Measuring the Driving Forces of Predictive Performance: Application to Credit Scoring

In credit scoring, machine learning models are known to outperform standard parametric models. As they condition access to credit, banking supervisors and internal model validation teams need to monitor their predictive performance and to identify the features with the highest impact on performance. To facilitate this, we introduce the XPER methodology to decompose a performance metric (e.g., AUC, $R^2$) into specific contributions associated with the various features of a classification or regression model. XPER is theoretically grounded on Shapley values and is both model-agnostic and performance metric-agnostic. Furthermore, it can be implemented either at the model level or at the individual level. Using a novel dataset of car loans, we decompose the AUC of a machine-learning model trained to forecast the default probability of loan applicants. We show that a small number of features can explain a surprisingly large part of the model performance. Furthermore, we find that the features that contribute the most to the predictive performance of the model may not be the ones that contribute the most to individual forecasts (SHAP). We also show how XPER can be used to deal with heterogeneity issues and significantly boost out-of-sample performance

Explainable Performance

We introduce the XPER (eXplainable PERformance) methodology to measure the specific contribution of the input features to the predictive or economic performance of a model. Our methodology offers several advantages. First, it is both model-agnostic and performance metric-agnostic. Second, XPER is theoretically founded as it is based on Shapley values. Third, the interpretation of the benchmark, which is inherent in any Shapley value decomposition, is meaningful in our context. Fourth, XPER is not plagued by model specification error, as it does not require re-estimating the model. Fifth, it can be implemented either at the model level or at the individual level. In an application based on auto loans, we find that performance can be explained by a surprisingly small number of features, XPER decompositions are rather stable across metrics, yet some feature contributions switch sign across metrics. Our analysis also shows that explaining model forecasts and model performance are two distinct tasks

Desmoid tumors located in the abdomen or associated with adenomatous polyposis: French intergroup clinical practice guidelines for diagnosis, treatment, and follow-up (SNFGE, FFCD, GERCOR, UNICANCER, SFCD, SFED, SFRO, ACHBT, SFR)

International audienceIntroduction: Desmoid tumor (DT) of the abdomen is a challenging and rare disease. The level of evidence available to document their treatment is relatively low, however, recent publications of prospective studies have allowed to precise their management.Methods: This document is a summary of the French intergroup guidelines realized by all French medical and surgical societies involved in the management of DT located in the abdomen or associated with adenomatous polyposis. Recommendations are graded in four categories (A, B, C and D), according to the level of evidence found in the literature until January 2021.Results: When the diagnosis of DT is suspected a percutaneous biopsy should be performed when possible. A molecular analysis looking for pathogenic mutations of the CTNNB1 and APC genes should be systematically performed. When a somatic pathogenic variant of the APC gene is present, an intestinal polyposis should be searched. Due to a high rate of spontaneous regression, non-complicated DT should first benefit from an active surveillance with MRI within 2 months after diagnosis to assess the dynamic of tumor growth. The treatment decision must be discussed in an expert center, favoring the less toxic treatments which can include broad spectrum tyrosine kinase inhibitor or conventional chemotherapy (methotrexate-vinblastine). Surgery, outside the context of emergency, should only be considered for favorable location in an expert center.Conclusion: French guidelines for DT management were elaborated to help offering the best personalized therapeutic strategy in daily clinical practice as the DT therapeutic landscape is complexifying. Each individual case must be discussed within a multidisciplinary expert team

Lettres et épitres amoureuses d'Héloïse et d'Abeilard.

Edited by A. E. Cailleau.t. 1. Préface historique et apologétique. La vie, les amours et les infortunes d'Abeilard et d'Heloise ; Lettre d'Abeilard à son ami ; Remarque de l'editeur ; Lettres véritables d'Héloïse à Abeilard, avec les réponses d'Abeilard à Héloïse, traduits librement d'apres les lettres originales latines / par m. le comte De Bussy Rabutin ; Lettres d'Héloïse et d'Abeilard mises en vers par m. de Beauchamps, d'apres l'excellente traduction des Lettres d'Héloïse et d'Abeilard / de m. le comte de Bussy-Rabutin -- t. 2. Lettre amoureuse d'Héloïse et d'Abeilard / [traduite de l'anglais de Pope, par M.C.***] ; Lettre d'Abeilard à Héloïse / traduits librement du latin par M.C.*** ; Épitres amoureuses d'Héloïse à Abeilard, avec les réponses d'Abeilard à Héloïse, imitées et mises en vers, d'après la fameuese Lettre de Pope et les lettres originales latines / par MM. Colardeau, Dorat, Feutry, Mercier, G. Dourxigné, Saurin, C**; precédées d'une précise des amours de ces célèbres et malheureux époux ; Scenes extraites d'Héloïse et d'Abeilard, pièce dramatique, en cinq actes et en vers / par M. Guis, de l'Académie de Marseille.Mode of access: Internet