CPC G06N 5/04 (2013.01) [G06F 9/5011 (2013.01); G06N 5/02 (2013.01); G06N 20/00 (2019.01); G06Q 10/04 (2013.01); G06Q 10/06 (2013.01)] | 28 Claims |
1. A predictive modeling method comprising:
obtaining a fitted, first-order predictive model, wherein the first-order predictive model is configured to predict values of one or more output variables of a prediction problem based on values of one or more first input variables; and
performing a second-order predictive modeling procedure on the fitted, first-order model, wherein the second-order modeling procedure is associated with a second-order predictive model, and wherein performing the second-order predictive modeling procedure on the fitted, first-order model includes:
generating second-order input data including a plurality of second-order observations, wherein each second-order observation includes respective observed values of one or more second input variables and predicted values of the output variables, and wherein generating the second-order input data comprises, for each second-order observation: obtaining the respective observed values of the second input variables and corresponding observed values of the first input variables, and applying the first-order predictive model to the corresponding observed values of the first input variables to generate the respective predicted values of the output variables,
generating, from the second-order input data, second-order training data and second-order testing data,
generating a fitted second-order predictive model of the fitted first-order model by fitting the second-order predictive model to the second-order training data, and
testing the fitted, second-order predictive model of the fitted first-order model on the second-order testing data.
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