Event Prediction

• US 20090043593A1
• Filed: 08/08/2007
• Published: 02/12/2009
• Est. Priority Date: 08/08/2007
• Status: Abandoned Application

• Current Assignee: Microsoft Technology Licensing LLC (Microsoft Corporation)
• Original Assignee: Microsoft Corporation
• Inventors: Zoeter, Onno, Trelford, Phillip, Graepel, Thore, Herbrich, Ralf, Candela, Joaquin Quinonero
• Application Number:
  US11/835,985
• Publication Number:
  US 20090043593A1
• Time in Patent Office: Days
• US Class Current: 705/318
• CPC Class Codes: G06Q 10/04 Forecasting or optimisation specially adapted for administrative or management purposes, e.g. linear programming or "cutting stock problem" market predictions or forecasting for commercial activities G06Q30/0202
• CPC Class Codes: G06Q 30/0185 Product, service or business identity fraud

Abstract

There are many situations in which it is desired to predict outcomes of events. In an example, an event prediction system is described which receives variables for a proposed event. The system accesses learnt statistics describing belief about weights associated with the variables and uses the weights to determine probability information that the proposed event will have a specified outcome. The process involves combining the accessed statistics and mapping them into a number representing the probability. In another example, a machine learning process using assumed density filtering is used to learn the statistics from data about observed events. The event prediction system may be used as part of any suitable type of system such as an internet advertising system, an email filtering system, or a fraud detection system.

Claims

1. A method of predicting the outcome of a proposed event comprising:

receiving a plurality of variables describing the proposed event;

for each variable, accessing stored statistics describing belief about values of a weight, the stored statistics having been learnt using a machine learning process comprising assumed density filtering;

combining the statistics;

mapping the combined statistics into a number representing the probability of the proposed event having a specified outcome by using a link function; and

storing the probability information for the proposed event.

2. A method as claimed in claim 1 which further comprises using the probability information to control a system selected from any of:

an internet advertising system, a credit card fraud detection system, an email filtering system, a credit scoring system, a search engine, a binary classification system and an information filtering system.

3. A method as claimed in claim 1 wherein the step of receiving variables comprises receiving indicator variables where each indicator variable may take only one of two possible values to indicate whether it is on.

4. A method as claimed in claim 3 wherein the step of receiving the indicator variables comprises receiving indicator variables, each indicator variable being a member of a group and each group being associated with a specified feature from a plurality of specified features describing events of which the proposed event is an instance.

5. A method as claimed in claim 4 wherein the step of receiving the proposed indicator variables comprises receiving information about indicator variables that are on and where only one indicator variable may be on per group.

6. A method as claimed in claim 1 which further comprises learning the stored statistics using a machine learning process.

7. A method as claimed in claim 6 which further comprises updating the statistics in the light of observed data and using a Gaussian density filtering process.

8. A method as claimed in claim 6 which further comprises carrying out a pruning process in order to discard at least some of the stored statistics.

9. A method as claimed in claim 8 wherein the pruning process comprises assessing, for a particular variable, how much influence those stored statistics have on accuracy of the probability information.

10. A method as claimed in claim 6 which further comprises, for previously unseen variables, initializing statistics to default values.

11. A method of predicting the outcome of a proposed event comprising:

carrying out a training process using assumed density filtering in order to learn statistics describing belief about values of weights;

receiving a plurality of variables describing the proposed event;

for each variable, accessing statistics from the training process describing belief about values of a weight;

combining the statistics;

mapping the combined statistics into a number representing the probability of the proposed event having a specified outcome by using a link function; and

storing the probability information for the proposed event.

12. A method as claimed in claim 11 which further comprises using the probability information to control a system selected from any of:

an internet advertising system, a credit card fraud detection system, an email filtering system, a credit scoring system, a search engine, a binary classification system and an information filtering system.

13. A method as claimed in claim 11 wherein the step of receiving the variables comprises receiving indicator variables where each indicator variable may take only one of two possible values to indicate whether it is on.

14. A method as claimed in claim 13 wherein the step of receiving the indicator variables comprises receiving indicator variables, each indicator variable being a member of a group and each group being associated with a specified feature from a plurality of specified features describing events of which the proposed event is an instance.

15. A method as claimed in claim 11 wherein the training process comprises a pruning process whereby at least some of the learnt statistics are discarded on the basis of an assessment of the impact of discarding those statistics on accuracy of the probability information.

16. A method as claimed in claim 11 wherein the training process comprises using Gaussian density filtering.

17. A method as claimed in claim 11 wherein the training process comprises using expectation propagation.

18. A method as claimed in claim 11 wherein the proposed event is display of an internet advertisement and wherein the probability information is related to the probability that if a proposed internet advertisement is clicked, that a conversion will result for an associated advertiser.

19. A method as claimed in claim 11 wherein the proposed event is display of an internet advertisement and wherein the probability information is related to the probability that a proposed internet advertisement will be clicked.

20. One or more device-readable media with device-executable instructions for performing steps comprising:

receiving a plurality of variables describing a proposed event;

for each variable, accessing stored statistics describing belief about values of a weight, the stored statistics having been learnt using a machine learning process comprising assumed density filtering;

combining the statistics;

mapping the combined statistics into a number representing the probability of the proposed event having a specified outcome by using a link function; and

storing the probability information for the proposed event.