Advanced Neural Network Approach, Its Explanation with LIME for Credit Scoring Application

  • Lkhagvadorj Munkhdalai
  • Ling Wang
  • Hyun Woo Park
  • Keun Ho RyuEmail author
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 11432)


Neural network models have achieved a human-level performance in many application domains, including image classification, speech recognition and machine translation. However, in credit scoring application, neural network approach has been useless because of its black box nature that the relationship between contextual input and output cannot be completely understood. In this study, we investigate the advanced neural network approach and its’ explanation for credit scoring. We use the LIME technique to interpret the black box of such neural network and verify its’ trustworthiness by comparing a high interpretable logistic model. The results show that neural network models give higher accuracy and equivalent explanation with the logistic model.


Neural network LIME Credit scoring 



This work was supported by the Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Science, ICT & Future Planning (No. 2017R1A2B4010826), by the Business for Cooperative R&D between Industry, Academy, and Research Institute funded Korea Small and Medium Business Administration (Grants No. C0541451), by the Private Intelligence Information Service Expansion (No. C0511-18-1001) funded by the NIPA (National IT Industry Promotion Agency) and by National Natural Science Foundation of China (Grant No. 61701104).


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© Springer Nature Switzerland AG 2019

Authors and Affiliations

  1. 1.Database/Bioinformatics Laboratory, School of Electrical and Computer EngineeringChungbuk National UniversityCheongjuRepublic of Korea
  2. 2.Department of Computer Technology, School of Information EngineeringNortheast Electric Power UniversityJilin CityChina
  3. 3.Faculty of Information TechnologyTon Duc Thang UniversityHo Chi Minh CityVietnam
  4. 4.Department of Computer ScienceChungbuk National UniversityCheongjuRepublic of Korea

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