Design an end-to-end machine learning system for a real-time loan approval/rejection model, such as credit cards. Discuss the infrastructure, features, model, training and evaluation aspects of the system.
functional
- 贷前(Loan origination)、贷中(Loan maintenance /servicing)、贷后(Delinquency management/recovery)
- the types of loans it will support,
non-functional
- compliance requirements, and scalability goals
- reliability, security
信贷风控
- user (关系型数据库)
- log (分布式文件系统)
- label
user
- ID/Address Proof: Voter ID, Aadhaar, PAN Card
- Employment Information, including salary slips
- Credit Score
- Bank Statements and Previous Loan Statements
- graph
- compliance -> buy some user feature
- LR
- GBDT
- NN
- offline
- 准确率、AUC、Log Loss、Precision、Recall
- Kolmogorov-Smirnov，风控常用指标