Visualizing data model sensitivity to variations in parameter values

• US 8,484,549 B2
• Filed: 06/05/2009
• Issued: 07/09/2013
• Est. Priority Date: 05/26/2009
• Status: Active Grant

• Current Assignee: Palantir Technologies Incorporated
• Original Assignee: Palantir Technologies Incorporated
• Inventors: Burr, Brandon, Cicerone, Derek, Simler, Kevin
• Primary Examiner(s): Hutton, Jr., Doug
• Assistant Examiner(s): Mercado, Ariel
• Application Number:
  US12/479,554
• Publication Number:
  US 20100306639A1
• Time in Patent Office: 1,495 Days
• Field of Search: 715/212, 715/213, 715/217, 715/219, 715/220, 715/227
• US Class Current: 715/213
• CPC Class Codes: G06F 17/11 for solving equations , e.g. nonlinear equations, general mathematical optimization problems optimization specially adapted for a specific administrative, business or logistic context G06Q10/04
• CPC Class Codes: G06F 40/103 Formatting, i.e. changing of presentation of documents automatic justification G06F40/189; automatic line break hyphenation G06F40/191
• CPC Class Codes: G06F 40/177 of tables; using ruled lines
• CPC Class Codes: G06T 11/00 2D [Two Dimensional] image generation
• CPC Class Codes: G06T 11/206 Drawing of charts or graphs

Abstract

In an embodiment, a computer-implemented method facilitates optimization analysis and sensitivity analysis of a data model. The method comprises a computer: receiving first data identifying a value function, a plurality of parameters for the value function, and one or more specific parameter values for one or more of the parameters; storing a data model based on the value function and the specific parameter values; determining which parameters of the data model are capable of taking variable values; receiving second data identifying one or more selected parameters; receiving third data specifying a value selection approach for each of the selected parameters; determining a plurality of result values by substituting, based on the value selection approach, a plurality of input values for each of the selected parameters and evaluating the value function using the selected parameters and the substituted values; generating and causing displaying a table of the result values.

Claims

1. A method, comprising:

receiving first data identifying a value function comprising parameters, the value function producing a result value based on values for the parameters;

storing a data model comprising the value function and specific parameter values for each of a plurality of the parameters for the value function;

determining a set of variable parameters, of the value function, that are capable of taking variable values;

receiving second data identifying selected parameters from the set of variable parameters;

receiving third data specifying a different value selection approach for each particular parameter of the selected parameters;

selecting substitute values for the selected parameters by, for each particular parameter of the selected parameters, selecting particular substitute values using the value selection approach that was specified for the particular parameter;

identifying different combinations of the substitute values, each combination comprising, for each particular parameter of the selected parameters, a particular value from the particular substitute values identified for the particular parameter;

determining a plurality of different result values for a plurality of different evaluations of the value function by, for each particular evaluation of the different evaluations, substituting a particular combination of substitute values, of the different combinations, in place of the specific parameter values for the selected parameters, and evaluating the value function using the particular combination of substitute values as input to the selected parameters;

generating a table of the result values determined based on the different combinations of the substitute values, each cell of the table comprising at least one different result value for the value function, each row of the table corresponding to at least a different substitute value for a first parameter of the selected parameters, and each column of the table corresponding to at least a different substitute value for a second parameter of the selected parameters;

wherein the preceding steps are performed by one or more computing devices.

2. The method of claim 1 wherein the value function yields as output result values that are charts, histograms, portfolios, or other results.

3. The method of claim 1 wherein receiving first data further comprises receiving a plurality of parameters for the value function, and one or more specific parameter values for one or more of the parameters.

4. The method of claim 1, wherein the third data specifies an upper range value, a lower range value, and an increment value for at least one of the selected parameters.

5. The method of claim 1, wherein the third data specifies one or more explicit or enumerated values for at least one of the selected parameters.

6. The method of claim 1, wherein the third data specifies a probability distribution for one or more of the selected parameters, and wherein the value selection approach further comprises determining a pseudo-randomly generated number for the one or more of the selected parameters.

7. The method of claim 1, wherein the data model is created in an object-oriented financial analysis environment.

8. The method of claim 1, wherein the first parameter is displayed in association with an X-axis of the table, wherein the second parameter and a third parameter are displayed in association with a Y-axis of the table, and wherein the table comprises a plurality of cells each displaying two result values.

9. The method of claim 1 wherein multiple selected parameters are displayed on either or both of the X-axis and Y-axis associated with the table.

