BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Iowa State University CALS LAS Web Team//sites.iastate.edu//EN
BEGIN:VEVENT
UID:20210830T160000-895-www.stat.iastate.edu
DTSTART:20210830T160000Z
SEQUENCE:0
TRANSP:OPAQUE
DTEND:20210830T170000Z
LOCATION:Zoom: https://iastate.zoom.us/j/96431743984?pwd=KzBreU9vWXl2WlltYk
 0yOWV6cWFuZz09
SUMMARY:Vijay Nair: When did regression become so complicated? Machine Lear
 ning: Algorithms\, Interpretability\, and Applications in Banking
CLASS:PUBLIC
DESCRIPTION:Presenter:&nbsp\;Vijay Nair\, Wells Fargo and University of Mic
 higan\, Ann Arbor\n\nAbstract:&nbsp\;The talk will start with a descriptio
 n of “my life as a quant” over the last 5+ years. As part of this\, I 
 will provide an overview of data-oriented modeling in a large bank\, use o
 f traditional statistical methods\, and recent applications of machine lea
 rning (ML) algorithms. In regulated industries like banking\, the model re
 sults have to be explained to various stakeholders such as customers\, sen
 ior management\, and regulators. This has been a focus of our own R&amp\;D
  work recently\, and I will try to provide a critical review of different 
 techniques for interpretability: post-hoc techniques\, surrogate models\, 
 and self-interpretable models.\n\nMore information at: https://www.stat.ia
 state.edu/event/2021/vijay-nair-when-did-regression-become-so-complicated-
 machine-learning-algorithms\n\nZoom: https://iastate.zoom.us/j/96431743984
 ?pwd=KzBreU9vWXl2WlltYk0yOWV6cWFuZz09
DTSTAMP:20260514T165052Z
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