SG11201901614SA - Method and device for determining key variable in model - Google Patents

Method and device for determining key variable in model

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Publication number
SG11201901614SA
SG11201901614SA SG11201901614SA SG11201901614SA SG11201901614SA SG 11201901614S A SG11201901614S A SG 11201901614SA SG 11201901614S A SG11201901614S A SG 11201901614SA SG 11201901614S A SG11201901614S A SG 11201901614SA SG 11201901614S A SG11201901614S A SG 11201901614SA
Authority
SG
Singapore
Prior art keywords
model
result
variable
determining
variables
Prior art date
Application number
SG11201901614SA
Inventor
Yan Xi
Original Assignee
Alibaba Group Holding Ltd
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
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Publication date
Application filed by Alibaba Group Holding Ltd filed Critical Alibaba Group Holding Ltd
Publication of SG11201901614SA publication Critical patent/SG11201901614SA/en

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    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06QINFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00Administration; Management
    • G06Q10/06Resources, workflows, human or project management; Enterprise or organisation planning; Enterprise or organisation modelling
    • G06Q10/063Operations research, analysis or management
    • G06Q10/0635Risk analysis of enterprise or organisation activities
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06NCOMPUTING ARRANGEMENTS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N20/00Machine learning
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06FELECTRIC DIGITAL DATA PROCESSING
    • G06F18/00Pattern recognition
    • G06F18/20Analysing
    • G06F18/21Design or setup of recognition systems or techniques; Extraction of features in feature space; Blind source separation
    • G06F18/211Selection of the most significant subset of features
    • G06F18/2113Selection of the most significant subset of features by ranking or filtering the set of features, e.g. using a measure of variance or of feature cross-correlation
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06FELECTRIC DIGITAL DATA PROCESSING
    • G06F18/00Pattern recognition
    • G06F18/20Analysing
    • G06F18/22Matching criteria, e.g. proximity measures
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06FELECTRIC DIGITAL DATA PROCESSING
    • G06F18/00Pattern recognition
    • G06F18/20Analysing
    • G06F18/24Classification techniques
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06NCOMPUTING ARRANGEMENTS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N7/00Computing arrangements based on specific mathematical models
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06QINFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00Administration; Management
    • G06Q10/06Resources, workflows, human or project management; Enterprise or organisation planning; Enterprise or organisation modelling
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06QINFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/03Credit; Loans; Processing thereof
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06FELECTRIC DIGITAL DATA PROCESSING
    • G06F2218/00Aspects of pattern recognition specially adapted for signal processing
    • G06F2218/08Feature extraction
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06FELECTRIC DIGITAL DATA PROCESSING
    • G06F2218/00Aspects of pattern recognition specially adapted for signal processing
    • G06F2218/12Classification; Matching

Landscapes

  • Engineering & Computer Science (AREA)
  • Theoretical Computer Science (AREA)
  • Business, Economics & Management (AREA)
  • Physics & Mathematics (AREA)
  • General Physics & Mathematics (AREA)
  • Data Mining & Analysis (AREA)
  • Artificial Intelligence (AREA)
  • Evolutionary Computation (AREA)
  • General Engineering & Computer Science (AREA)
  • Human Resources & Organizations (AREA)
  • Strategic Management (AREA)
  • Economics (AREA)
  • Software Systems (AREA)
  • Computer Vision & Pattern Recognition (AREA)
  • Accounting & Taxation (AREA)
  • Finance (AREA)
  • Development Economics (AREA)
  • Marketing (AREA)
  • General Business, Economics & Management (AREA)
  • Entrepreneurship & Innovation (AREA)
  • Computing Systems (AREA)
  • Mathematical Physics (AREA)
  • Life Sciences & Earth Sciences (AREA)
  • Evolutionary Biology (AREA)
  • Bioinformatics & Computational Biology (AREA)
  • Bioinformatics & Cheminformatics (AREA)
  • Technology Law (AREA)
  • Operations Research (AREA)
  • Tourism & Hospitality (AREA)
  • Medical Informatics (AREA)
  • Quality & Reliability (AREA)
  • Educational Administration (AREA)
  • Game Theory and Decision Science (AREA)
  • Computational Mathematics (AREA)
  • Pure & Applied Mathematics (AREA)
  • Mathematical Optimization (AREA)
  • Mathematical Analysis (AREA)
  • Algebra (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
  • Management, Administration, Business Operations System, And Electronic Commerce (AREA)

