Royal Bank of Canada
SYSTEM AND METHOD FOR MONITORING MACHINE LEARNING MODELS

Abstract:

Systems and methods are provided to monitor performance of a machine learning model, the method may include steps of: receiving or storing one or more model data sets representative of the machine learning model, wherein the machine learning model has being trained with a first set of training data; analyzing the first set of training data based on one or more performance parameters for the machine learning model, to generate one or more performance data sets; and process the one or more performance data sets to determine one or more values representing a performance of the machine learning model.