Systems and methods for alerting to model degradation based on distribution analysis
Abstract:
A detection modeling system performs a distribution analysis to alert to model degradation. The detection modeling system may have a distribution analysis module configured to perform an alerting process in conjunction with a processing device. The distribution analysis module may select, by the processing device, model metrics for analysis, the model metrics being a measure of a parameter associated with the analytical model and determine normal distributions for model metric results for each of the selected model metrics. The detection modeling system may further receive model metric values for each of the selected model metric, compare, by the processing device, the model metric values to the normal distributions for model metric results for each of the received model metric value, and alert, by the processing device, to model degradation of the analytical model based on the comparison of the model metric values to the normal distributions for model metric results.
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