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PureML/DLProjectsdoneby
my own
-QinzheZhang
ProductionExample-1
-Advance modelbuilding example @Prospa
Business Problem:
 Based on internal data, build a model which could predict repayment performance of a specific industry
within a given area at a particular time
Challenges:
 No any idea or directions when received this project
 No any similar situation at Prospa before
 Most of traditional model(s) only use temporal information, without considering spatial information
simultaneously
ProductionExample-1
-Advance modelbuilding example @Prospa
Solution:
Why this is good work example,
• Quickly find a very good solution from academic researched
(AAAI 18) which conducted by DiDi(Chinese UBER) in 1
week
• Reproduce it(no code provided in that paper) and validate it
performance by comparing with three other traditional
methods in 2 weeks
• Made validated improvement to original method
• The attitude of embracing challenge, especially start from
scratch to an end to end solution in 4 weeks
https://github.com/ivurs/DL_CNN_LSTM/blob/master/ModelCompare/Project%20Documentation.ipynb
ProductionExample-2
-NLP modelforspeeding uprealtime decisioning @Prospa
Business Problem:
 Bank transaction classification(income / non-income) mainly relies on human which affects approval speed
 Existing model is combination of keywords-specified rules which,
• cannot make decision when keywords change or new one comes
• very inefficient to update keywords and rules, as well as version management
Challenges:
 Build up end to end solution which accurate enough to minimize human effort
 Represent and modelling text data in a new way which can reach best performance
 Have to understand whole credit risk side business in very short time and design validation
metrics in model evaluation
ProductionExample-2
-NLP modelforspeeding uprealtime decisioning @Prospa
Solution
Why this is good work example,
• Bring up state-of-the-art language model to Prospa which
can achieve very good modelling performance
• Working very well and being very focus in this tight deadline
project and meet high standard criteria
• Demonstrate ownership when implement it with product and
engineering team
• Quickly learn and understand credit risk side business
concepts and well applied these pieces of knowledge
ProductionExample-3
-SOTA modelformultiple time series forecasting@Prospa
Business Problem:
 Forecasting customers‘ business performance in a FUTURE PERIOD
 This problem is a “Pain” of Prospa for a while(at least for 1 year)
Challenges:
 Traditional algorithm only predict single step(e.g., ARIMA, MA)
 Not allow multiple time series forecasting, i.e., you can only analysis one time series by one
 No very friendly to add additional features, i.e., consider other features along with time
series itself.
ProductionExample-3
-SOTA modelformultiple time series forecasting@Prospa
Solution
Why this is good work example,
• Solve a business problem which existing for a long period
• Enable us to use this kind of mechanism in many similar
scenarios
• Better understand our customers’ potential
• Better serve our customer by considering their servility in
the future
• Provide a new view of how we segment our customers.
ProductionExample-3
-SOTA modelformultiple time series forecasting@Prospa
What is probability forecasting looks like, it outputs a range,
rather than only a single number

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State of the art projects sample

  • 2. ProductionExample-1 -Advance modelbuilding example @Prospa Business Problem:  Based on internal data, build a model which could predict repayment performance of a specific industry within a given area at a particular time Challenges:  No any idea or directions when received this project  No any similar situation at Prospa before  Most of traditional model(s) only use temporal information, without considering spatial information simultaneously
  • 3. ProductionExample-1 -Advance modelbuilding example @Prospa Solution: Why this is good work example, • Quickly find a very good solution from academic researched (AAAI 18) which conducted by DiDi(Chinese UBER) in 1 week • Reproduce it(no code provided in that paper) and validate it performance by comparing with three other traditional methods in 2 weeks • Made validated improvement to original method • The attitude of embracing challenge, especially start from scratch to an end to end solution in 4 weeks https://github.com/ivurs/DL_CNN_LSTM/blob/master/ModelCompare/Project%20Documentation.ipynb
  • 4. ProductionExample-2 -NLP modelforspeeding uprealtime decisioning @Prospa Business Problem:  Bank transaction classification(income / non-income) mainly relies on human which affects approval speed  Existing model is combination of keywords-specified rules which, • cannot make decision when keywords change or new one comes • very inefficient to update keywords and rules, as well as version management Challenges:  Build up end to end solution which accurate enough to minimize human effort  Represent and modelling text data in a new way which can reach best performance  Have to understand whole credit risk side business in very short time and design validation metrics in model evaluation
  • 5. ProductionExample-2 -NLP modelforspeeding uprealtime decisioning @Prospa Solution Why this is good work example, • Bring up state-of-the-art language model to Prospa which can achieve very good modelling performance • Working very well and being very focus in this tight deadline project and meet high standard criteria • Demonstrate ownership when implement it with product and engineering team • Quickly learn and understand credit risk side business concepts and well applied these pieces of knowledge
  • 6. ProductionExample-3 -SOTA modelformultiple time series forecasting@Prospa Business Problem:  Forecasting customers‘ business performance in a FUTURE PERIOD  This problem is a “Pain” of Prospa for a while(at least for 1 year) Challenges:  Traditional algorithm only predict single step(e.g., ARIMA, MA)  Not allow multiple time series forecasting, i.e., you can only analysis one time series by one  No very friendly to add additional features, i.e., consider other features along with time series itself.
  • 7. ProductionExample-3 -SOTA modelformultiple time series forecasting@Prospa Solution Why this is good work example, • Solve a business problem which existing for a long period • Enable us to use this kind of mechanism in many similar scenarios • Better understand our customers’ potential • Better serve our customer by considering their servility in the future • Provide a new view of how we segment our customers.
  • 8. ProductionExample-3 -SOTA modelformultiple time series forecasting@Prospa What is probability forecasting looks like, it outputs a range, rather than only a single number