Systems and methods for implementing a machine learning approach to modeling entity behavior
Systems and methods are provided for implementing a machine learning approach to modeling entity behavior. Fixed information and periodically updated information may be utilized to predict the behavior of an entity. By incorporating periodically updated information, the system is able to maintain an up-to-date prediction of each entity's behavior, while also accounting for entity action with respect to ongoing obligations. The system may generate behavior scores for the set of entities. In some embodiments, the behavior scores that are generated may indicate the transactional risk associated with each entity. Using the behavior scores generated, a user may be able to assess the credit riskiness of individual entities and instruct one or more individuals assigned to the entities to take one or more actions based on the credit riskiness of the individual entities.
1. A system for predicting entity behavior, the system comprising:
one or more processors; and
a memory storing instructions that, when executed by the one or more processors, cause the system to:
obtain first data for a set of entities related to a first time period;
label a subset of the first data based on identified classifications for one or more of the set of entities;
assign numerical labels based on the identified classifications;
obtain second data for the set of entities related to a second time period;
obtain third data for the set of entities related to a third time period, wherein the first data, the second data, and the third data, first changes between the first data and the second data, and second changes between the second data and the third data, relate to respective schedules associated with the set of entities, extents to which the set of entities have complied with the schedules, and a degrees of progress associated with the schedules;
map the extents to scores;
predict, via a machine learning component, future scores for the respective entities based on the scores, historical data, and prospective plan information of the entities; and
implement one or more actions based on the predicted future scores.
2. The system of claim 1 , wherein inputs to the machine learning component comprise a splitting criterion or a number of features associated with the splitting criterion.
3. The system of claim 2 , wherein the inputs to the machine learning component further comprise any of a depth of a decision tree of the machine learning component, a number of samples to split the decision tree at a node, a number of samples at a leaf node, and a weighted fraction of inputs at the leaf node, and a permitted number of leaf nodes.
4. The system of claim 2 , wherein the splitting criterion is based on any of a Gini impurity, an information gain, or a mean-squared-error.
5. The system of claim 2 , wherein the inputs to the machine learning component further comprise a number of decision trees.
6. The system of claim 5 , wherein the instructions further cause the system to:
compare the second data and the third data;
identify one or more discrepancies between the second data and the third data based on the comparison;
identify changes that have occurred involving one or more of the set of entities based on the identified one or more discrepancies; and generate an other dataset based on the identified changes.
7. The system of claim 1 , wherein the instructions further cause the system to:
obtain a dependency graph indicating one or more dependencies between data from disparate datasets; and
identify dependencies between the second data and the third data based on the dependency graph.
8. The system of claim 1 , wherein the instructions further cause the system to:
populating the predicted scores in a first column of an interface, wherein rows of the first column indicate the scores for the entities; and
populating average scores over a time duration in a second column of the interface.
9. The system of claim 1 , wherein the extents to which the set of entities have complied with the schedules indicate whether the entities are tardy with respect to the schedules.
10. The system of claim 9 , wherein, for any entities that are tardy with respect to the schedules, the extents to which the set of entities have complied with the schedules comprise extents to which the entities are tardy.
11. A method comprising:
obtaining first data for a set of entities related to a first time period;
labelling a subset of the first data based on identified classifications for one or more of the set of entities;
assigning numerical labels based on the identified classifications;
obtaining second data for the set of entities related to a second time period;
obtaining third data for the set of entities related to a third time period, wherein the first data, the second data, and the third data, first changes between the first data and the second data, and second changes between the second data and the third data, relate to respective schedules associated with the set of entities, extents to which the set of entities have complied with the schedules, and a degrees of progress associated with the schedules;
mapping the extents to scores;
predicting, via a machine learning component, future scores for the respective entities based on the scores, historical data, and prospective plan information of the entities; and
implementing one or more actions based on the predicted future scores.
12. The method of claim 11 , wherein inputs to the machine learning component comprise a splitting criterion or a number of features associated with the splitting criterion.
13. The method of claim 12 , wherein the inputs to the machine learning component further comprise any of a depth of a decision tree of the machine learning component, a number of samples to split the decision tree at a node, a number of samples at a leaf node, and a weighted fraction of inputs at the leaf node, and a permitted number of leaf nodes.
14. The method of claim 12 , wherein the splitting criterion is based on any of a Gini impurity, an information gain, or a mean-squared-error.
15. The method of claim 12 , wherein the inputs to the machine learning component further comprise a number of decision trees.
16. The method of claim 15 , further comprising:
comparing the second data and the third data;
identifying one or more discrepancies between the second data and the third data based on the comparison;
identifying changes that have occurred involving one or more of the set of entities based on the identified one or more discrepancies; and
generating an other dataset based on the identified changes.
17. The method of claim 11 , further comprising:
obtaining a dependency graph indicating one or more dependencies between data from disparate datasets; and
identifying dependencies between the second data and the third data based on the dependency graph.
18. The method of claim 11 , further comprising:
populating the predicted scores in a first column of an interface, wherein rows of the first column indicate the scores for the entities; and
populating average scores over a time duration in a second column of the interface.
19. The method of claim 11 , wherein the extents to which the set of entities have complied with the schedules indicate whether the entities are tardy with respect to the schedules.
20. The method of claim 19 , wherein, for any entities that are tardy with respect to the schedules, the extents to which the set of entities have complied with the schedules comprise extents to which the entities are tardy.