Archive · page 9

Credit scoring problem statement In the previous article, I mentioned the credit-scoring task and noted that results can be unstable and model quality degrades over time. Let’s dive a little deeper. When I try to recall

Here it is— a historical picture of a modification my friend and I made to gradient-boosted decision trees. It all started at Equifax. In 2016—almost ten years ago—I tried to become part of a credit-scoring project. At t

Hello everyone! This is a place for me to share my pet projects and everything that bothers or fascinates me right now. It can be almost anything: a new book, a half-baked DIY idea, a mathematical trick, or part of a lon