Munich Personal RePEc Archive

Logistic Regression Collaborating with AI Beam Search

Tom, Daniel (2021): Logistic Regression Collaborating with AI Beam Search.

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We systematically explore the universe of all models using AI search methods. We automate much of the data preparation and testing of each model built along the way. The result is a method and system that generate superior production ready logistic regression models, beating an industry standard consumer credit risk score, GBM and NN ML models. We also incorporate into our system a method to eliminate disparate impact used by the FRB and the FTC.

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