Visa Inc.
Identifying reason codes from gradient boosting machines

Abstract:

A classification server perform a method for classifying an entity and identifying reason codes for the classification. The classification server can use a gradient boosting machine to build a classification model using training data. The classification model can be an ensemble of decision trees where each terminal node in the decision tree is associated with a response. The responses from each decision tree can be aggregated by the classification server in order to determine a classification for a new entity. The classification server can determine feature contribution values based on expected feature values. These feature contribution values can be associated with each of the responses in the classification model. These feature contribution values can be used to determine reason codes for the classification of the entity. As such, the classification server can perform a single traversal of the classification model to classify the entity and identify reason codes.