Invention Grant
- Patent Title: Enhancing classification and prediction using predictive modeling
- Patent Title (中): 使用预测建模增强分类和预测
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Application No.: US14594600Application Date: 2015-01-12
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Publication No.: US09171259B1Publication Date: 2015-10-27
- Inventor: Kasilingam Basker Laxmanan , Yudong Chen , Peng Song
- Applicant: Bank of America Corporation
- Applicant Address: US NC Charlotte
- Assignee: Bank of America Corporation
- Current Assignee: Bank of America Corporation
- Current Assignee Address: US NC Charlotte
- Agent Michael A. Springs
- Main IPC: G06F15/18
- IPC: G06F15/18 ; G06N5/02 ; G06N99/00 ; G06F17/50

Abstract:
In one embodiment, a system for enhancing predictive modeling includes an interface operable to receive a first dataset. The system may also include a processor communicatively coupled to the interface that is operable to generate a holdout dataset based on the first dataset. The processor may also train each of a plurality of boosting models in parallel using the first dataset, wherein for each of a number of iterations, training comprises: building a one-level binary decision tree to train a split-node variable; calculating an impurity of the split-node variable; and calculating an optimal split node, wherein the optimal split node is the split-node variable with a lowest impurity between the plurality of boosting models. The system may then determine a final model based on one of the plurality of boosting models that provides the lowest error rate when applied to the holdout dataset.
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