MORTGAGE CLASSIFICATION

Client Model

Classification machine leaning model used to predict whether a mortgage is likely to be fully paid or default based on origination data and payments.

Client Model Prediction

Predicted ClassDefault
Model Confidence72.56%
R-Squared0.77
Significance0.0001

DC-MINT – AI EXPLAINABILITY

  • You were classed as “Default”
  • The top three contributing factors towards the ‘Default’ prediction were – Credit Score, Maturity Date and Debt-to-Income Ratio
  • Identified a material bias caused by the treatment of a categorical (Location) variable prior to training for mortgage provider
  • Deployed subsequently to control for data bias for mortgage provider

DC-MINT INSIGHT