In an article from American Banker, the pros and cons of AI-based credit scores are outlined; pros include more precise scores through more nuanced evaluations of data and the ability to consider consumers that linear models would reject; the cons are the risk that regulators will consider an AI-based score a "black box" and being able to provide one clear reason for credit denial; perspectives from Elevate, ID Analytics, Experian and FICO on AI credit scoring are presented in the article.  Source