QuantPi provides automated performance and fairness assessments for traditional machine learning models and automated decision-making (ADM) systems running on structured tabular datasets. These predictive classification and regression architectures drive high-stakes enterprise applications, including credit risk scoring, transactional fraud detection, and algorithmic underwriting. Because predictive vulnerabilities directly amplify financial and regulatory liabilities, underlying statistical flaws must be isolated before deployment.
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• Classification accuracy profiles: Precision, Recall, F1-Score, and Confusion Matrix metrics.• Regression variance and residual errors: Surfacing Mean Absolute Error, MSE, RMSE, and R² scores.• Algorithmic bias and fairness parity: Evaluating Demographic Parity, Equalized Odds, Equality of Opportunity, and Predictive Parity.• Model sensitivity and performance stability under controlled input feature perturbations• Dataset representation balance and population gaps: Surfacing demographic subgroup categorization like gender, ethnicity, or geography via automated data embedders.• Probabilistic variance tracking: Calculating an Inherent Stability Score across identical query streams to measure non-deterministic decay.A multi-group fairness diagnostic mapping prediction equity and error rate disparities across sensitive attributes.
A sensitivity and feature-level drift breakdown detailing exact regression residual drop-offs.
A traceable model risk management evidence package supporting deployment validation and regulatory compliance auditing.
Applied across credit risk assessment, algorithmic insurance underwriting, and core predictive analytics.
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