Method and device for explaining nonlinear evaluation model

Abstract

The embodiment of the invention discloses an interpretation method and device for a nonlinear evaluation model, and the method comprises the steps: obtaining to-be-interpreted data which comprises a user identifier of a to-be-evaluated user and associated feature data; based on the nonlinear evaluation model, obtaining a first model evaluation result of the to-be-evaluated user; selecting a plurality of disturbance data corresponding to the to-be-explained data; calculating the similarity between the disturbance data and the to-be-explained data according to a similarity calculation formula, and determining a weight coefficient of the disturbance data according to the similarity; training the simple model based on the to-be-explained data and the disturbance data; based on the trained simple model, an explanation result corresponding to the to-be-explained data is output and output, and the explanation result comprises a first model evaluation result corresponding to the to-be-evaluated user and explanation of the association relationship between the feature data associated with the to-be-evaluated user. According to the invention, a basis can be provided for risk control decision-making in a financial credit scene.

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