About me

And all the stuff I like

Graduate from the École Centrale de Lille and currently enrolled in a CIFRE PhD program. I'm affiliated with Lille University and Inria. I work for Crédit Agricole Consumer Finance.

My PhD work is mainly about applying state-of-the-art statistical machine learning to retail banking and credit scoring (i.e. the creditworthiness of a client) in particular: reject inference theory, efficient discretization of continuous features, grouping of categorical features' levels, introducing pairwise interactions, profit-oriented scoring, feature selection for logistic regression in high dimension, ...

I'm a member of the Modal team at Inria and a small team of data scientists at Crédit Agricole. My supervisors are Christophe Biernacki, Vincent Vandewalle and Philippe Heinrich.


Informations relatives aux thèses CIFRE -French-

Récit de mes déboires et victoires administratives avec l'ANRT. Regroupement d'informations utiles pour tous ceux intéressés par le dispositif CIFRE !

Introduction au Credit Scoring

For those not familiar with Credit Scoring, here is a short introduction necessary for the understanding of the other blog posts! In French!

Reject Inference methods in Credit Scoring

Having previously rejected clients means, when a new scorecard is to be developed, than those clients' information are not included in the learning process. Is this a problem? If yes, how to adjust for this "bias"?
Coming soon!

(Small) review of discretization methods

Sometimes, you have continuous features but you want to use an algorithm that only deals with discrete values. Or you want to build a segmentation. Or you're like me, you're ordered to discretize your features. What techniques are out there to do just that?
Coming soon!

Raspberry Pi cluster for Machine Learning

Clusters are in fashion, mostly for good reasons. We'll set up a cluster of RasPi running Hadoop and Spark, learn a machine learning model on distributed data and deploy this model in production using Kubernetes.
Coming soon!


Some material for the few courses I taught / teach at University of Lille (incl. DUT STID and Polytech' Lille).


  • Supervised multivariate discretization and levels merging for logistic regression, Adrien Ehrhardt, Christophe Biernacki, Vincent Vandewalle, Philippe Heinrich, in preparation.
  • Reject Inference Methods in Credit Scoring: a rational review, Adrien Ehrhardt, Christophe Biernacki, Vincent Vandewalle, Philippe Heinrich, in preparation.
  • Feature quantization for parsimonious and interpretable predictive models, Adrien Ehrhardt, Christophe Biernacki, Vincent Vandewalle, Philippe Heinrich, ArXiv preprint , accompanying code.
  • Rapport de contrat de professionnalisation : Application de la réglementation Bâle II - Etudes de risque et mise en place d’outils d’analyse, BNP Paribas Personal Finance, sous la supervision de Pierre Chainais, 2016, confidentiel.
  • Rapport de stage : modélisation mathématique du trafic, APRR, sous la supervision d'Augustin Mouze, 2015, confidentiel.
  • Projet recherche : optimisation non-linéaire - application à la création d'indices boursiers, sous la supervision de Frédéric Semet, 2014, Partie 1, Partie 2, Présentation.




My public software production is available through my Github profile.



Usually not very artistic, I recently developed an interest in photography (maybe for its technical aspects!). My favorites shots so far:

Tuscany, Italia

Budapest, Magyarország


Guyane, France

Wroclaw, Polska

Berlin, Deutschland

Guadeloupe, France

New York, USA