Royal Bank of Canada

Jaspreet Sahota

Janahan Mathuran Ramanan

Yik Chau Lui

Yuanqiao Wu

Cathal Smyth

Seyed Mehran Kazemi

Rishab Goel

Sepehr Eghbali

A system receives transaction data over time, and creates structured data based on the received transaction data. Purchase transactions that are associated with a purchase category are identified in the structured data and labeled. A recurrent neural network such as a long short-term memory (LSTM) network, in particular, a k-LSTM architecture using weighted averages to update hidden states and cell states, is trained to build a model. The model is used to predict the likelihood of a purchase transaction.

K-LSTM architecture for purchase prediction

Described in various embodiments herein is a technical solution directed to decomposition of time as an input for machine learning, and various related mechanisms and data structures. In particular, specific machines, computer-readable media, computer processes, and methods are described that are utilized to improve machine learning outcomes, including, improving accuracy, convergence speed (e.g., reduced epochs for training), and reduced overall computational resource requirements. A vector representation of continuous time containing a periodic function with frequency and phase-shift learnable parameters is used to decompose time into output dimensions for improved tracking of periodic behavior of a feature. The vector representation is used to modify time inputs in machine learning architectures.

System and method for time-dependent machine learning architecture

An electronic device and method of correcting bias for supervised machine learning data is provided. The electronic device comprises a processor and memory storing instructions which when executed by the processor configure the processor to perform the method. The method comprises training an auto-encoder with an unbiased subset of historical data, and applying the auto-encoder to correct historical data.

Correcting bias in supervised machine learning data

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Toronto, Canada

Jaspreet Sahota