Patent Application
20230101182
Estimating the value of a metric for an entity may be useful in a variety of scenarios. For example, estimating the revenue of a business entity may be useful in determining whether to approve a request for a loan. Other examples may include: estimating the performance (e.g., response time, resource consumption, cost, reliability) of a computational entity or mechanical entity. However, information about the entity relevant to the metric may be noisy and/or incomplete, thus making it difficult to generate an accurate estimate.
This summary is provided to introduce a selection of concepts that are further described below in the detailed description. This summary is not intended to identify key or essential features of the claimed subject matter, nor is it intended to be used as an aid in limiting the scope of the claimed subject matter.
In general, in one aspect, one or more embodiments relate to a method including obtaining a cluster. The cluster includes a subset of reference entities. The method further includes calculating distances between features of a target entity and features of the subset of reference entities, selecting, based on the distances, peer entities from the subset, and generating an estimated value of a metric. The generating includes applying, to the features of the target entity, a machine learning model trained using training data including values of the features for the peer entities labeled with a value of the metric. The method further includes presenting the estimated value of the metric.
In general, in one aspect, one or more embodiments relate to a system including a computer processor, a repository configured to store clusters including a cluster including a subset of reference entities, and metric estimation manager executing on the computer processor and configured to: calculate distances between features of a target entity and features of the subset, select, based on the distances, peer entities from the subset, and generate an estimated value of a metric. The generating includes applying, to the features of the target entity, a machine learning model trained using training data including values of the features for the peer entities labeled with a value of the metric. The metric estimation manager is further configured to present the estimated value of the metric. generating an estimated value of a metric.
In general, in one aspect, one or more embodiments relate to a method including sending a target entity request to a metric estimation manager configured to perform obtaining a cluster. The cluster includes a subset of reference entities. The metric estimation manager is further configured to perform: calculating distances between features of a target entity and features of the subset of reference entities, selecting, based on the distances, peer entities from the subset, and generating an estimated value of a metric. The generating includes applying, to the features of the target entity, a machine learning model trained using training data including values of the features for the peer entities labeled with a value of the metric. The metric estimation manager is further configured to perform transmitting the estimated value of the metric. presenting the estimated value of the metric. The method further includes receiving, from the metric estimation manager, the estimated value of the metric, and presenting the estimated value of the metric.
Other aspects of the invention will be apparent from the following description and the appended claims.
Specific embodiments of the invention will now be described in detail with reference to the accompanying figures. Like elements in the various figures are denoted by like reference numerals for consistency.
In the following detailed description of embodiments of the invention, numerous specific details are set forth in order to provide a more thorough understanding of the invention. However, it will be apparent to one of ordinary skill in the art that the invention may be practiced without these specific details. In other instances, well-known features have not been described in detail to avoid unnecessarily complicating the description.
Throughout the application, ordinal numbers (e.g., first, second, third, etc.) may be used as an adjective for an element (i.e., any noun in the application). The use of ordinal numbers is not to imply or create any particular ordering of the elements nor to limit any element to being only a single element unless expressly disclosed, such as by the use of the terms “before”, “after”, “single”, and other such terminology. Rather, the use of ordinal numbers is to distinguish between the elements. By way of an example, a first element is distinct from a second element, and the first element may encompass more than one element and succeed (or precede) the second element in an ordering of elements.
In general, embodiments of the invention are directed to a machine learning architecture for computer system estimation of a metric value for an entity, referred to as the target entity. For example, the target entity may be a company and the metric may be revenue. The metric may be estimated in response to a request from the target entity. For example, the request may be a loan application.
By way of a more detailed overview, clusters may be obtained that include subsets of reference entities. The clusters may be based on features of the entities. Examples of features may include: entity attributes (e.g., location, industry code), operational features and/or transaction aggregations. Operational features are characteristics of the entity that relate to actions performed by the entity (e.g., loans received, cost of goods sold). Transaction aggregations are aggregations (e.g., sums, averages, etc.) of different categories of the transactions of the entity (e.g., total taxes, total expenses). One of the clusters may be the closest cluster to the target entity, based on the distances (e.g., Canberra distances) calculated between the features of the target entity and the centroids of the clusters.
Peer entities that are similar to the target entity may be selected from the cluster closest to the target entity by calculating distances between the features of the subset of reference entities and the features of the target entity. A metric estimation machine learning model may be trained using the features of the peer entities labeled with a value of the metric. The metric estimation machine learning model may be applied to the features of the target entity to estimate a value of the metric for the target entity.
