Алексей Фирстов | Побеждаем смещение распределения в задаче нейросетевого кредитного скоринга

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16 Sep 2024

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Спикер: Алексей Фирстов, Junior Data Scientist, Альфа Банк В задаче кредитного скоринга возникает смещение обучающей выборки, так как целевая переменная созревает только по одобренным заявкам клиентов. Расскажу, как выровнять распределения данных на трейне и проде, как изменится процесс обучения нейронных сетей и, конечно, про бизнес-эффект. Доклад ориентирован на специалистов, работающих в моделировании кредитных рисков, дата-саентистов и портфельных риск-менеджеров. Полезные ссылки Соревнование на : Репозиторий соревнования (БКИ): Tg-канал “Нескучный Data Science”: Магистратура МФТИ Альфа-Банк: Data Fest Online 2022: Хаб Альфа-Банка: Трек Deep learning in Finance: Наши соц.сети Telegram: Вконтакте: Twitter:

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