Generating a predictive model from multiple data sources

US8990149B2 · kind B2 · utility

Assignee

• International Business Machines Corporation · US

Inventors

• Marius I. Danciu · Cluj-Napoca, RO
• Fan Li · Shanghai, CN
• Michael McRoberts · Rochester, US
• Jing-Yun Shyr · Naperville, US
• Damir Spisic · Chicago, US
• Jing Xu · Shanghai, CN

Key dates

• Filing date: Mar 15, 2011
• Grant date: Mar 24, 2015
• Expiry date: Sep 5, 2031

Classification

• Technology area (CPC G): Physics
• CPC primary: G06Q10/06
• WIPO field: IT methods for management
• WIPO sector: Electrical engineering

Abstract

Techniques are disclosed for generating an ensemble model from multiple data sources. In one embodiment, the ensemble model is generated using a global validation sample, a global holdout sample and base models generated from the multiple data sources. An accuracy value may be determined for each base model, on the basis of the global validation dataset. The ensemble model may be generated from a subset of the base models, where the subset is selected on the basis of the determined accuracy values.