Predictor variable selection and dimensionality reduction for a predictive model
First Claim
1. A method for use by a computing system comprising one or more computing devices, the method comprising:
- performing, by the computing system, based on an outcome variable selected for modeling, a cascade of a plurality of filtering operations, wherein the plurality of filtering operations comprises a determination of a first subset of a plurality of variables having a probability of non-contribution less than a first value and a determination, based on cross products of the first subset of the plurality of variables, of a second subset of the plurality of variables having a probability of non-contribution less than a second value;
determining, by the computing system, a subset of predictor variables from among the plurality of variables and a subset of excluded variables from among the plurality of variables;
generating, by the computing system, a sample predictive model comprising a model of the outcome variable based on variables in the subset of predictor variables;
receiving, by the computing system, a request to change the subset of predictor variables, wherein the request to change the subset of predictor variables comprises at least one of a request to add one of the subset of excluded variables to the subset of predictor variables, a request to add a new variable to the subset of predictor variables, and a request to remove a variable from the subset of predictor variables;
generating, by the computing system, a predictive model comprising a model of the outcome variable based on the variables in the changed subset of predictor variables, wherein the changed subset of predictor variables has fewer variables than the plurality of variables such that a dimensionality of the changed subset of predictor variables is different than a dimensionality of the plurality of variables; and
outputting, by the computing system, the generated predictive model.
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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, and in which the project includes a series of user choice points and actions or parameter settings that govern the generation of the model based on rules, which direct the user to select and apply an optimal model.
125 Citations
20 Claims
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1. A method for use by a computing system comprising one or more computing devices, the method comprising:
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performing, by the computing system, based on an outcome variable selected for modeling, a cascade of a plurality of filtering operations, wherein the plurality of filtering operations comprises a determination of a first subset of a plurality of variables having a probability of non-contribution less than a first value and a determination, based on cross products of the first subset of the plurality of variables, of a second subset of the plurality of variables having a probability of non-contribution less than a second value; determining, by the computing system, a subset of predictor variables from among the plurality of variables and a subset of excluded variables from among the plurality of variables; generating, by the computing system, a sample predictive model comprising a model of the outcome variable based on variables in the subset of predictor variables; receiving, by the computing system, a request to change the subset of predictor variables, wherein the request to change the subset of predictor variables comprises at least one of a request to add one of the subset of excluded variables to the subset of predictor variables, a request to add a new variable to the subset of predictor variables, and a request to remove a variable from the subset of predictor variables; generating, by the computing system, a predictive model comprising a model of the outcome variable based on the variables in the changed subset of predictor variables, wherein the changed subset of predictor variables has fewer variables than the plurality of variables such that a dimensionality of the changed subset of predictor variables is different than a dimensionality of the plurality of variables; and outputting, by the computing system, the generated predictive model. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8)
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9. A computer readable medium having instructions thereon for use by one or more computing devices, the instructions comprising:
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instructions to perform, by the one or more computing devices, based on an outcome variable selected for modeling, a cascade of a plurality of filtering operations, wherein the plurality of filtering operations comprises a determination of a first subset of a plurality of variables having a probability of non-contribution less than a first value and a determination, based on cross products of the first subset of the plurality of variables, of a second subset of the plurality of variables having a probability of non-contribution less than a second value; instructions to determine, by the one or more computing devices, a subset of predictor variables from among the plurality of variables and a subset of excluded variables from among the plurality of variables; instructions to generate, by the one or more computing devices, a sample predictive model comprising a model of the outcome variable based on variables in the subset of predictor variables; instructions to receive, by the one or more computing devices, a request to change the subset of predictor variables, wherein the request to change the subset of predictor variables comprises at least one of a request to add one of the subset of excluded variables to the subset of predictor variables, a request to add a new variable to the subset of predictor variables, and a request to remove a variable from the subset of predictor variables; instructions to generate, by the one or more computing devices, a predictive model comprising a model of the outcome variable based on the variables in the changed subset of predictor variables, wherein the changed subset of predictor variables has fewer variables than the plurality of variables such that a dimensionality of the changed subset of predictor variables is different than a dimensionality of the plurality of variables; and instructions to output, by the one or more computing devices, the generated predictive model. - View Dependent Claims (10, 11, 12)
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13. A system comprising:
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at least one processor; and a computer readable medium having instructions thereon, the instructions comprising; instructions to perform, by the system, based on an outcome variable selected for modeling, a cascade of a plurality of filtering operations, wherein the plurality of filtering operations comprises a determination of a first subset of a plurality of variables having a probability of non-contribution less than a first value and a determination, based on cross products of the first subset of the plurality of variables, of a second subset of the plurality of variables having a probability of non-contribution less than a second value; instructions to determine, by the system, a subset of predictor variables from among the plurality of variables and a subset of excluded variables from among the plurality of variables; instructions to generate, by the system, a sample predictive model comprising a model of the outcome variable based on variables in the subset of predictor variables; instructions to receive, by the system, a request to change the subset of predictor variables, wherein the request to change the subset of predictor variables comprises at least one of a request to add one of the subset of excluded variables to the subset of predictor variables, a request to add a new variable to the subset of predictor variables, and a request to remove a variable from the subset of predictor variables; instructions to generate, by the system, a predictive model comprising a model of the outcome variable based on the variables in the changed subset of predictor variables, wherein the changed subset of predictor variables has fewer variables than the plurality of variables such that a dimensionality of the changed subset of predictor variables is different than a dimensionality of the plurality of variables; and instructions to output, by the system, the generated predictive model. - View Dependent Claims (14, 15, 16)
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17. A system comprising:
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means for performing, by a computing system, based on an outcome variable selected for modeling, a cascade of a plurality of filtering operations, wherein the plurality of filtering operations comprises a determination of a first subset of a plurality of variables having a probability of non-contribution less than a first value and a determination, based on cross products of the first subset of the plurality of variables, of a second subset of the plurality of variables having a probability of non-contribution less than a second value; means for determining, by the computing system, a subset of predictor variables from among the plurality of variables and a subset of excluded variables from among the plurality of variables; means for generating, by the computing system, a sample predictive model comprising a model of the outcome variable based on variables in the subset of predictor variables; means for receiving, by the computing system, a request to change the subset of predictor variables, wherein the request to change the subset of predictor variables comprises at least one of a request to add one of the subset of excluded variables to the subset of predictor variables, a request to add a new variable to the subset of predictor variables, and a request to remove a variable from the subset of predictor variables; means for generating, by the computing system, a predictive model comprising a model of the outcome variable based on the variables in the changed subset of predictor variables, wherein the changed subset of predictor variables has fewer variables than the plurality of variables such that a dimensionality of the changed subset of predictor variables is different than a dimensionality of the plurality of variables; and means for outputting, by the computing system, the generated predictive model. - View Dependent Claims (18, 19, 20)
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Specification