System and method of cyclic boosting for explainable supervised machine learning

1. A computer-implemented method of explainable supervised machine learning cyclic boosting for prediction and explanation of future customer demand quantities, comprising:

receiving, by a server comprising a processor and a memory, historical sales data comprising aggregated sales data for one or more items from one or more stores for at least one past time period, wherein the one or more stores maintain an inventory of the one or more items at one or more stocking locations;

binning categorical features from the historical sales data according to feature categories;

binning continuous features from the historical sales data;

training a cyclic boosting model to learn model parameters by iteratively calculating, for each feature and each bin, one or more factors for at least one full feature cycle,

wherein a training period is earlier than a prediction period, and each of one or more demand quantities is associated with at least one item of the one or more items and at least one stocking location of the one or more stocking locations during the prediction period, and

wherein training the cyclic boosting model to learn the model parameters by iteratively calculating, for each feature and each bin, the one or more factors for the at least one full feature cycle, comprises:

calculating partial factors g and corresponding aggregated factors f according to:

g

j

,

t

k

=

∑

x

j

,

i

∈

b

j

k

y

i

∑

x

j

,

i

∈

b

j

k

y

^

i

,

τ

;

 and

f

j

,

t

k

=

∏

s

=

1

t

g

j

,

s

k

,

wherein ŷ j is a predicted value of a target variable for each feature j and each bin k denoted by b j k of an observation x j,i , index t is a current iteration, index τ is a preceding iteration, and iterations of both the index t and the index τ are full feature cycles;

predicting the one or more demand quantities during the prediction period by training a prediction model on historical supply chain data; and

rendering, for display on a user interface, a demand prediction feature explanation visualization comprising a predicted demand and one or more features identified during the training of the prediction model that influence the predicted demand.

2. The computer-implemented method of claim 1 , further comprising:

rendering, for display on the user interface, one or more interactive graphical elements for selection of the one or more items and stores;

in response to the selection of the one or more items and stores, retrieving the one or more factors influencing the predicted demand; and

rendering, for display on the user interface, a visualization comprising one or more graphical elements identifying the one or more features and the one or more retrieved factors.

3. The computer-implemented method of claim 1 , further comprising:

rendering, for display on the user interface, one or more interactive graphical elements that provide for modifying one or more future states of the one or more features identified by the cyclic boosting model during the training; and

in response to modifying the one or more future states of the one or more features, modifying input values to represent a future scenario corresponding to the modified one or more future states of the one or more features.

4. The computer-implemented method of claim 1 , further comprising:

binning continuous features, wherein each bin has one or more of a same width or a same quantity of observations.

5. The computer-implemented method of claim 1 , further comprising:

calculating, for each of the iterations, from the partial factor g and an aggregated factor f t-1 , the predicted value ŷ i of the target variable for the current iteration according to:

y

^

i

=

μ

·

∏

j

=

1

p

f

j

k

⁢

with

⁢

k

=

{

x

j

,

i

∈

b

j

k

}

with current values of the aggregated factors f according to:

y

^

i

,

τ

=

μ

·

∏

j

=

1

p

f

j

,

τ

k

,

wherein a global average μ is calculated from target values y of all of the historical supply chain data.

6. A system of explainable supervised machine learning cyclic boosting for prediction and explanation of future customer demand quantities, comprising:

a server, comprising a processor and a memory, configured to:

receive historical sales data comprising aggregated sales data for one or more items from one or more stores for at least one past time period, wherein the one or more stores maintain an inventory of the one or more items at one or more stocking locations;

bin categorical features from the historical sales data according to feature categories;

bin continuous features from the historical sales data;

train a cyclic boosting model to learn model parameters by iteratively calculating, for each feature and each bin, one or more factors for at least one full feature cycle,

wherein a training period is earlier than a prediction period, and each of one or more demand quantities is associated with at least one item of the one or more items and at least one stocking location of the one or more stocking locations during the prediction period, and

wherein train the cyclic boosting model to learn the model parameters by iteratively calculating, for each feature and each bin, the one or more factors for the at least one full feature cycle, comprises:

calculate partial factors g and corresponding aggregated factors f according to:

g

j

,

t

k

=

∑

x

j

,

i

∈

b

j

k

y

i

∑

x

j

,

i

∈

b

j

k

y

^

i

,

τ

;

 and

f

j

,

t

k

=

∏

s

=

1

t

g

j

,

s

k

,

wherein ŷ j is a predicted value of a target variable for each feature j and each bin k denoted by b j k of an observation x j,i , index t is a current iteration, index τ is a preceding iteration, and iterations of both the index t and the index τ are full feature cycles;

predict the one or more demand quantities during the prediction period by training a prediction model on historical supply chain data; and

render, for display on a user interface, a demand prediction feature explanation visualization comprising a predicted demand and one or more features identified during the training of the prediction model that influence the predicted demand.