By estimating (e.g., predicting) the value of the metric for the target entity with a machine learning model trained using information about peer entities of the target entity, an accurate value of the metric may be generated despite a lack of information about the target entity. In contrast, manual generation of an estimated value of a metric is typically error-prone and inaccurate.
In one or more embodiments, the user computing system (102) provides, to a user, a variety of computing functionality. For example, the computing functionality may include word processing, multimedia processing, financial management, business management, social network connectivity, network management, and/or various other functions that a computing device performs for a user.
The user computing system (102) may be a mobile device (e.g., phone, tablet, digital assistant, laptop, etc.) or any other computing device (e.g., desktop, terminal, workstation, etc.) with a computer processor (not shown) and memory (not shown) capable of running computer software. The user computing system (102) may take the form of the computing system (500) shown in
The user computing system (102) includes a computer program (142). The computer program (142), in accordance with one or more embodiments, is a software application written in any programming language that includes executable instructions stored in some sort of memory. The instructions, when executed by one or more processors, enable a device to perform the functions described in accordance with one or more embodiments. The computer program (142) may include a graphical user interface (GUI) for receiving input from a user and transmitting output to the user. The GUI may be rendered and displayed within a local desktop software application or the GUI may be generated by a remote web server and transmitted to a user's web browser executing locally on a desktop or mobile device.
The repository (106) is any type of storage unit and/or device (e.g., a file system, database, collection of tables, or any other storage mechanism) for storing data. Further, the repository (106) may include multiple different storage units and/or devices. The multiple different storage units and/or devices may or may not be of the same type or located at the same physical site. The repository (106) may be accessed online via a cloud service (e.g., Amazon Web Services, Egnyte, Azure, etc.).
The repository (106) includes functionality to store entities (110), entity data (116), clusters (122C, 122G), features (128), and training data (136). An entity may be a person or business. Alternatively, an entity may be a computing or mechanical system. An entity may correspond to an entity identifier (e.g., a unique identifier). The entities (110) include a target entity (112) and reference entities (114). The target entity (112) is an entity that corresponds to a target entity request (e.g., target entity request (162)). For example, the target entity (112) may be a person or business that submits a request for a loan or other product or service. The reference entities (114) may be any entities for which entity data (116) is available.
Entities (110) correspond to entity data (116). The entity data (116) includes entity attributes (118) and transactions (120). The entity attributes (118) are general characteristics of the entity. For example, the entity attributes (118) may include categorical attributes such as: location (e.g., state or province), industry code (e.g., a standard industrial classification (SIC) code), etc. Alternatively or additionally, the entity attributes (118) may include numerical attributes such as: age, size (e.g., number of employees, if the entity is a business entity), etc.
The transactions (120) are records of events involving the entity and a payee. The payee may be a vendor or other entity that provides a product and/or service to the entity in exchange for receiving an amount (e.g., a dollar amount) on a date. The transactions (120) may be categorized into various categories. For example, financial transactions may be categorized into categories used in a chart of accounts (CoA), standard industrial classification (SIC) codes, tax form codes (e.g., sales, taxes, utility and/or other expenses, income), etc. The transactions (120) may be downloaded by the computer program (142) (e.g., from a financial institution used by the entity).
The features (128) include entity attributes (118), operational features (132), and/or transaction aggregations (134). The operational features (132) may be characteristics of the entity that relate to actions performed by the entity. Examples of operational features (132) for a business entity may include financial features such as: sales revenue, net deposits, loan disbursements, cost of goods sold, etc. The transaction aggregations (134) may be aggregations (e.g., sums, averages, etc.) of different categories of the transactions (120) of the entity. Examples of categories of transactions for a business entity may include total sales, total expenses, etc.
The operational features (132) and transaction aggregations (134) may vary across different time intervals. For example, operational features (132) and transaction aggregations (134) may be derived from transactions (120) occurring within a specific time interval.
The reference entities (114) may be divided into clusters (122C, 122G). The clusters (122C, 122G) include subsets of the reference entities (124S, 124W). The entities within a cluster are similar to one another with respect to a distance calculated from one or more features (e.g., feature vectors) of the entities. For example, the entities within a cluster may each be within a threshold distance of a center point (e.g., a centroid) of the cluster. Continuing this example, the distance may be a Canberra distance.
