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  • Hélène Dufour

Using Knowledge Distillation to improve interpretable models in a retail banking context

" Predictive machine learning algorithms used in banking environments, especially in risk and control functions, are generally subject to regulatory and technical constraints limiting their complexity. Knowledge distillation gives the opportunity to improve the performances of simple models without burdening their application, using the results of other - generally more complex and better-performing - models."

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