Machine Learning (ML) models are being increasingly employed for credit risk evaluation, with their effectiveness largely hinging on the quality of the input data. In this paper we investigate the impact of several data quality issues, including missing values, noisy attributes, outliers, and label errors, on the predictive accuracy of the machine learning model used in credit risk assessment. Utilizing an open-source dataset, we introduce controlled data corruption using the Pucktrick library to assess the robustness of 10 frequently used models like Random Forest, SVM, and Logistic Regression and so on. Our experiments show significant differences in model robustness based on the nature and severity of the data degradation. Moreover, the proposed methodology and accompanying tools offer practical support for practitioners seeking to enhance data pipeline robustness, and provide researchers with a flexible framework for further experimentation in data-centric AI contexts.

Estimating model performance without labels is an important goal for understanding how NLP models generalize. While prior work has proposed measures based on dataset similarity or predicted correctness, it remains unclear when these estimates produce reliable performance rankings across domains. In this paper, we analyze the factors that affect ranking reliability using a two-step evaluation setup with four base classifiers and several large language models as error predictors. Experiments on the GeoOLID and Amazon Reviews datasets, spanning 15 domains, show that large language model-based error predictors produce stronger and more consistent rank correlations with true accuracy than drift-based or zero-shot baselines. Our analysis reveals two key findings: ranking is more reliable when performance differences across domains are larger, and when the error model's predictions align with the base model's true failure patterns. These results clarify when performance estimation methods can be trusted and provide guidance for their use in cross-domain model evaluation.

Recent advances in neural density estimation have enabled powerful simulation-based inference (SBI) methods that can flexibly approximate Bayesian inference for intractable stochastic models. Although these methods have demonstrated reliable posterior estimation when the simulator accurately represents the underlying data generative process (GDP), recent work has shown that they perform poorly in the presence of model misspecification. This poses a significant problem for their use on real-world problems, due to simulators always misrepresenting the true DGP to a certain degree. In this paper, we introduce robust variational neural posterior estimation (R VNP), a method which addresses the problem of misspecification in amortised SBI by bridging the simulation-to-reality gap using variational inference and error modelling. We test R VNP on multiple benchmark tasks, including using real data from astronomy, and show that it can recover robust posterior inference in a data-driven manner without adopting tunable hyperparameters or priors governing the misspecification.