Infrastructure and architecture for development and execution of predictive models

• US 8,341,166 B2
• Filed: 04/09/2008
• Issued: 12/25/2012
• Est. Priority Date: 04/09/2008
• Status: Active Grant

• Current Assignee: American Express Travel Related Services Company, Inc. (American Express Company)
• Original Assignee: American Express Travel Related Services Company, Inc. (American Express Company)
• Inventors: Murthy, Narasimha, Oralevich, Mickey S., Sacheti, Sandeep, Thomas, Deep
• Primary Examiner(s): Kerzhner, Aleksandr
• Application Number:
  US12/100,219
• Publication Number:
  US 20090259664A1
• Time in Patent Office: 1,721 Days
• Field of Search: 707/758, 707/802, 707/804, 707/999.102
• US Class Current: 707/758
• CPC Class Codes: G06F 16/13 File access structures, e.g. distributed indices arrangements of input from, or output to, record carriers G06F3/06
• CPC Class Codes: G06F 16/148 File search processing
• CPC Class Codes: G06F 16/951 Indexing; Web crawling techniques
• CPC Class Codes: G06N 5/04 Inference or reasoning models
• CPC Class Codes: G06Q 30/02 Marketing; Price estimation or determination; Fundraising
• CPC Class Codes: G06Q 30/0201 Market modelling; Market analysis; Collecting market data
• CPC Class Codes: H05K 999/99 dummy group

Abstract

A system that enables development and execution of predictive models comprises a centralized data management system, a data extraction tool a model validation tool and a model execution tool. In embodiments, a data management system includes a data management server that can be accessed via a web browser that stores data in the form of a flat file. An extraction tool extracts data. A model validation tool validates a model by scoring an analytical environment data set and a production environment data set. A model execution tool allows a user to select when and how often a model is scored.

Claims

1. A system comprising:

a processor for enabling development and execution of a plurality of models;

a tangible, non-transitory memory communicating with the processor, the tangible, non-transitory memory having instructions stored thereon that, in response to execution by the processor, cause the processor to perform operations comprising;

receiving, by the processor, data from a plurality of data sources, wherein the data comprises a set of variables, and wherein the data sources comprise at least one of;

an authorization system, a risk management system, a demographic system, and a spend/bill system;

storing, by the processor, the data to flat files;

standardizing, by the processor, the data;

extracting, by the processor using a data extraction tool, the data based at least in part on the contents of an uploaded customer file thereby allowing a user to create a model;

validating, by the processor using a model validation tool, the model;

receiving, by the processor, a scoring frequency at which customers are to be scored based on the model;

scoring, by the processor and based on the model, the customers at the scoring frequency; and

storing, by the processor, the set of variables in a plurality of split files based upon a frequency of use of each variable in the plurality of models and to reduce a cycle time associated with a repeated execution of the plurality of models.

2. The system of claim 1, wherein a flat file comprises a Statistical Analysis System (SAS) data set.

3. The system of claim 1, further comprising:

scoring, by the processor using the model validation tool, an analytical environment data set;

scoring, by the processor using the model validation tool, a production environment data set; and

comparing, by the processor using the model validation tool, scores generated by the analytical environment data set to scores generated by the production environment data set.

4. The system of claim 3, wherein the results of the comparison between scores generated by the analytical environment data set and scores generated by the production environment are produced in a report.

5. The system of claim 1, further comprising, validating, by the processor using the model validation tool, the model at least in part by using a pre-defined test case.

6. The system of claim 1, wherein the model execution tool includes an expiry date function that allows a user to specify how long the model will run.

7. A method comprising:

receiving, by a computer-based system for enabling development and execution of a plurality of models, data from a plurality of data sources, wherein the data comprise a set of variables, and wherein the data sources comprise at least one of;

an authorization system, a risk management system, a demographic system, and a spend/bill system;

standardizing, by the computer-based system, the data;

storing, by the computer-based system, the data to flat files;

extracting, by the computer-based system, the data from the flat files, based at least in part on the contents of an uploaded file thereby allowing a user to create a model;

validating, by the computer-based system, the model;

receiving, by the computer-based system, a scoring frequency at which customers are to be scored based on the model;

scoring, by the computer-based system and based on the model, customers at the scoring frequency; and

storing, by the computer-based system, the set of variables in a plurality of split files based upon a frequency of use of each variable in the plurality of models and to reduce a cycle time associated with a repeated execution of the plurality of models.

8. The method of claim 7, wherein a flat file comprises a Statistical Analysis System (SAS) data set.

9. The method of claim 7, wherein said validating comprises:

scoring, by the computer-based system, an analytical environment data set;

scoring, by the computer-based system, a production environment data set; and

comparing, by the computer-based system, scores generated by the analytical environment data set to scores generated by the production environment data set.

10. The method of claim 9, wherein the results of the comparison between scores generated by the analytical environment data set and scores generated by the production environment are produced in a report.

11. The method of claim 7, wherein the validating further comprises validating, by the computer-based system, the model based at least in part on a pre-defined test case.

12. The method of claim 7, wherein the specified frequency further comprises an expiry date.

13. An article of manufacture including a non-transitory, tangible computer readable storage medium having instructions stored thereon that, in response to execution by a computer-based system for enabling development and execution of a plurality of models, cause the computer-based system to perform operations comprising:

receiving, by the computer-based system, data from a plurality of data sources, wherein the data comprise a set of variables, and wherein the data sources comprise at least one of;

an authorization system, a risk management system, a demographic system, and a spend/bill system;

standardizing, by the computer-based system, the data;

storing, by the computer-based system, the data to flat files;

extracting, by the computer-based system, the data from the flat files, based at least in part on the contents of an uploaded file thereby allowing a user to create a model;

validating, by the computer-based system, the model;

receiving, by the processor, a scoring frequency at which customers are to be scored based on the model;

scoring, by the computer-based system and based on the model, customers at the scoring frequency; and

storing, by the computer-based system, the set of variables in a plurality of split files based upon a frequency of use of each variable in the plurality of models and to reduce a cycle time associated with a repeated execution of the plurality of models.

14. The article of claim 13, wherein a flat file comprises a Statistical Analysis System (SAS) data set.

15. The article of claim 13, wherein the validating comprises:

scoring, by the computer-based system, an analytical environment data set;

scoring, by the computer-based system, a production environment data set; and

comparing, by the computer-based system, scores generated by the analytical environment data set to scores generated by the production environment data set.

16. The article of claim 15, wherein the results of the comparison between scores generated by the analytical environment data set and scores generated by the production environment are produced in a report.

17. The article of claim 13, wherein the validating further comprises validating, by the computer-based system, the model based at least in part on a pre-defined test case.