7. The system of claim 6 , wherein the server is further configured to:

render, for display on the user interface, one or more interactive graphical elements for selection of one or more items and stores;

in response to the selection of the one or more items and stores, retrieve the one or more factors influencing the predicted demand; and

render, for display on the user interface, a visualization comprising one or more graphical elements identifying the one or more features and the one or more retrieved factors.

8. The system of claim 6 , wherein the server is further configured to:

render, for display on the user interface, one or more interactive graphical elements that allow for modification of one or more future states of the one or more features identified by the cyclic boosting model during the training; and

in response to modification of the one or more future states of the one or more features, modify input values to represent a future scenario corresponding to the modified one or more future states of the one or more features.

9. The system of claim 6 , wherein the server is further configured to:

bin continuous features, wherein each bin has one or more of a same width or a same quantity of observations.

10. The system of claim 6 , wherein the server is further configured to:

calculate, for each of the iterations, from the partial factor g and an aggregated factor f t-1 , the predicted value ŷ i of the target variable for the current iteration according to:

y

^

i

=

μ

·

∏

j

=

1

p

f

j

k

⁢

with

⁢

k

=

{

x

j

,

i

∈

b

j

k

}

with current values of the aggregated factors f according to:

y

^

i

,

τ

=

μ

·

∏

j

=

1

p

f

j

,

τ

k

,

wherein a global average μ is calculated from target values y of all of the historical supply chain data.

11. A non-transitory computer-readable medium embodied with software for explainable supervised machine learning cyclic boosting for prediction and explanation of future customer demand quantities, wherein the software, when executed:

receives historical sales data comprising aggregated sales data for one or more items from one or more stores for at least one past time period, wherein the one or more stores maintain an inventory of the one or more items at one or more stocking locations;

bins categorical features from the historical sales data according to feature categories;

bins continuous features from the historical sales data;

trains a cyclic boosting model to learn model parameters by iteratively calculating, for each feature and each bin, one or more factors for at least one full feature cycle,

wherein a training period is earlier than a prediction period, and each of one or more demand quantities is associated with at least one item of the one or more items and at least one stocking location of the one or more stocking locations during the prediction period, and

wherein trains the cyclic boosting model to learn the model parameters by iteratively calculating, for each feature and each bin, the one or more factors for the at least one full feature cycle, comprises:

calculates partial factors g and corresponding aggregated factors f according to:

g

j

,

t

k

=

∑

x

j

,

i

∈

b

j

k

y

i

∑

x

j

,

i

∈

b

j

k

y

^

i

,

τ

;

 and

f

j

,

t

k

=

∏

s

=

1

t

g

j

,

s

k

,

wherein ŷ j is a predicted value of a target variable for each feature j and each bin k denoted by b j k of an observation x j,i , index t is a current iteration, index τ is a preceding iteration, and iterations of both the index t and the index τ are full feature cycles;

predicts the one or more demand quantities during the prediction period by training a prediction model on historical supply chain data; and

renders, for display on a user interface, a demand prediction feature explanation visualization comprising a predicted demand and one or more features identified during the training of the prediction model that influence the predicted demand.

12. The non-transitory computer-readable medium of claim 11 , wherein the software, when executed, further:

renders, for display on the user interface, one or more interactive graphical elements for selection of one or more items and stores;

in response to the selection of the one or more items and stores, retrieves the one or more factors influencing the predicted demand; and

renders, for display on the user interface, a visualization comprising one or more graphical elements identifying the one or more features and the one or more retrieved factors.

13. The non-transitory computer-readable medium of claim 11 , wherein the software, when executed, further:

renders, for display on the user interface, one or more interactive graphical elements that allow for modifying one or more future states of the one or more features identified by the cyclic boosting model during the training; and

in response to modification of the one or more future states of the one or more features, modifies input values to represent a future scenario corresponding to the modified one or more future states of the one or more features.

14. The non-transitory computer-readable medium of claim 11 , wherein the software, when executed, further:

calculates, for each of the iterations, from the partial factor g and an aggregated factor f t-1 , the predicted value ŷ i of the target variable for the current iteration according to:

y

^

i

=

μ

·

∏

j

=

1

p

f

j

k

⁢

with

⁢

k

=

{

x

j

,

i

∈

b

j

k

}

with current values of the aggregated factors f as according to:

y

^

i

,

τ

=

μ

·

∏

j

=

1

p

f

j

,

τ

k

,

wherein a global average μ is calculated from target values y of all of the historical supply chain data.