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US Patent 11544634 System and method for detecting data drift

Patent 11544634 was granted and assigned to Royal Bank of Canada on January, 2023 by the United States Patent and Trademark Office.

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Is a
Patent
Patent
0

Patent attributes

Patent Applicant
Royal Bank of Canada
Royal Bank of Canada
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Current Assignee
Royal Bank of Canada
Royal Bank of Canada
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Patent Jurisdiction
United States Patent and Trademark Office
United States Patent and Trademark Office
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Patent Number
115446340
Patent Inventor Names
Vathy M. Kamulete0
Date of Patent
January 3, 2023
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Patent Application Number
169132560
Date Filed
June 26, 2020
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Patent Citations Received
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US Patent 11778565 Determining open loop power control parameters
Patent Primary Examiner
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Brandon J Miller
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CPC Code
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G06N 7/005
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G06N 3/08
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G06N 5/003
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G06N 20/20
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Data drift or dataset shift is detected between training dataset and test dataset by training a scoring function using a pooled dataset, the pooled dataset including a union of the training dataset and the test dataset; obtaining an outlier score for each instance in the training dataset and the test dataset based at least in part on the scoring function; assigning a weight to each outlier score based at least in part on training contamination rates; determining a test statistic based at least in part on the outlier scores and the weights; determining a null distribution of no dataset shift for the test statistic; determining a threshold in the null distribution; and when the test statistic is greater than or equal to the threshold, identifying dataset shift between the training dataset and the test dataset.

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