Analytic system for machine learning prediction model selection

    公开(公告)号:US10417528B2

    公开(公告)日:2019-09-17

    申请号:US16059241

    申请日:2018-08-09

    Abstract: An assessment dataset is selected from an input dataset using a first stratified sampling process based on a value of an event assessment variable. A remainder of the input dataset is allocated to a training/validation dataset that is partitioned into an oversampled training/validation dataset using an oversampling process based on a predefined value of the event assessment variable. A validation sample is selected from the oversampled training/validation dataset using a second stratified sampling process based on the value of the event assessment variable. A training sample is selected from the oversampled training/validation dataset using the second stratified sampling process based on the value of the event assessment variable. The validation sample and the training sample are mutually exclusive. A predictive type model is trained using the selected training sample. A plurality of predictive type models are trained, validated, and scored using the samples to select a best predictive model.

    ANALYTIC SYSTEM FOR MACHINE LEARNING PREDICTION MODEL SELECTION

    公开(公告)号:US20190258904A1

    公开(公告)日:2019-08-22

    申请号:US16059241

    申请日:2018-08-09

    Abstract: An assessment dataset is selected from an input dataset using a first stratified sampling process based on a value of an event assessment variable. A remainder of the input dataset is allocated to a training/validation dataset that is partitioned into an oversampled training/validation dataset using an oversampling process based on a predefined value of the event assessment variable. A validation sample is selected from the oversampled training/validation dataset using a second stratified sampling process based on the value of the event assessment variable. A training sample is selected from the oversampled training/validation dataset using the second stratified sampling process based on the value of the event assessment variable. The validation sample and the training sample are mutually exclusive. A predictive type model is trained using the selected training sample. A plurality of predictive type models are trained, validated, and scored using the samples to select a best predictive model.

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