Equifax Inc.
TRAINING TREE-BASED MACHINE-LEARNING MODELING ALGORITHMS FOR PREDICTING OUTPUTS AND GENERATING EXPLANATORY DATA

Abstract:

Certain aspects involve training tree-based machine-learning models for computing predicted responses and generating explanatory data for the models. For example, independent variables having relationships with a response variable are identified. Each independent variable corresponds to an action or observation for an entity. The response variable has outcome values associated with the entity. Splitting rules are used to generate the tree-based model, which includes decision trees for determining relationships between independent variables and a predicted response associated with the response variable. The tree-based model is iteratively adjusted to enforce monotonicity with respect to representative response values of the terminal nodes. For instance, one or more decision trees are adjusted such that one or more representative response values are modified and a monotonic relationship exists between each independent variable and the response variable. The adjusted model is used to output explanatory data indicating relationships between independent variable changes and response variable changes.