PREDICTIVE MODEL VALIDATION
First Claim
1. A medium storing instructions that are executable by a processor to:
- in connection with a project,select a first subset of historical data about a system being modeled for use in generating a tentative predictive model for the system, the first subset of historical data comprising less than all of the historical data;
generate the tentative predictive model by applying a selected model development process to the first subset of historical data;
determine a validity of the selected model development process based on the performance measures of the tentative predictive model; and
if the selected model development process is so validated, then apply the validated model development process to a full set of historical data that includes the first subset to generate a final predictive model.
5 Assignments
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Accused Products
Abstract
Models are generated using a variety of tools and features of a model generation platform. For example, in connection with a project in which a user generates a predictive model based on historical data about a system being modeled, the user is provided through a graphical user interface a structured sequence of model generation activities to be followed, the sequence including dimension reduction, model generation, model process validation, and model re-generation.
In connection with a project in which a user generates a predictive model based on historical data about a system being modeled, the user is enabled to validate the model development process with cross-validation between at least two subsets of the historical data; the validated model development process is enabled to be reapplied.
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Citations
20 Claims
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1. A medium storing instructions that are executable by a processor to:
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in connection with a project, select a first subset of historical data about a system being modeled for use in generating a tentative predictive model for the system, the first subset of historical data comprising less than all of the historical data; generate the tentative predictive model by applying a selected model development process to the first subset of historical data; determine a validity of the selected model development process based on the performance measures of the tentative predictive model; and if the selected model development process is so validated, then apply the validated model development process to a full set of historical data that includes the first subset to generate a final predictive model. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13)
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14. A computer system comprising:
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a processor; a memory; and a storage device that stores a program for execution by the processor using the memory, the program comprising instructions for causing the processor to in connection with a project, select a first subset of historical data about a system being modeled for use in generating a tentative predictive model for the system, the first subset of historical data comprising less than all of the historical data; generate the tentative predictive model by applying a selected model development process to the first subset of historical data; determine a validity of the selected model development process based on performance measures of the tentative predictive model; and if the selected model development process is so validated, then apply the validated model development process to a full set of historical data that includes the first subset to generate a final predictive model. - View Dependent Claims (15, 16, 17, 18, 19, 20)
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Specification