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Transforming predictive models
专利权人:
Bank of America Corporation
发明人:
Laxmanan Kasilingam Basker,Chen Yudong,Song Peng
申请号:
US201614988038
公开号:
US9483734(B2)
申请日:
2016.01.05
申请国别(地区):
美国
年份:
2016
代理人:
Springs Michael A.
摘要:
A system for translating a boosting algorithm includes an interface communicatively coupled to a processor. The interface is operable to receive a trained boosting model. The processor is operable to identify a plurality of split-node variables associated with the trained boosting model. Each of the plurality of split-node variables comprises a variable name, a cutoff point, and a weight. The processor may aggregate the split-node variables by variable name and cutoff point and then combine the weights of each of the plurality of split-node variables having the same variable name and cutoff point. The processor may then create a linear model based on the combined variables. The processor may further create a performance scorecard based on the combined weight, and create a model evaluation based on the error rate of the trained boosting model.
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