Artificial Intelligence Methods for Fair and Transparent Credit Risk Rating Systems

公平透明信用风险评级系统的人工智能方法

• 批准号: RGPIN-2020-07114
• 负责人: BravoRoman, Cristian
• 金额: $ 2.62万
• 依托单位: University of Western Ontario
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2022
• 资助国家: 加拿大
• 起止时间: 2022-01-01 至 2023-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=765661
• 关键词: Artificial; Intelligence; Methods; Fair; Transparent

Within operational research, analytics - the development and use of data-driven artificial intelligence techniques and methodologies to improve organizations - has had a core role supporting banking practice. This proposal moves forward in banking analytics practice by researching new artificial intelligence tools to create a fair, efficient, and transparent methodology for credit risk measurement, by leveraging the new sources of diverse data and generating integrated multimodal learning artificial intelligence models, seeking to improve the cumbersome, inefficient, and bias-prone processes currently in use when data is scarce. While these new sources of data can be promising, extreme care must be taken to not include any information that would unfairly discriminate against some sectors of the population, by including e.g. gender or race information. This information can easily be inadvertently used in machine learning models, leading to the widespread concern of unfair algorithmic bias in machine learning. While some methodologies have been put forward to create fair models, the current state of the art does not cover multimodal complex data sources, and there are no developments in credit risk management at all. Considering the previous challenges, this research will pursue the following objectives: - Objective A: To develop new methodologies to remove potential implicit or explicit biases present in the unstructured data (text, images, etc) when used to develop deep learning credit risk models. This includes the effects of gender, race, religion, and any other identity-related information that can be identified in the data. - Objective B: To construct and evaluate deep learning architectures that can process this unbiased data and can generate a prediction regarding repayment probability of a loan. - Objective C: To generate context-dependent knowledge distillation approaches to evaluate what sections of the structured traditional data and unstructured non-conventional data, covering images, text, and social networks, are being used when estimating this probability. I will provide visualizations of the outputs of the deep learning models, and support the understanding of the impact of each input in the probability of default estimation. For the operational research academic community, the project will deliver new tools to develop models for credit risk, for visualizing multimodal models, and for removing biases when their sources are known. In the regulatory space, I will propose concrete measures that can be taken to ensure fair, accountable, transparent, and ethical (FATE) credit scoring systems using multimodal data sources, thus facilitating the creation of new regulatory measures. Finally, in the banking/Fintech community, the project will provide support for ethical credit scoring systems.

在运筹学中，分析——开发和使用数据驱动的人工智能技术和方法来改进组织——在支持银行业务实践中发挥着核心作用。该提案通过研究新的人工智能工具，创建公平、高效、透明的信用风险衡量方法，通过利用新的多样化数据来源并生成集成的多模态学习人工智能模型，在银行分析实践中取得进展，寻求改进当数据稀缺时，当前使用的流程繁琐、低效且容易出现偏差。虽然这些新的数据来源可能很有前途，但必须格外小心，不要包含任何可能不公平地歧视某些人群的信息，例如将数据包含在内。性别或种族信息。这些信息很容易被无意中用于机器学习模型，导致机器学习中不公平算法偏差的广泛关注。虽然已经提出了一些方法来创建公平模型，但目前的技术水平并未涵盖多模式的复杂数据源，并且信用风险管理方面根本没有任何进展。考虑到之前的挑战，本研究将追求以下目标： - 目标 A：开发新方法，消除用于开发深度学习信用风险模型的非结构化数据（文本、图像等）中存在的潜在隐性或显性偏差。这包括性别、种族、宗教以及可以在数据中识别的任何其他身份相关信息的影响。 - 目标 B：构建和评估深度学习架构，该架构可以处理这些无偏见的数据，并可以生成有关贷款偿还概率的预测。 - 目标 C：生成上下文相关的知识蒸馏方法，以评估在估计此概率时使用结构化传统数据和非结构化非常规数据（涵盖图像、文本和社交网络）的哪些部分。我将提供深度学习模型输出的可视化，并支持理解每个输入对默认估计概率的影响。对于运筹学学术界来说，该项目将提供新工具来开发信用风险模型、可视化多模式模型以及在已知来源时消除偏差。在监管领域，我将提出具体措施，以确保使用多模式数据源的公平、负责、透明和道德（FATE）信用评分系统，从而促进新监管措施的制定。最后，在银行/金融科技社区，该项目将为道德信用评分系统提供支持。