Recurrent Neural Networks for Churn Prediction

I just posted a simple implementation of WTTE-RNNs in Keras on GitHub: Keras Weibull Time-to-event Recurrent Neural Networks. I'll let you read up on the details in the linked information, but suffice it to say that this is a specific type of neural net that handles time-to-event prediction in a super intuitive way. If you're thinking of building a model to predict (rather than understand) churn, I'd definitely consider giving this a shot. And with Keras, implementing the model is pretty darn easy.

As proof of the model's effectiveness, here's my demo model (with absolutely no optimization) predicting the remaining useful life of jet engines. It's not perfect by any means, but it's definitely giving a pass to engines that are in the clear, and flagging ones that are more likely to fail (plus a few false positives). I have no idea how much better it could do with some tweaking:

Demo WTTE-RNN Performance

Also, if anybody's curious as to why I've been in a bit of a post desert lately, my wife and I recently had a baby and I haven't been giving as much thought to the blog. However, I have some ideas brewing!

Random Forest Classifiers as a Web Service in PHP

Recently, I found myself wanting to be able to make real-time, online predictions using a random forest classifier trained in R. Of course, there are many ways to make that happen – I could have used yhat’s ScienceOps product, for example. But, for project-specific reasons, I decided that the best route to go in this case was to get my hands dirty and build my own RESTful API for making predictions using my model.

Apparently, back in 2011, Disney debuted a show called "So Random." Thankfully, it only ran for a single season...

Apparently, back in 2011, Disney debuted a show called “So Random.” Thankfully, it only ran for a single season…

In this post, we’ll walk through all of the code necessary to export a random forest classifier from R and use it to make real-time online predictions in a PHP script.

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