International Business Machines Corporation
DETERMINING AND SELECTING PREDICTION MODELS OVER MULTIPLE POINTS IN TIME

Abstract:

Techniques for generating model ensembles are provided. A plurality of models trained to generate predictions at each of a plurality of intervals is received. A respective prediction accuracy of each respective model of the plurality of models is determined for a first interval of the plurality of intervals by processing labeled evaluation data using the respective model. Additionally, a model ensemble specifying one or more of the plurality of models for each of the plurality of intervals is generated, comprising selecting, for the first interval, a first model of the plurality of models based on (i) the respective prediction accuracies and (ii) at least one non-error metric.