Credit default risk prediction explained using SHapley Additive exPlanations (SHAP).
Summary Explanation
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Detailed Explanation
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Input Features
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Waterfall Chart
A waterfall chart can be used to show the cumulative effect of each feature. Starting with
the baseline probability for credit defaults (at the bottom of the chart), we can see how
each additional feature shifts the probability. Green arrows indicate that the feature decreased the predicted credit default
risk for the individual credit application. While red arrows indicate that the
feature increased the
predicted credit default risk for the individual credit application. After all
features have been considered, we reach the final predicted credit default risk (at the top
of the chart).
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sagemaker_notebook_instance/package/package/reports/template/template.html [1:109]:
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Credit default risk prediction explained using SHapley Additive exPlanations (SHAP).
Summary Explanation
{{ div_summary }}
Detailed Explanation
{{ div_detailed }}
Input Features
{{ table }}
Waterfall Chart
A waterfall chart can be used to show the cumulative effect of each feature. Starting with
the baseline probability for credit defaults (at the bottom of the chart), we can see how
each additional feature shifts the probability. Green arrows indicate that the feature decreased the predicted credit default
risk for the individual credit application. While red arrows indicate that the
feature increased the
predicted credit default risk for the individual credit application. After all
features have been considered, we reach the final predicted credit default risk (at the top
of the chart).
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