One of the clusters (e.g., cluster C (122C)) may be the closest cluster to the target entity (112), based on the distances calculated between the features of the target entity (112) and the centroids of the clusters (122C, 122G). Cluster C (122C) includes subset S of the reference entities (124S). The subset S of the reference entities (124S) in cluster C (122C) includes peer entities (126) that are entities in subset S that are similar to the target entity (112). For example, the peer entities (126) may be the entities closest to the target entity (112) with respect to the distance calculated from one or more features of the entities.
The server (104) includes a metric estimation manager (144) and computer processor(s) (154). The metric estimation manager (144) includes functionality to receive a target entity request (162) from the computer program (142). For example, the target entity request (162) may be a request for a loan or other product or service. The metric estimation manager (144) includes functionality to send an estimated metric value (164) to the computer program (142) in response to receiving the target entity request (162). The metric may be a measure of the performance of the target entity (112). For example, if the target entity (112) is a business entity, the metric may be revenue, expenses, etc.
The metric estimation manager (144) includes a cluster model (146), a metric estimation model (148), and a feature generator (150). The feature generator (150) includes functionality to generate the features (128) from the entity data (116). The feature generator (150) includes a transaction categorizer (152).
The transaction categorizer (152) includes functionality to generate the transaction aggregations (134) from the transactions (120). The transaction categorizer (152) may include functionality to generate the transaction aggregations (134) by matching transactions to regular expressions and/or rules. For example, a regular expression may describe a pattern associated with a transaction category.
The transaction categorizer (152) may be implemented as a machine learning model. For example, the transaction categorizer (152) may learn the classifications of transactions as categories based on a supervised ground-truth training data set. Continuing this example, each record in the training data set may include a transaction labeled with a category. The transaction categorizer (152) may be implemented as a support vector machine (SVM) classifier. Alternatively, the transaction categorizer (152) may be implemented as various types of deep learning models based on neural networks (e.g., based on convolutional neural networks (CNNs)), random forests, logistic regression with different regularization methods (e.g., lasso, ridge, elastic net), gradient boosting (e.g., XGBoost), bagging, adaptive boosting (AdaBoost), etc.).
The cluster model (146) may be an unsupervised machine learning model. The cluster model (146) includes functionality to divide the entities (110) into clusters (122C, 122G). In one or more embodiments, the cluster model (146) divides the entities (110) into clusters (122C, 122G) using one or more entity attributes (118). For example, the cluster model (146) may divide business entities into clusters using the entity attributes “industry code” and/or “geographic location.” Alternatively, in one or more embodiments, the cluster model (146) divides the entities (110) into clusters (122C, 122G) using aggregated features. The aggregated features may be aggregations of the entity attributes (118), operational features (132), and/or transaction aggregations (134). For example, the cluster model (146) may use feature reduction to generate representative lower-dimensional, aggregated features from the entity attributes (118), operational features (132), and/or transaction aggregations (134). Continuing this example, the cluster model (146) may use Uniform Manifold Approximation and Projection (UMAP) to generate the aggregated features. UMAP is a machine learning technique used for dimension reduction or feature selection (e.g., rather than generation of aggregated features). Further continuing this example, the cluster model (146) may use K-means clustering to group the entities (110) into clusters (122C, 122G).
The metric estimation model (148) includes functionality to generate an estimated value of a metric. For example, for business entities, the metric may be total revenue, total sales, total expenses, etc. The metric estimation model (148) may be implemented as a machine learning model. For example, the metric estimation model (148) may be implemented as a tree-based model such as XGBoost and LightGBM. Because the underlying data may be incomplete in a practical problem solving situation, tree-based models may handle such missing data during training by either ignoring missing values during a split, and later allocating the values to the branch with the largest loss reduction (e.g., missing values are handled by default). In contrast, other algorithms may require missing values prior to model training, causing additional complexity to be introduced into the machine learning pipeline (e.g., without significant life in model performance).
Alternatively, the metric estimation model (148) may be implemented using one of the aforementioned types of deep learning models based on neural networks. The metric estimation model (148) may be trained using training data (136) that includes feature values (138) of peer entities (126) labeled with metric values (140). That is, the metric estimation model (148) learns the relationship between the values of features of peer entities (126) to values of the metric.
