摘要:
A computer implemented method of underwriting profitability analysis delivers the analytic process to a wide cross section of insurance decision makers. The underwriting profitability analysis system leverages an existing investment in databases and improves underwriting business processes. Data mining techniques are applied to historical policy and claims to extract rules that describe policy holders with homogeneous claim frequency and severity characteristics. These rule sets are used to classify policy holders into distinct risk groups, each with its own set of characteristics, including pure premium. Breaking up a book of business into segments allows identification of sub-populations of policy holders that distinctly deviate from the expected normal pure premium. This identification allow the insurance business analysts to interactively adjust eligibility criteria and examine altered characteristics of the covered segments until satisfactory. The system is implemented on a client server using network centric language technology.
摘要:
Feature importance information available in a predictive model with correlation information among the variables is presented to facilitate more flexible choices of actions by business managers. The displayed feature importance information combines feature importance information available in a predictive model with correlational information among the variables. The displayed feature importance information may be presented as a network structure among the variables as a graph, and regression coefficients of the variables indicated on the corresponding nodes in the graph. To generate the display, a regression engine is called on a set of training data that outputs importance measures for the explanatory variables for predicting the target variable. A graphical model structural learning module is called that outputs a graph on the explanatory variables of the above regression problem representing the correlational structure among them. The feature importance measure, output by the regression engine, is displayed for each node in the graph, as an attribute, such as color, size, texture, etc, of that node in the graph output by the graphical model structural learning module.
摘要:
Systems and methods for processing Machine Learning (ML) algorithms in a MapReduce environment are described. In one embodiment of a method, the method includes receiving a ML algorithm to be executed in the MapReduce environment. The method further includes parsing the ML algorithm into a plurality of statement blocks in a sequence, wherein each statement block comprises a plurality of basic operations (hops). The method also includes automatically determining an execution plan for each statement block, wherein at least one of the execution plans comprises one or more low-level operations (lops). The method further includes implementing the execution plans in the sequence of the plurality of the statement blocks.
摘要:
A method of marketing optimization with respect to brand lifetime management formulates a problem of brand equity maximization utilizing Markov Decision Process (MDP) thereby casting brand equity management as a long term regard optimization problem in MDP, The marketing mix is optimized by formulating the mix as actions in MDP and, utilizing historical marketing and transaction data, aspects of the MDP are estimated.
摘要:
The present invention employs data processing systems to handle debt collection by formulation the collections process as a Markov Decision Process with constrained resources, thus making it possible automatically to generate an optimal collections policy with respect to maximizing long-term expected return throughout the course of a collections process, subject to constraints on the available resources possibly in multiple organizations. This is accomplished by coupling data modeling and resource optimization within the constrained Markov Decision Process formulation and generating optimized rules based on constrained reinforcement learning process comprising applied on the basis of past historical data.
摘要:
The present invention generally relates to computer databases and, more particularly, to data mining and knowledge discovery. The invention specifically relates to a method for constructing segmentation-based predictive models, such as decision-tree classifiers, wherein data records are partitioned into a plurality of segments and separate predictive models are constructed for each segment. The present invention contemplates a computerized method for automatically building segmentation-based predictive models that substantially improves upon the modeling capabilities of decision trees and related technologies, and that automatically produces models that are competitive with, if not better than, those produced by data analysts and applied statisticians using traditional, labor-intensive statistical techniques. The invention achieves these properties by performing segmentation and multivariate statistical modeling within each segment simultaneously. Segments are constructed so as to maximize the accuracies of the predictive models within each segment. Simultaneously, the multivariate statistical models within each segment are refined so as to maximize their respective predictive accuracies.
摘要:
The invention considers a widely applicable method of constructing segmentation-based predictive models from data that permits constraints to be placed on the statistical estimation errors that can be tolerated with respect to various aspects of the models that are constructed. The present invention uses these statistical constraints in a closed-loop fashion to guide the construction of potential segments so as to produce segments that satisfy the statistical constraints whenever it is feasible to do so. The method is closed-loop in a sense that the statistical constraints are used in a manner that is analogous to an error signal in a feed-back control system, wherein the error signal is used to regulate the inputs to the process that is being controlled.
摘要:
Systems and methods for processing Machine Learning (ML) algorithms in a MapReduce environment are described. In one embodiment of a method, the method includes receiving a ML algorithm to be executed in the MapReduce environment. The method further includes parsing the ML algorithm into a plurality of statement blocks in a sequence, wherein each statement block comprises a plurality of basic operations (hops). The method also includes automatically determining an execution plan for each statement block, wherein at least one of the execution plans comprises one or more low-level operations (lops). The method further includes implementing the execution plans in the sequence of the plurality of the statement blocks.
摘要:
A process of transforming data residing in databases, such as relational databases, into forms suitable as input to data analysis tools, such as predictive modeling tools includes the steps of defining a business process problem to be solved and identifying data requirements. For example, the business process problem may relate to predicting a customer's propensity to make purchases in the future or a store's requirements for inventory in the future. In the process, a computer implemented method is used for automatically transforming data for data analysis such as predictive modeling. Database metadata that describe database tables, their interrelationships, dimensional information, fact tables and measures are accessed. A mining transformation profile is created to encapsulate aggregations and transformation on data stored in relational databases in order to convert the data to forms suitable for predictive mining tools. The mining transformation profile specifies data transformations relative to the data base metadata. Executable data transformation codes is then generated from the database metadata and the mining transformation profile. Execution of this code results in aggregation and transformation of data residing in a database for input to a data analysis tool such as a predictive modeling tool. The data transformation code can be used by, for example, the predictive modeling tool to generate an output that provides a solution to a business process problem.
摘要:
The present invention employs data processing systems to handle debt collection by formulation the collections process as a Markov Decision Process with constrained resources, thus making it possible automatically to generate an optimal collections policy with respect to maximizing long-term expected return throughout the course of a collections process, subject to constraints on the available resources possibly in multiple organizations. This is accomplished by coupling data modeling and resource optimization within the constrained Markov Decision Process formulation and generating optimized rules based on constrained reinforcement learning process comprising applied on the basis of past historical data.