System and Method for Automated Prediction of Event Probabilities with Model Based Filtering

    公开(公告)号:US20220269986A1

    公开(公告)日:2022-08-25

    申请号:US17249177

    申请日:2021-02-23

    申请人: Anton Filikov

    发明人: Anton Filikov

    IPC分类号: G06N20/00

    摘要: The invention relates to methods of determination of probabilities of events. A probability score is calculated for a data point if the point is classified as “predictable” by a pre-filter model. The score indicates probability of a certain type of event. In addition, methods are disclosed that teach how to build the sub-models and the meta model. The invention discloses a meta model with model-based pre-filtering that takes a set of other (non-meta or meta) “algorithms” and constructs a new algorithm out of those. The meta-model combines other models that predict two different labels: The 1st sub-model learns predictability. The 2nd sub-model is used to filter out “unpredictable” points from new data. The “predictable” part of the data flows into the 3rd sub-model (trained on “predictable” data) that predicts probability score.