Types of Performance Monitoring

Overview of the Types of Performance Monitoring

Summary Results

Data Composition Reports

Variable Distribution Report

Characteristic and Stability Reports

Model Monitoring Reports

Lift Report

Gini (ROC and Trend) Report

KS Report

Mean Squared Error Report

Overview of the Types of Performance Monitoring

After a champion model is in production, you can monitor the performance of the model by analyzing the performance results. You can create the performance output interactively using the Edit Performance Definition wizard on the Performance page of a project or you can submit batch programs within SAS.

You can create the following types of performance output:

Summary Results

The Summary results summarize the number of models, the number of versions, the number of scoring tests, and the number of reports. The summary information enables you to compare the contents of folders, projects, and versions. You view the Summary results by selecting Actions

View Summary.

Data Composition Reports

The Variable Distribution report shows you the distributions for a variable in one or more time periods, which enables you to see the differences and changes over time. The Characteristic and Stability reports detect and quantify shifts in the distribution of variable values that occur in input data and scored output data over time. By analyzing these shifts, you can gain insights on scoring input and output variables.

Model Monitoring Reports

The model monitoring reports are a collection of performance assessment reports that evaluate the predicted and actual target values. The model monitoring reports create several charts:

Lift
Gini - ROC (Receiver Operating Characteristic)
Gini - Trend
KS
MSE (Mean Squared Error) for prediction models

When you create Data Composition reports and Model Monitoring reports, you can set performance index warnings and alerts. When certain thresholds are met, SAS Decision Manager can send a warning and alert notification to e-mail addresses that you configure either in the Edit Performance Definition wizard or in a SAS program.

You view the Data Composition reports and the Model Monitoring reports on the Results tab on the Performance page.

Summary Results

The Summary results summarizes the contents of different folders and projects.

The contents of the Summary results is dynamic and is updated according to the selected project. The scope of the information that is reported is defined by the collection of folders and objects that exist beneath the folder that is selected.

To view the Summary results, select Actions

View Summary.

Use the following sections to evaluate and compare the contents of the project:

General

Use the General section to browse the number of models, the number of versions, and the number of scoring tests.

Summary of Reports

Use the Summary of Reports section to browse the number of reports that are available on the Reports page for the selected object.

Model Target Variable Report

Use the Model Target Variable Report to see the frequency with which target variables are used in the models that exist for the selected object. Each unique model target variable is reported, listing the number of models that use that variable as a target variable.

Model Input Variable Report

Use the Model Input Variable Report to see the frequency with which input variables are used in the models for a folder or project. Each unique model input variable is reported, listing the number of models that use that variable as an input variable.

Data Composition Reports

Variable Distribution Report

Select the Results tab on the Performance page to view the Variable Distribution report. The variable distribution chart is a graphical representation of distributions over a period of time for the selected variable. Each line plot represents the data for a specific period of time. The Y-axis is the percentage of observations in a bin that is proportional to the total count.

To change the variable that appears in the chart, select a variable from the drop-down list.

Here is an example of a Variable Distribution report. By placing the cursor over a point in the chart, you can view the data for that point.

Characteristic and Stability Reports

Together, the Characteristic and Stability reports detect and quantify shifts that can occur in the distribution of model performance data, scoring input data, and the scored output data that a model produces.

Note: For each time period that you execute a performance definition, SAS Decision Manager creates a new point on the charts. Line segments between points in time do not appear on the charts unless you specify at least three data sources and collection dates as part of the performance definition.

Characteristic Report

The Characteristic report detects and quantifies the shifts in the distribution of variable values in the input data over time. These shifts can point to significant changes in customer behavior that are due to new technology, competition, marketing promotions, new laws, or other influences.

To find shifts, the Characteristic report compares the distributions of the variables in these two data sets:

the training data set that was used to develop the model
a current data set

If large enough shifts occur in the distribution of variable values over time, the original model might not be the best predictive or classification tool to use with the current data.