In one or more embodiments, the computer processor(s) (154) takes the form of the computer processor(s) (502) described with respect to
While
Initially, in Step 202, a cluster including a subset of reference entities is obtained. The cluster may be one of multiple clusters obtained in response to a target entity request (e.g., a request for a product or service) submitted by a target entity. The feature generator may generate features for the target entity and the reference entities. The features include entity attributes, operational features, and/or transaction aggregations. Examples of entity attributes for a business entity include location, industry code, etc. Examples of operational features for a business entity include financial features such as: sales revenue, net deposits, etc. Examples of transaction aggregations for a business entity include sums or averages of different categories of transactions (e.g., total sales, total expenses) of the business entity. The cluster may be selected as the closest cluster to the target entity, based on the distances calculated between the features of the target entity and the centroids of the clusters.
The features may be generated for a specific time interval. For example, the feature generator may generate operational features and transaction aggregations by executing queries on transactions of the respective entity occurring within a specific time interval.
The transaction categorizer may generate transaction aggregations that are relevant to the metric. For example, transaction aggregations for the transaction categories “accounts receivable,” “income,” “sales,” may be relevant to the metric of “revenue.” In contrast, transaction aggregations for the transaction categories “loan funding” and “transactions between accounts” may be irrelevant to the metric of “revenue.”
The cluster model may divide the reference entities into different clusters based on the features of the entities. In one or more embodiments, the cluster model divides the reference entities into different clusters based on a subset of the entity attributes. Alternatively, in one or more embodiments, the cluster model aggregates the entity attributes, the operational features and/or the transaction aggregations to obtain aggregated features. The cluster model may then divide the reference entities into clusters using the aggregated features.
In Step 204, distances between features of the target entity and features of the subset of reference entities are calculated. For example, the distances may be calculated as Canberra distances between feature vectors that represent the features of the respective entities.
In Step 206, peer entities are selected from the subset using the distances. The peer entities may be selected as the entities in the subset with the smallest calculated distances to the target entity. For example, the peer entities may be the N entities in the subset with the smallest distances to the target entity, where N is a predetermined number of entities.
In Step 208, an estimated value of the metric is generated by applying a machine learning model to the features of the target entity. The machine learning model is trained using training data including values of the features for the peer entities labeled with a value of the metric. Thus, the peer entities may serve as a benchmark from which the performance of the target entity, relative to the metric, may be predicted. For example, the features and estimated values of the metric for the peer entities may be available, while the features of the target entity may be unavailable or inaccurate.
In Step 210, the estimated value of the metric is presented. The metric may be presented in a graphical user interface (GUI) (e.g., the GUI of the computer program). The metric estimation manager may recommend a response to the target entity request using the estimated value of the metric. For example, the metric estimation manager may recommend the approval or rejection of the target entity request based on the value of the metric. Continuing this example, the metric estimation manager may recommend the approval or rejection of the target entity request based on whether the value of the metric exceeds a threshold.
The process of
In one or more embodiments, the machine learning model is further trained using training data including values of the features for the different peer entities labeled with a value of the metric.
Initially, in Step 254 a target entity request is sent to metric estimation manager configured to transmit an estimated value of a metric by performing the steps of
In Step 256, the estimated value of the metric is received from the metric estimation manager. The computer program may receive the estimated value of the metric from the metric estimation manager via the network.
Initially, in Step 258, the estimated value of the metric is presented (see description of Step 210 above).
The cluster model (426) ((146) in
Embodiments disclosed herein may be implemented on a computing system specifically designed to achieve an improved technological result. When implemented in a computing system, the features and elements of this disclosure provide a significant technological advancement over computing systems that do not implement the features and elements of the disclosure. Any combination of mobile, desktop, server, router, switch, embedded device, or other types of hardware may be improved by including the features and elements described in the disclosure. For example, as shown in
The computer processor(s) (502) may be an integrated circuit for processing instructions. For example, the computer processor(s) may be one or more cores or micro-cores of a processor. The computing system (500) may also include one or more input devices (510), such as a touchscreen, keyboard, mouse, microphone, touchpad, electronic pen, or any other type of input device.
The communication interface (512) may include an integrated circuit for connecting the computing system (500) to a network (not shown) (e.g., a local area network (LAN), a wide area network (WAN) such as the Internet, mobile network, or any other type of network) and/or to another device, such as another computing device.
