METHOD AND SYSTEM FOR MODEL AUTO-SELECTION USING AN ENSEMBLE OF MACHINE LEARNING MODELS

摘要

A system and method for model auto-selection for a prediction using an ensemble of machine learning models. The method includes: receiving historical data, the historical data including previous outcomes of a plurality of events associated with a plurality of data categories; training candidate machine learning models with the historical data, each candidate machine learning model trained using a respective one of the data categories; and determining an ensemble of machine learning models by determining a median prediction for combinations of candidate machine learning models and determining the combination that has the median prediction that is closest to at least one of the previous outcomes.