Detecting model deviation with inter-group metrics
AssigneeThe Toronto-Dominion Bank
InventorsJesse Cole Cresswell, George Frazer Stein, Farnush Farhadi Hassan Kiadeh, Zhaoyan Liu, Ji Xin
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AssigneeThe Toronto-Dominion Bank
InventorsJesse Cole Cresswell, George Frazer Stein, Farnush Farhadi Hassan Kiadeh, Zhaoyan Liu, Ji Xin
Estimating the term…
A computer model is monitored during operation to evaluate performance of the model with respect to different groups evaluated by the model. Performance for each group is evaluated to determine an inter-group performance metric describing how model predictions across groups differs. A threshold for excess inter-group performance differences can be calibrated using withheld training data or out-of-time data to provide a statistical guarantee for detecting meaningful variation in inter-group performance metric differences. When the inter-group performance exceeds the threshold, the computer model may be considered to deviate from expected behavior and the monitoring can act to correct its operation, for example, by modifying actions that may otherwise occur due to model predictions or by initiating model retraining.
A system for detecting inter-group performance deviation of a computer model, comprising:
A method for detecting inter-group performance deviation of a computer model, comprising:
A non-transitory computer-readable medium, the non-transitory computer-readable medium comprising instructions executable by a processor for:
Dependencies are inferred from the claim text.