The Characteristic report uses a deviation index to quantify the shifts in a variable's values distribution that can occur between the training data set and the current data set. The deviation index is computed for each predictor variable in the data set, using this equation:

Numeric predictor variable values are placed into bins for frequency analysis. Outlier values are removed to facilitate better placement of values and to avoid scenarios that can aggregate most observations into a single bin.

If the training data set and the current data set have identical distributions for a variable, the variable's deviation index is equal to 0. A variable with a deviation index value that is P1>2 is classified as having a mild deviation. The Characteristic report uses the performance measure P1 to count the number of variables that receive a deviation index value that is greater than 0.1.

A variable that has a deviation index value that is P1>5 or P25>0 is classified as having a significant deviation. A performance measure P25 is used to count the number of variables that have significant deviations, or the number of input variables that receive a deviation index score value that is greater than or equal to 0.25.

Stability Report

The Stability report evaluates changes in the distribution of scored output variable values as models score data over time, and detects and quantifies shifts in the distribution of output variable values in the data that is produced by the models. If an output variable from the training data set and the output variable from the current data set have identical distributions, then that output variable's deviation index is equal to 0. An output variable with a deviation index value that is greater than 0.10 and less than 0.25 is classified as having a mild deviation. A variable that has a deviation index value that is greater than 0.30 is classified as having a significant deviation. Too much deviation in predictive variable output can indicate that model tuning, retraining, or replacement might be necessary.

Here is an example of Characteristic and Stability reports. By placing the cursor over a point in the chart, you can view the data for that point.

Model Monitoring Reports

Lift Report

The Lift report provides a visual summary of the usefulness of the information that is provided by a model for predicting a binary outcome variable. Specifically, the report summarizes the utility that you can expect by using the champion model as compared to using baseline information only. Baseline information is the prediction accuracy performance of the initial performance monitoring definition or batch program using operational data.

A monitoring Lift report can show a model's cumulative lift at a given point in time or the sequential lift performance of a model's lift over time. To detect model performance degradation, you can set the Lift report performance indexes Lift5Decay, Lift10Decay, Lift15Decay, and Lift20Decay. The data that underlies the Lift report is contained in the report file mm_lift.sas7bdat in the Resources folder.

Here is an example of a monitoring Lift report. By placing the cursor over a point in the report, you can view the data for that point.

Gini (ROC and Trend) Report

The Gini (ROC and Trend) reports show you the predictive accuracy of a model that has a binary target. The plot displays sensitivity information about the y-axis and 1-Specificity information about the x-axis. Sensitivity is the proportion of true positive events. Specificity is the proportion of true negative events. The Gini index is calculated for each ROC curve. The Gini coefficient, which represents the area under the ROC curve, is a benchmark statistic that can be used to summarize the predictive accuracy of a model.

Use the monitoring Gini (ROC and Trend) report to detect degradations in the predictive power of a model.

The data that underlies the monitoring Gini (ROC and Trend) report is contained in the report component file mm_roc.sas7bdat.

The following chart is an example of a monitoring Gini (ROC and Trend) report. By placing the cursor over a point in the chart, you can view the data for that point.

KS Report

The KS report contains the Kolmogorov-Smirnov (KS) test plots for models with a binary target. The KS statistic measures the maximum vertical separation, or deviation between the cumulative distributions of events and non-events. This trend report uses a summary data set that plots the KS statistic and the KS probability cutoff values over time.

Use the KS report to detect degradations in the predictive power of a model. To scroll through a successive series of KS performance depictions, select a time interval from the Time Interval list box. If model performance is declining, it is indicated by the decreasing distances between the KS plot lines.

To detect model performance degradation, you can set the ksDecay performance index in the KS report.

The data that underlies the KS chart is contained in the report component file mm_ks.sas7bdat.

The following report is an example of a KS report. By placing the cursor over a point in the chart, you can view the data for that point.

Mean Squared Error Report

The Mean Squared Error (MSE) report checks the accuracy of a prediction model with an interval target by comparing the estimation derived from the test data and the actual outcomes that are associated with the test data for different time periods.

The following report is an example of an MSE report.