Model Explainablity: explainable AI(XAI)

This project is part of my master thesis and it is about explainable AI(XAI). I used random forest model to predict risk applicants for a bank and used LIME(Local Interpretable Model-agnostic Explanation) to explain the outcome of the model by .

The dataset I used can be found on Kaggle. Link: https://www.kaggle.com/rikdifos/credit-card-approval-prediction

Model prediction:

   - Random forest
   - Evaluation metric: out of bag estimation error rate and K-fold cross validation

Model explanation:

  - Variable importance : gini, Permutation importance
  - Partial dependency plot(PDP) 
  - LIME