Machine Learning Interpretability:Self-Explanatory Models: Interpretability, Diagnostics and Simplification
With Dr.Agus Sudjianto from Wells Fargo
As more and more machine learning models are being adopted by financial companies, concern is growing on how to trust decisions made by these models. Do we know how the models work?
How will they behave in edge cases? Can they be used in real-world settings. Dr. Agus Sudjianto is a pioneer in Model Risk Management. An accomplished researcher with many publications to his name, Agus discusses his latest paper that provides a methodology to unwrap the black box of deep neural networks through exact local linear representations. He also discusses the newly open sourced package from Wells Fargo, Aletheia!
The full video of the discussion is here:
Podcast from the event
Slides, demos, and videos at
QuantUniversity partnered with PRMIA for QuantUniversity’s fall school in Machine Learning and AI in Finance. We had more than 1000 participants from more than 20 countries including India, China, Australia, UK, Turkey, South Africa etc. attend the our courses.
This fall, we are offering 3 courses in Data Science, Machine Learning, and Model Risk Management:
- Just Enough Python for Data Science
- Machine Learning and AI for Financial Professionals
- Model Risk Management for Machine Learning Models
Join us for the upcoming QuantUniversity Winter School 2021
