From a single algorithm to a stacking approach
Aplazame has built a decision engine which relies on machine learning algorithms in order to determine the credit risk.
Long time ago we decided to switch from a single mastermind machine learning algorithm to a multimodel approach through stacking. We will discuss the path to reach that point, which was not smooth, but worth it. Moreover, we will cover some aspects of machine learning interpretability, reviewing some trendy Open Source Python libraries.