Systems and techniques for determining the predictive value of a feature

US10366346B2 · kind B2 · utility

Assignee

• DataRobot, Inc. · US

Inventors

• Jeremy Achin · Boston, US
• Thomas DeGodoy · Medford, US
• Xavier Conort · Singapore, SG
• Sergey Yurgenson · Marlborough, US
• Mark Steadman · Watertown, US
• Glen Koundry · Waltham, US

Key dates

• Filing date: Oct 21, 2016
• Grant date: Jul 30, 2019
• Expiry date: Oct 21, 2036

Classification

• Technology area (CPC G): Physics
• CPC primary: G06Q30/0201
• WIPO field: IT methods for management
• WIPO sector: Electrical engineering

Abstract

A method for determining the predictive value of a feature may include: (a) performing predictive modeling procedures associated with respective predictive models, wherein performing each modeling procedure includes fitting the associated model to an initial dataset representing an initial prediction problem; (b) determining a first accuracy score of each of the fitted models, representing an accuracy with which the fitted model predicts an outcome of the initial prediction problem; (c) shuffling values of a feature across observations included in the initial dataset, thereby generating a modified dataset representing a modified prediction problem; (d) determining a second accuracy score of each of the fitted models, representing an accuracy with which the fitted model predicts an outcome of the modified prediction problem; and (e) determining a model-specific predictive value of the feature for each of the fitted models based on the first and second accuracy scores of the fitted model.