GBM Score
Expert Score
Solution
- Decision tree, Random forest and Gradient boosting were used to obtain weights of the events
- ML methods were run in h2o
- Models for listed and unlisted companies were built
- Separate weights for listed and unlisted companies were used to arrive at the consolidated score of parent companies
Challenges
- Listed and unlisted flag was incomplete in the database
- Many companies had large number of missing data
- Frequent modification of event logic
- Running ML models and processing score with new weights took several hours posing a challenge to multiple iteration
