaptive segmentation. Prior to joining FICO Chris held progressively senior analytic leadership roles at financial institutions in Canada.
Monday, February 25, 2019
7:45 am – 8:30 am – Breakfast & networking
8:30 am – 8:45 am - Opening remarks
8:45 am - 10:15 am - Seminar
10:15 am - 10:30 am - Break
10:30 am – 12:00 pm – Seminar continued
EARLY BIRD SPECIAL:
Register by February 14 and the workshop is HALF PRICE!
- Members: $37.50
- Non-Members: $49.50
After February 14:
- Members: $75.00
- Non-Members: $99.00
