Characterizing Attribute Level Impact on Model Outputs

A computer-implemented method comprising:

• extracting or deriving values for each of a plurality of attributes from a first file;
• extracting or deriving values for each of the plurality of attributes from a second file;
• selecting, based on the extracted or derived values from the second file, which segment forming part of an ensemble of segments to score the second file, the selected segment having weights corresponding to each attribute;
• inputting the values extracted or derived from the first file into the selected segment to receive a first score characterizing creditworthiness of an entity at a first point in time;
• inputting the values extracted or derived from the second file into the selected segment to receive a second score characterizing creditworthiness of the entity at a second, later point in time;
• determining differences in values for corresponding attributes from the first file and the second file;
• determining, for each attribute having a change in value, a score value impact based on the difference in value for the attribute and the corresponding weight used by the selected segment for the attribute;
• and
• providing data characterizing the determined score value impact for each attribute to a consuming application or process.