Method and Systems for Conditioning Data Sets for Efficient Computational Processing
AssigneeAustralia and New Zealand Banking Group Limited
InventorWarren DU PREEZ
Life of this patent
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AssigneeAustralia and New Zealand Banking Group Limited
InventorWarren DU PREEZ
Estimating the term…
Embodiments generally relate to a method for selecting hybrid variables. The method comprises sampling at least one interaction effect structure of at least one multivariable dataset, sampling at least one hybrid variable for each sampled interaction effect structure, calculating a lift value for each sampled hybrid variable, and comparing the lift value to a threshold lift criteria, labeling each sampled hybrid variable based on determining that the lift value of the sample hybrid variable exceeds the threshold lift criteria, training a machine learning model to predict the likelihood of a hybrid variable having a lift which exceeds the threshold lift criteria, applying the trained machine learning model to each hybrid variable within each sampled interaction effect structure to determine a value corresponding to the likelihood of each hybrid variable having a lift which exceeds the threshold lift criteria, and retaining only hybrid variables with a likelihood value that exceeds a decision criteria. The training of the machine learning model is performed using the labeled sampled hybrid variables.
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A method for generating a machine learning model, the method comprising:
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The method of claim 1, the method further comprising:
The method of claim 1, further comprising calculating a discriminatory strength statistic for each of the retained hybrid variables, and discarding retained hybrid variables that do not meet a discriminatory strength statistic decision criteria.
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The method of claim 1, wherein sampling at least one hybrid variable for each sampled interaction effect structure comprises sampling so that the number of randomly selected hybrid variables for each sampled interaction effect structure is equal to a multiplicity of the total number of variables contained within the multivariable dataset.
The method of claim 1, wherein the multivariable dataset comprises dependent variables and independent variables.
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The method of claim 1, wherein calculating moment statistics or sourcing moment statistics comprises calculating or sourcing respectively at least the first two moments.
The method of claim 1, further comprising creating a variable moments dataset and storing the moment statistics of each variable within the variable moments dataset.
The method of claim 1, further comprising creating a moments dataset and storing the moment statistics of each hybrid variable alongside the moment statistics of the selected one or more variables for the corresponding hybrid variables.
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The method of claim 1, wherein each of the at least one interaction effect structures comprises at least one mathematical operator and at least two operands.
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A system for selecting hybrid variables, the system comprising:
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A computer readable medium storing non-transitory instructions which, when executed by a processor, cause the processor to:
Dependencies are inferred from the claim text.