Building a Neural Network to Predict Loan Risk

Until recently (through the end of 2018), LendingClub published a public dataset of all loans issued since the company's launch in 2007. With 2,260,701 loans to look at and 151 potential variables, my goal is to create a neural network model to predict the fraction of an expected loan return that a prospective borrower will pay back. Afterward, I'll create a public API to serve that model. Also, as you may have guessed from the preceding code block, this post is adapted from a Jupyter Notebook. If you'd like to follow along in your own notebook, go ahead and fork mine on Kaggle or GitHub.