10. The method of claim 1, further comprising receiving two or more value functions and wherein each cell of the table comprises two or more result values, each of the two or more result values determined from a different value function of the two or more value functions.

11. The method of claim 1, further comprising causing displaying the table using at least two colors, wherein a first color denotes positive values and a second color denotes negative values.

12. The method of claim 11, further comprising causing displaying the table using a plurality of cells each having different color saturation levels for each of the two colors.

13. The method of claim 12, wherein each different color saturation level is proportional to a magnitude of a number in the cells.

14. The method of claim 1, further comprising causing generating and displaying a notification identifying two adjacent cells in the table that have a greatest difference in magnitude of result values.

15. The method of claim 1, wherein the steps of receiving the first data, determining the set of variable parameters, receiving the second data, receiving the third data, determining the plurality of different result values, and generating the table are all performed after the step of storing the data model is complete.

16. The method of claim 1, wherein the one or more selected parameters are fewer in number than the parameters of the data model that are capable of taking variable values.

17. The method of claim 1, further comprising:

prior to receiving the second data, causing a first user interface control to be displayed on a user interface, wherein the first user interface control is for selecting one or more of the variable parameters;

receiving the second data responsive to a user selecting, through the first user interface control, the one or more selected parameters;

after receiving the second data and prior to receiving the third data, causing second user interface controls to be displayed on the user interface, one second user interface control for each of the selected parameters, the one second user interface control for selecting the value selection approach for the each selected parameter;

receiving the third data responsive to a user selecting, through the second user interface controls, the different value selection approach for each of the selected parameters.

18. The method of claim 17:

wherein each second user interface control is associated, in the user interface, with a different one of the selected parameters;

wherein each second user interface control is associated, in the user interface, with at most one of;

(a) the columns or (b) the rows of the table.

19. The method of claim 1, further comprising:

displaying controls adjacent to the table, associated with the columns and/or rows of the table, configured to accept as input at least one of;

an additional selected parameter, an alternative selected parameter, or an alternative value selection approach;

modifying the table to include at least different result values for different substitute values in response to receiving input to the controls.

20. A computer, comprising:

one or more processors;

table memory coupled to the one or more processors;

repository access logic coupled to the one or more processors;

optimization-sensitivity determining logic coupled to the one or more processors and comprising;

a model creating unit configured to receive first data identifying a value function comprising parameters, the value function producing a result value based on values for the parameters, the model creating unit further configured to store a data model comprising the value function and specific parameter values for each of a plurality of the parameters for the value function;

a variable parameter determining unit configured to determine a set of variable parameters, of the value function, that are capable of taking variable values;

a table display generating unit configured to;

receive second data identifying selected parameters from the set of variable parameters;

to receive third data specifying a different value selection approach for each particular parameter of the selected parameter;

to select substitute values for the selected parameters by, for each particular parameter of the selected parameters, selecting particular substitute values using the value selection approach that was specified for the particular parameter;

to identify different combinations of the substitute values, each combination comprising, for each particular parameter of the selected parameters, a particular value from the particular substitute values identified for the particular parameter;

to determine a plurality of different result values for a plurality of different evaluations of the value function by, for each particular evaluation of the different evaluations, substituting a particular combination of substitute values, of the different combinations, in place of the specific parameter values for the selected parameters, and evaluating the value function using the particular combination of substitute values as input to the selected parameter; and

to generate a table of the result values determined based on the different combinations of the substitute values, each cell of the table comprising at least one different result value for the value function, each row of the table corresponding to at least a different substitute value for a first parameter of the selected parameters, and each column of the table corresponding to at least a different substitute value for a second parameter of the selected parameters.

21. One or more non-transitory computer-readable media storing instructions which, when executed by one or more computing devices, cause performance of:

receiving first data identifying a value function comprising parameters, the value function producing a result value based on values for the parameters;

storing a data model comprising the value function and specific parameter values for each of a plurality of the parameters for the value function;

determining a set of variable parameters, of the value function, that are capable of taking variable values;

receiving second data identifying selected parameters from the set of variable parameters;

receiving third data specifying a different value selection approach for each particular parameter of the selected parameters;

selecting substitute values for the selected parameters by, for each particular parameter of the selected parameters, selecting particular substitute values using the value selection approach that was specified for the particular parameter;

identifying different combinations of the substitute values, each combination comprising, for each particular parameter of the selected parameters, a particular value from the particular substitute values identified for the particular parameter;

determining a plurality of different result values for a plurality of different evaluations of the value function by, for each particular evaluation of the different evaluations, substituting a particular combination of substitute values, of the different combinations, in place of the specific parameter values for the selected parameters, and evaluating the value function using the particular combination of substitute values as input to the selected parameters;

generating a table of the result values determined based on the different combinations of the substitute values, each cell of the table comprising at least one different result value for the value function, each row of the table corresponding to at least a different substitute value for a first parameter of the selected parameters, and each column of the table corresponding to at least a different substitute value for a second parameter of the selected parameters.

