Patent ID: 11922329
Assignee: DATAROBOT, INC.
Field: Computer technology (Electrical engineering)
Classification: CPC G | IPC G

Claim 13:
14. A predictive modeling apparatus comprising:
a memory configured to store a machine-executable module encoding a second-order predictive modeling procedure associated with a second-order predictive model, wherein the second-order predictive modeling procedure includes a plurality of tasks including at least one pre-processing task and at least one model-fitting task; and
at least one processor configured to execute the machine-executable module, wherein executing the machine-executable module causes the apparatus to perform the second-order predictive modeling procedure on a fitted, first-order predictive model, including:
performing the pre-processing task, including obtaining the 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 the model-fitting task, including:
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.