Abstract

The present application discloses a method and a device for determining a key variable in a model. The method comprises: inputting a target sample into a model to obtain a first result, wherein the target sample comprises a plurality of variables (101); sequentially replacing a value of each of variables in the target sample with a determination threshold corresponding to the variable (102); inputting target samples with values of the variables sequentially replaced into the model, respectively, to obtain a second result set (103); and determining, on the basis of a difference between the first result and each of second results in the second result set, a key variable having the highest impact on the first result (104). The method and the device can be utilized to reduce complexity of determining a variable having the highest impact on the output result of the model.
SG11201901614SA 2016-08-26 2017-08-15 Method and device for determining key variable in model SG11201901614SA (en)

Applications Claiming Priority (2)

Application Number Priority Date Filing Date Title
CN201610741714.7A CN107784411A (en) 2016-08-26 2016-08-26 The detection method and device of key variables in model
PCT/CN2017/097434 WO2018036402A1 (en) 2016-08-26 2017-08-15 Method and device for determining key variable in model

Publications (1)

Publication Number Publication Date
SG11201901614SA true SG11201901614SA (en) 2019-03-28

Family

ID=61246425

Family Applications (1)

Application Number Title Priority Date Filing Date
SG11201901614SA SG11201901614SA (en) 2016-08-26 2017-08-15 Method and device for determining key variable in model

Country Status (6)

Country Link
US (1) US20190220924A1 (en)
CN (1) CN107784411A (en)
PH (1) PH12019500406A1 (en)
SG (1) SG11201901614SA (en)
TW (1) TWI677830B (en)
WO (1) WO2018036402A1 (en)

Families Citing this family (4)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
SG11202008619PA (en) * 2018-05-31 2020-10-29 Simplecredit Micro Lending Co Ltd Adjusting Method and Adjusting Device, Server and Storage Medium for Scorecard Model
CN109191096A (en) * 2018-08-22 2019-01-11 阿里巴巴集团控股有限公司 A kind of signing risk quantification method withholds risk quantification method, device and equipment
US11475515B1 (en) * 2019-10-11 2022-10-18 Wells Fargo Bank, N.A. Adverse action methodology for credit risk models
CN112017042A (en) * 2020-10-22 2020-12-01 北京淇瑀信息科技有限公司 Resource quota determining method and device based on tweed distribution and electronic equipment

Family Cites Families (11)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US8078524B2 (en) * 2001-02-22 2011-12-13 Fair Isaac Corporation Method and apparatus for explaining credit scores
US9569797B1 (en) * 2002-05-30 2017-02-14 Consumerinfo.Com, Inc. Systems and methods of presenting simulated credit score information
TWI340345B (en) * 2006-08-10 2011-04-11 Uniminer Inc Method for selecting critical variables
US8515862B2 (en) * 2008-05-29 2013-08-20 Sas Institute Inc. Computer-implemented systems and methods for integrated model validation for compliance and credit risk
US20110251711A1 (en) * 2010-04-13 2011-10-13 Livermore Software Technology Corporation Identification of most influential design variables in engineering design optimization
US20130151388A1 (en) * 2011-12-12 2013-06-13 Visa International Service Association Systems and methods to identify affluence levels of accounts
US8712907B1 (en) * 2013-03-14 2014-04-29 Credibility Corp. Multi-dimensional credibility scoring
CN104392096A (en) * 2014-10-23 2015-03-04 华为技术有限公司 Statistical method and device
CN105740280A (en) * 2014-12-10 2016-07-06 阿里巴巴集团控股有限公司 Variable importance detection method and apparatus
US9286286B1 (en) * 2015-01-03 2016-03-15 Chahid Kamel Ghaddar Method, apparatus, and computer program product for optimizing parameterized models using functional paradigm of spreadsheet software
CN105260863A (en) * 2015-11-26 2016-01-20 国家电网公司 Fault single influence factor analysis method based on power cable fault information

Also Published As

Publication number Publication date
TWI677830B (en) 2019-11-21
US20190220924A1 (en) 2019-07-18
PH12019500406A1 (en) 2020-03-02
WO2018036402A1 (en) 2018-03-01
CN107784411A (en) 2018-03-09
TW201807623A (en) 2018-03-01

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