Shipping a GBT model into a scorecard world: third-party evaluators couldn't even ask questions

neal_lathia · x · 2026-09-13

The author recalls shipping a gradient boosted tree model in a domain that traditionally relies on manually created scorecards — the third-party evaluator had no idea what it was and couldn't ask any useful questions. The real issue, he adds, is what happens when evaluators do find something unacceptable: look at the size of fines some banks have received — for some that would be the end, for others they pay and carry on.

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