Post-modeling category merging

A computer program product comprising one or more computer readable storage media, and program instructions collectively stored on the one or more computer readable storage media, the program instructions executable by a processor to cause the processor to perform operations comprising:

• identifying, by a post-modeling category merging engine, a plurality of valid pairs associated with a categorical predictor, the plurality of valid pairs representing potential mergers of categories associated with a categorical predictor of a predictive model;
• testing, by the post-modeling category merging engine, a merge strategy for the plurality of valid pairs to determine a merger that minimizes a loss in accuracy of the predictive model;
• and
• merging, by the post-modeling category merging engine based on the testing, a valid pair in the plurality of valid pairs to form a hybrid category.

A computer system comprising a processor and one or more computer readable storage media, and program instructions collectively stored on the one or more computer readable storage media, the program instructions executable by the processor to cause the processor to perform operations comprising:

• identifying, by a post-modeling category merging engine, a plurality of valid pairs associated with a categorical predictor, the plurality of valid pairs representing potential mergers of categories associated with a categorical predictor of a predictive model;
• testing, by the post-modeling category merging engine, a merge strategy for the plurality of valid pairs to determine a merger that minimizes a loss in accuracy of the predictive model;
• and
• merging, by the post-modeling category merging engine based on the testing, a valid pair in the plurality of valid pairs to form a hybrid category.