International Business Machines Corporation
Ensemble approach to alerting to model degradation

Abstract:

A detection modeling system for alerting to analytical model degradation has a processing device and a memory coupled to the processing device. The detection modeling system is configured to perform a distribution analysis on the selected detection model to determine a first health rating for the selected detection model, perform a survival analysis on the selected detection model to determine a second health rating for the selected detection model, generate an indicative score for the detection model based on the first health rating and the second health rating, and compare the indicative score to a threshold value and alert to model degradation based on the comparison.