Further, the computing system (500) may include one or more output devices (508), such as a screen (e.g., a liquid crystal display (LCD), a plasma display, touchscreen, cathode ray tube (CRT) monitor, projector, or other display device), a printer, external storage, or any other output device. One or more of the output devices may be the same or different from the input device(s). The input and output device(s) may be locally or remotely connected to the computer processor(s) (502), non-persistent storage (504), and persistent storage (506). Many different types of computing systems exist, and the aforementioned input and output device(s) may take other forms.
Software instructions in the form of computer readable program code to perform embodiments disclosed herein may be stored, in whole or in part, temporarily or permanently, on a non-transitory computer readable medium such as a CD, DVD, storage device, a diskette, a tape, flash memory, physical memory, or any other computer readable storage medium. Specifically, the software instructions may correspond to computer readable program code that, when executed by a processor(s), is configured to perform one or more embodiments disclosed herein.
The computing system (500) in
Although not shown in
The nodes (e.g., node X (522), node Y (524)) in the network (520) may be configured to provide services for a client device (526). For example, the nodes may be part of a cloud computing system. The nodes may include functionality to receive requests from the client device (526) and transmit responses to the client device (526). The client device (526) may be a computing system, such as the computing system shown in
The computing system or group of computing systems described in
Based on the client-server networking model, sockets may serve as interfaces or communication channel end-points enabling bidirectional data transfer between processes on the same device. Foremost, following the client-server networking model, a server process (e.g., a process that provides data) may create a first socket object. Next, the server process binds the first socket object, thereby associating the first socket object with a unique name and/or address. After creating and binding the first socket object, the server process then waits and listens for incoming connection requests from one or more client processes (e.g., processes that seek data). At this point, when a client process wishes to obtain data from a server process, the client process starts by creating a second socket object. The client process then proceeds to generate a connection request that includes at least the second socket object and the unique name and/or address associated with the first socket object. The client process then transmits the connection request to the server process. Depending on availability, the server process may accept the connection request, establishing a communication channel with the client process, or the server process, busy in handling other operations, may queue the connection request in a buffer until server process is ready. An established connection informs the client process that communications may commence. In response, the client process may generate a data request specifying the data that the client process wishes to obtain. The data request is subsequently transmitted to the server process. Upon receiving the data request, the server process analyzes the request and gathers the requested data. Finally, the server process then generates a reply including at least the requested data and transmits the reply to the client process. The data may be transferred, more commonly, as datagrams or a stream of characters (e.g., bytes).
Shared memory refers to the allocation of virtual memory space in order to substantiate a mechanism for which data may be communicated and/or accessed by multiple processes. In implementing shared memory, an initializing process first creates a shareable segment in persistent or non-persistent storage. Post creation, the initializing process then mounts the shareable segment, subsequently mapping the shareable segment into the address space associated with the initializing process. Following the mounting, the initializing process proceeds to identify and grant access permission to one or more authorized processes that may also write and read data to and from the shareable segment. Changes made to the data in the shareable segment by one process may immediately affect other processes, which are also linked to the shareable segment. Further, when one of the authorized processes accesses the shareable segment, the shareable segment maps to the address space of that authorized process. Often, only one authorized process may mount the shareable segment, other than the initializing process, at any given time.
Other techniques may be used to share data, such as the various data described in the present application, between processes without departing from the scope of the invention. The processes may be part of the same or different application and may execute on the same or different computing system.
The computing system in
The user, or software application, may submit a statement or query into the DBMS. Then the DBMS interprets the statement. The statement may be a select statement to request information, update statement, create statement, delete statement, etc. Moreover, the statement may include parameters that specify data, or data container (database, table, record, column, view, etc.), identifier(s), conditions (comparison operators), functions (e.g. join, full join, count, average, etc.), sort (e.g. ascending, descending), or others. The DBMS may execute the statement. For example, the DBMS may access a memory buffer, a reference or index a file for read, write, deletion, or any combination thereof, for responding to the statement. The DBMS may load the data from persistent or non-persistent storage and perform computations to respond to the query. The DBMS may return the result(s) to the user or software application.
The above description of functions presents only a few examples of functions performed by the computing system of
While the invention has been described with respect to a limited number of embodiments, those skilled in the art, having benefit of this disclosure, will appreciate that other embodiments can be devised which do not depart from the scope of the invention as disclosed herein. Accordingly, the scope of the invention should be limited only by the attached claims.
