Optimized re-training for analytic models
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United States of America Patent
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Nov 10, 2020
Grant Date -
Feb 1, 2018
app pub date -
Jul 28, 2016
filing date -
Jul 28, 2016
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Abstract
A method and system are provided for retraining an analytic model. The method includes building, by a processor, a Markov chain for the analytic model. The Markov chain has only two states that consist of an alarm state and a no alarm state. The method further includes updating, by the processor, the Markov chain with observed states, for each of a plurality of timestamps evaluated during a burn-in period. The method also includes updating, by the processor, state transition probabilities within the Markov chain, for each of a plurality of timestamps evaluated after the burn-in period. The method additionally includes generating, by the processor, a signal for causing the model to be retrained, responsive to any of the state transition probabilities representing a probability of greater than 0.5 of seeing the alarm state in a previous interval and again in a current interval.
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