Modular Architectures for Interpretable Credit Scoring for Heterogeneous Borrower Data
Bibliographic record
Abstract
Modern credit scoring systems must operate under increasingly complex borrower data conditions, characterized by structural heterogeneity and regulatory demands for transparency. This study proposes a modular modeling framework that addresses both interpretability and data incompleteness in credit risk prediction. By leveraging Weight of Evidence (WoE) binning and logistic regression, we constructed domain-specific sub-models that correspond to different attribute sets and integrated them through ensemble, hierarchical, and stacking-based architectures. Using a real-world dataset from the American Express default prediction challenge, we demonstrate that these modular architectures maintain high predictive performance (test Gini > 0.90) while preserving model transparency. Comparative analysis across multiple architectural designs highlights trade-offs between generalization, computational complexity, and regulatory compliance. Our main contribution is a systematic comparison of logistic regression–based architectures that balances accuracy, robustness, and interpretability. These findings highlight the value of modular decomposition and stacking for building predictive yet interpretable credit risk models.
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How this classification was reachedexpand
Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.001 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one teacher head, not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".