US 12,585,970 B1Granted

Systems and methods of implementing scorecards and boosted decision trees

AssigneeExperian Information Solutions, Inc.

InventorsHonghao Shan, Liang Lin, Chi Zhang, Keming Cao, Zhe An, Shanji Xiong

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Abstract

Systems and methods are described for machine learning-based generation of scorecards and boosted decision trees that facilitate explainable predictions. A scorecard machine learning model may be applied to historical records such that the model, for each of a number of variables, automatically generates (a) normal bins for normal values of the variable that fall within a valid range of values and (b) at least one special bin for special values of the variable that fall outside the valid range of values. Adjacent bins of the normal bins may be separated by a threshold value and each normal bin and each special bin may have an assigned score value. A risk assessment score may be generated based at least in part on the model identifying the assigned value score for each of the variables based on the normal or special bin to which each variable is assigned.

Claims20

Dependent claims

A system for generating risk assessment scores, the system comprising:

a data store including historical records regarding each of a number of individuals;
and
at least one physical processor programmed by instructions in a memory to:
receive, from a user system, a request for a risk assessment score for an individual;
based on parsing the received request, identify an identifier for the individual;
based on the identifier, obtain, from the data store, one or more historical records for the individual;
based on the received request, select a corresponding machine learning (ML) model, the selected ML model configured to manage a plurality of variables for use in generating the risk assessment score, wherein at least a subset of the plurality of variables are associated with information in the one or more historical records for the individual;
apply the selected ML model to the one or more historical records, wherein the selected ML model is trained using a gradient boosted decision tree comprising one-split stumps, one or more of the one-split stumps being constrained by monotonicity rules so that the selected ML model produces a transparent and interpretable scorecard representation, wherein the selected ML model is a scorecard ML model that, for each of the variables of the plurality of variables, automatically generates:
(a) normal bins for normal values of a variable of the variables that fall within a valid range of values for the variable;
and
(b) at least one special bin for special values of the variable that fall outside the valid range of values for the variable, wherein adjacent bins of the normal bins are separated by a threshold value and each normal bin and each special bin have an assigned score value;
based on the selected ML model, generate the risk assessment score for the individual, wherein the selected ML model generates the risk assessment score based at least in part on identifying the assigned value score for each of the plurality of variables based on the normal or special bin to which each individual variable of the plurality of variables is assigned;
generate an output comprising the risk assessment score;
and
cause transmission, to the user system, of the output.

12 more elements

A computer-implemented method for optimizing binning in a scorecard machine learning (ML) model, the computer-implemented method comprising:

receiving, from a user system, a request for a risk assessment score for an individual;
based on parsing the received request, identifying an identifier for the individual;
based on the identifier, obtaining, from a networked data store, one or more historical records for the individual;
identifying, for a first ML model to be applied to generate the risk assessment score, a variable for which a plurality of bins are to be generated, the variable having a valid range within which normal bins of the plurality of bins are defined and outside of which at least one special bin of the plurality of bins is defined;
applying a second ML model to the variable based on generating at least one split value for the valid range, wherein generating each of the at least one split value comprises generating a single level decision tree for the split value and enforcing monotonicity with respect to the generated single level decision for each of the at least one split value in the valid range;
generating the normal bins for the valid range based at least in part on the generated at least one split value;
applying a binarsity regularization term that penalizes large differences in weights between adjacent bins, so that bins with substantially similar weights are merged together to improve stability of the scorecard ML model;
generating the at least one special bin to include one or more special values of the variable;
generating the risk assessment score based on applying the first ML model to the one or more historical records using the generated normal bins and the generated at least one special bin;
generating an output comprising the generated risk assessment score;
and
cause transmission, to the user system, of the output.

9 more elements

A computer-implemented method for generating risk assessment scores, the computer-implemented method comprising:

receiving, from a user system, a request for a risk assessment score for an individual;
based on parsing the received request, identifying an identifier for the individual;
based on the identifier, obtaining one or more historical records for the individual;
selecting a corresponding machine learning (ML) model, the selected ML model configured to manage a plurality of variables for use in generating the risk assessment score, wherein at least a subset of the plurality of variables are associated with information in the one or more historical records for the individual;
applying the selected ML model to the one or more historical records, wherein the selected ML model is a scorecard ML model trained using a gradient boosted decision tree built from one-split stumps, one or more of the one-split stumps being constrained by monotonicity rules so that the selected ML model produces a transparent and interpretable scorecard representation, wherein the scorecard ML model that, for each of the variables of the plurality of variables, automatically generates:
(a) normal bins for normal values of a variable of the variables that fall within a valid range of values for the variable;
and
(b) at least one special bin for special values of the variable that fall outside the valid range of values for the variable, wherein adjacent bins of the normal bins are separated by a threshold value and each normal bin and each special bin have an assigned score value;
generating the risk assessment score for the individual based on the selected ML model, wherein the selected ML model generates the risk assessment score based at least in part on identifying the assigned value score for each of the plurality of variables based on the normal or special bin to which each individual variable of the plurality of variables is assigned;
generating an output comprising the risk assessment score;
and
causing transmission, to the user system, of the output.

9 more elements

Dependencies are inferred from the claim text.