22. The one or more non-transitory computer-readable media of claim 21, wherein the value function yields as output result values that are charts, histograms, portfolios, or other results.

23. The one or more non-transitory computer-readable media of claim 21, wherein receiving first data further comprises receiving a plurality of parameters for the value function, and one or more specific parameter values for one or more of the parameters.

24. The one or more non-transitory computer-readable media of claim 21, wherein the third data specifies an upper range value, a lower range value, and an increment value for at least one of the selected parameters.

25. The one or more non-transitory computer-readable media of claim 21, wherein the third data specifies one or more explicit or enumerated values for at least one of the selected parameters.

26. The one or more non-transitory computer-readable media of claim 21, wherein the third data specifies a probability distribution for one or more of the selected parameters, and wherein the value selection approach further comprises determining a pseudo-randomly generated number for the one or more of the selected parameters.

27. The one or more non-transitory computer-readable media of claim 21, wherein the data model is created in an object-oriented financial analysis environment.

28. The one or more non-transitory computer-readable media of claim 21, wherein the first parameter is displayed in association with an X-axis of the table, wherein the second parameter and a third parameter are displayed in association with a Y-axis of the table, and wherein the table comprises a plurality of cells each displaying two result values.

29. The one or more non-transitory computer-readable media of claim 21 wherein multiple selected parameters are displayed on either or both of the X-axis and Y-axis associated with the table.

30. The one or more non-transitory computer-readable media of claim 21, wherein the instructions, when executed by one or more computing devices, further cause performance of receiving two or more value functions and wherein each cell of the table comprises two or more result values, each of the two or more result values determined from a different value function of the two or more value functions.

31. The one or more non-transitory computer-readable media of claim 21, wherein the instructions, when executed by one or more computing devices, further cause performance of causing displaying the table using at least two colors, wherein a first color denotes positive values and a second color denotes negative values.

32. The one or more non-transitory computer-readable media of claim 31, wherein the instructions, when executed by one or more computing devices, further cause performance of causing displaying the table using a plurality of cells each having different color saturation levels for each of the two colors.

33. The one or more non-transitory computer-readable media of claim 32, wherein each different color saturation level is proportional to a magnitude of a number in the cells.

34. The one or more non-transitory computer-readable media of claim 21, wherein the instructions, when executed by one or more computing devices, further cause performance of causing generating and displaying a notification identifying two adjacent cells in the table that have a greatest difference in magnitude of result values.

35. The one or more non-transitory computer-readable media of claim 21, wherein the steps of receiving the first data, determining the set of variable parameters, receiving the second data, receiving the third data, determining the plurality of different result values, and generating the table are all performed after the step of storing the data model is complete.

36. The one or more non-transitory computer-readable media of claim 21, wherein the one or more selected parameters are fewer in number than the parameters of the data model that are capable of taking variable values.

37. The one or more non-transitory computer-readable media of claim 21, wherein the instructions, when executed by one or more computing devices, further cause performance of:

prior to receiving the second data, causing a first user interface control to be displayed on a user interface, wherein the first user interface control is for selecting one or more of the variable parameters;

receiving the second data responsive to a user selecting, through the first user interface control, the one or more selected parameters;

after receiving the second data and prior to receiving the third data, causing second user interface controls to be displayed on the user interface, one second user interface control for each of the selected parameters, the one second user interface control for selecting the value selection approach for the each selected parameter;

receiving the third data responsive to a user selecting, through the second user interface controls, the different value selection approach for each of the selected parameters.

38. The one or more non-transitory computer-readable media of claim 37:

wherein each second user interface control is associated, in the user interface, with a different one of the selected parameters;

wherein each second user interface control is associated, in the user interface, with at most one of;

(a) the columns or (b) the rows of the table.

39. The one or more non-transitory computer-readable media of claim 21, wherein the instructions, when executed by one or more computing devices, further cause performance of:

displaying controls adjacent to the table, associated with the columns and/or rows of the table, configured to accept as input at least one of;

an additional selected parameter, an alternative selected parameter, or an alternative value selection approach;

modifying the table to include at least different result values for different substitute values in response to receiving input to the controls.