TransCORALNet: A Two-Stream Transformer CORAL Networks for Supply Chain Credit Assessment Cold Start

Abstract

This paper proposes an interpretable two-stream transformer CORAL networks (TransCORALNet) for supply chain credit assessment under the segment industry and cold start problem. The model aims to provide accurate credit assessment prediction for new supply chain borrowers with limited historical data. Here, the two-stream domain adaptation architecture with correlation alignment (CORAL) loss is used as a core model and is equipped with transformer, which provides insights about the learned features and allow efficient parallelization during training. Thanks to the domain adaptation capability of the proposed model, the domain shift between the source and target domain is minimized. Therefore, the model exhibits good generalization where the source and target do not follow the same distribution, and a limited amount of target labeled instances exist. Furthermore, we employ Local Interpretable Model-agnostic Explanations (LIME) to provide more insight into the model prediction and identify the key features contributing to supply chain credit assessment decisions. The proposed model addresses four significant supply chain credit assessment challenges: domain shift, cold start, imbalanced-class and interpretability. Experimental results on a real-world data set demonstrate the superiority of TransCORALNet over a number of state-of-the-art baselines in terms of accuracy. The code is available on GitHub https://github.com/JieJieNiu/TransCORALN .