Method for real-time enhancement of a predictive algorithm by a novel measurement of concept drift using algorithmically-generated features
US11144834B2 · kind B2 · utility
Assignee
Inventors
Key dates
| Filing date | Oct 9, 2015 |
| Grant date | Oct 12, 2021 |
| Priority date | — |
| Expiry date | Dec 10, 2038 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06N20/00
- WIPO fieldComputer technology
- WIPO sectorElectrical engineering
Abstract
A predictive analytics system and method in the setting of multi-class classification are disclosed, for identifying systematic changes in an evaluation dataset processed by a fraud-detection model by examining the time series histories of an ensemble of entities such as accounts. The ensemble of entities is examined and processed both individually and in aggregate, via a set of features determined previously using a distinct training dataset. The specific set of features in question may be calculated from the entity's time series history, and may or may not be used by the model to perform the classification. Certain properties of the detected changes are measured and used to improve the efficacy of the predictive model.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.