
Find source code here:
https://www.viralml.com/video-content.html?v=2UueN6lI62o
Build a Keras autoencoder on credit data, split 70/30, compress 61 features to 24 and 12, train with MSE, and use reconstruction error for anomaly-based credit risk insight.
Attach reconstruction errors from a Keras autoencoder to the testing data using mean squared error to flag anomalies. Inspect top outliers against good-customer norms to inform business tailoring and retraining.
Please join me for another exciting data science class where we apply autoencoders or unsupervised learning towards the pursuit of knowledge.
Remember at the end of the day modeling and data science don't mean much if we can't extract actual insights to help guide our customers, our friends, the research community in the advancement of whatever it is they are after using data. Autoencoders can help you better understand your data, answer your questions, and even discover new ones! Please join me on this exciting adventure!