This notebook is ispired by the AIX360 HELOC Credit Approval Tutorial, which shows different explainability methods for a credit approval process. Here XGBoost is used for classification, achieving better accuracy than most of the models used in that notebook. Then, feature importance methods are shown, to be compared with the Data Scientist explanations methods provided in the above notebook. The first ones come directly with XGBoost and the other is based on SHAP.

The dataset is from the FICO Explainable Machine Learning Challenge and it is about credit approval.