5.2.4.1 Behavioral Model Aggregate Base Features
- This pre-seeded batch will be available in all the workspaces
(Production and Sandboxes ).
Note:
This batch has to be executed in the Sandbox workspace. - This batch creates base features for scenario model training in the sandbox workspace.
Figure 5-23 Define Task for Aggregate_Base_Features
- Objective folder for this task:
Home / Modeling / Pipelines / ML4AML / Scenario Model / Batch / Base FeaturesNote:
Do not change any parameter except Optional Parameters. - Optional Parameters:
- model_group_name: Name of the Model Group for which Base Feature Aggregation is to be created. Example: LOB1.
- model_name: Name of the Model used while importing the model template using Admin Notebook. Example: RMF.
- from_date: The start date for the Historic Data lookup is in DD-MM-YYYY format.
- to_date: End Date for Historic Data lookup in DD-MM-YYYY format.
- prod_flag: Flag to indicate Training/Scoring scenario. The option is Y or N.
- For sandbox/historic training scenarios, the prod_flag should be set to N.
- include_full_lookback: Flag to indicate whether the lookback should consider data beyond the from_date to aggregating base features. The option is Y or N.
- last_run_date: The last run date within the from_date and to_date range, which exactly matches the scenario run date in DD-MM-YYYY format.
- frequency: The frequency of the scenario
execution.
For example: 1 (Daily), 7 (Weekly), 14 (Bi-weekly), 30/31 (Monthly).
- look_back: The lookback period for the scenario. For example: 30.
- focus: The model entity name is provided in the
Admin notebook dataframe while creating the model group. The option
is CUSTOMER or ACCOUNT.
Figure 5-24 Parameters for Aggregate Base Features
filters: Scenario specific parameters that are used to give additional control for the base feature aggregation. The format to be provided is as follows:
Param1 : Value1 ~ Param2 : Value2a | Value2b | Value2c
For example: PRIMARY_CUST_FL : Y ~ MANTAS_BUSINESS_ACCT_TYPES : RBK | RBR ~ INCL_CASH_TRXN_PRDCT_TYPE_LST:DEBIT-CARD|SVC|CREDIT-CARD|CURRENCY|PHYS
Figure 5-25 Edit Task for Aggregate Base Features
Table 5-4 Task Parameters for Scenario Model Aggregate Base Features
| Parameter | Description |
|---|---|
| PRIMARY_CUST_FL | It indicates what accounts are included by customer
focus. The values are:
|
| INCLUDE_B28_TRNFR_FL | It controls the inclusion or exclusion of
bank-to-bank transactions. The values are:
|
| INCLUDE_TRUSTED_TRANS_FL |
It controls the inclusion or exclusion of transactions designated as trusted transactions. Trusted transactions are those considered trusted
based upon the presence of one or more trusted pairs (parties
identified as enjoying a trusted relationship) on the
transaction. The values are:
|
| INCL_RLTD_PARTIES | It allows coverage of all transactions between
related parties. The values are:
|
| RPTNG_CURR_FL | The value is Y or N.
If Y, then all aggregation is to be done on reporting currency. |
| MIN_HRG_RISK_LVL | Minimum list risk level greater than or equal to (>=) a transaction considered high risk. |
| INCL_SEC_PARTY_FL | It controls the inclusion or exclusion of secondary parties. The value is Y or N. |
| EFFCTV_RISK_CUTOFF_LVL | The effective risk level is specified for the conditional thresholds, which will be decided for overall risk. |
| ACTVTY_RISK_CUTOFF_LVL | The activity risk level is specified for the conditional thresholds, which will be decided for overall risk. |
| INCLD_ACCT_HLDR_TYP_CD | List of Account Types included by the scenario. |
| MANTAS_BUSINESS_ACCT_TYPES | Codes that identify the business purpose or usage of this account for scenarios. |
| FUNC_CURR_FL |
The value is Y or N. If Y, all aggregation will be done on the functional currency. Note: If both reporting and functional currency are passed as “N”, then it will be considered as the base currency. |
| INCL_WIRE_TRXN_PRDCT_TYPE_LST | A list of transaction product type codes for wire transactions is included in the scenario. |
| INCL_MI_TRXN_PRDCT_TYPE_LST | A list of transaction product type codes for monetary instrument transactions is included in the scenario. |
| INCL_CASH_TRXN_PRDCT_TYPE_LST | A list of transaction product type codes for cash transactions is included in the scenario. |
| INCL_BO_TRXN_PRDCT_TYPE_LST | A list of transaction product type codes for back-office transactions is included in the scenario. |
| LRF_DIGITS | Considering the number of the last digit as zero for the round amount. |
| MIN_TRANS_ROUND_AMT | Considering the minimum amount for round amount. |
| MAX_TRANS_ROUND_AMT | Considering the maximum amount for round amount. |
| MIN_INDIVIDUAL_TRANS_AMT | Minimum supported amount for LRT scenario. |
| STRUCTURED_CASH_LIMIT_MIN | Lower limit used to be considered by Financial Institutions |
| STRUCTURED_CASH_LIMIT_MAX | Reporting limit used to be considered by Financial Institutions |
| DEGREE_OF_PARALLELISM | This should be configured properly for performance gain for SQL execution in parallel degree. |
- Edit Task Parameters and Save.