Methods and systems for automatically identifying and selecting preferred classification and regression trees are disclosed. Embodiments of the disclosed invention may be used to identify a specific decision tree or group of preferred trees that are predictively consistent across train and test samples evaluated against at least one node-specific constraint imposed by the decision-maker, while also having high predictive performance accuracy. Specifically, for a tree to be identified as preferred by embodiments of the disclosed invention, the train and test samples when evaluated node-by-node must agree on at least one key measure of predictive consistency. In addition to this node-by-node criterion, the decision-maker may adjust selection constraints to permit selection of a tree having a small number of node-by-node consistency disagreements, but with high overall tree predictive performance accuracy.
Please help me write a proper abstract based on the patent claims. CLAIM: 1.-20. (canceled) 21. A method implemented on a general purpose computer with processor-executable program instructions configured to direct at least one processor and at least one stored data table, the at least one stored data table comprising a plurality of records and a plurality of columns and including data useful for creating and evaluating a predictive model, to automatically select a preferred tree or sub-tree among a plurality of trees, the method comprising: accessing the at least one stored data table; partitioning the data useful for creating and evaluating a predictive model to identify a training set of records and a test set of records within the data table records; constructing, by predictive analysis of the training set of records, a collection of at least one fitted tree or sub-tree, each tree or sub-tree having at least one node, at least one node of each tree or sub-tree being a terminal node; determining at least one node decision criterion useful to examine a distribution in data of at least one attribute; determining a distribution in data of at least one attribute for each node of each tree or sub-tree, the data including at least one of: train data, test data, validation data, or historical data; determining at least one lift ratio threshold; choosing at least one predictive consistency check method from a plurality of predictive consistency check methods, the plurality of predictive consistency check methods comprising: direction match agreement, and rank match agreement; determining at least one predictive consistency check failure tolerance threshold for each chosen predictive consistency check method; determining at least one prediction for each node of each tree or sub-tree as a function of at least one node decision criterion and a distribution in data of at least one attribute, the data including at least one of: train data, test data, validation data, or historical data; calculating test set lift ratio and training set lift ratio for each node of each tree or sub-tree as a function of: at least one prediction made in each node, and at least one node decision criterion; determining at least one agreement statistic corresponding to each chosen predictive consistency check method and associated with each node of each tree or sub-tree; determining at least one predictive accuracy performance measure associated with each tree or sub-tree; calculating the at least one agreement statistic corresponding to each chosen predictive consistency check method and associated with each node of each tree or sub-tree for two or more of: training set records, test set records, validation set records, or historical records; calculating a predictive accuracy performance score for each tree or sub-tree as a function of the at least one predictive accuracy performance measure and based on records limited to the test set of records; evaluating the at least one predictive consistency check method for each node of each tree or sub-tree, for training set records and test set records, in accordance with at least one of: an exact match or a fuzzy match, the at least one predictive consistency check method evaluated as a function of: at least one lift ratio, at least one lift ratio threshold, and at least one agreement statistic; identifying a first set of trees or sub-trees satisfying each chosen predictive consistency check method evaluated for each node of each tree or sub-tree; identifying a second set of trees or sub-trees not satisfying each chosen predictive consistency check method evaluated for each node of each tree or sub-tree; selecting a third set of trees or sub-trees from the second set of trees or sub-trees, the third set of trees having predictive consistency check failures within the chosen predictive consistency check failure tolerance threshold for each chosen predictive consistency check method; selecting as the preferred tree or sub-tree that tree or sub-tree from the first and third sets of trees or sub-trees having the best predictive accuracy performance score; and providing access to a decision maker to the preferred tree or sub-tree for generating predictive analytic output as a function of input data, wherein selection of the preferred tree or sub-tree is based on: one or more of direction agreement or rank match agreement determined for each node of each tree or sub-tree as a function of both the train set of records and the test set of records, predictive accuracy performance score determined for each tree or sub-tree as a function of records limited to the test set of records, and predictive consistency check method failures within a predictive consistency check failure tolerance threshold. 22. The method of claim 21 wherein the at least one agreement statistic corresponding to each chosen predictive consistency check method is determined in accordance with a technique selected from the group consisting of differences of means, trimmed means, medians, proportions, lifts using associated z-scores, and lifts using t-statistics. 23. The method of claim 22 wherein the z-scores and t-statistics are adjusted for a plurality of simultaneous comparisons to allow for a false discovery rate. 24. The method of claim 22 wherein the z-scores and t-statistics are adjusted for a plurality of simultaneous comparisons to allow for conventional Bonferroni adjustment. 25. The method of claim 21 wherein the step of selecting a third set of trees or sub-trees from the second set of trees or sub-trees is based on a number of nodes failing at least one predictive consistency check method evaluated for each node of each tree or sub-tree. 26. The method of claim 21 wherein the step of selecting a third set of trees or sub-trees from the second set of trees or sub-trees is based on a fraction of tree or sub-tree nodes failing at least one predictive consistency check method evaluated for each node of each tree or sub-tree. 27. The method of claim 21 wherein the step of selecting a third set of trees or sub-trees from the second set of trees or sub-trees is based on a lift ratio of at least one node. 28. The method of claim 21 wherein the steps of determining at least one agreement statistic corresponding to each chosen predictive consistency check method and calculating the at least one agreement statistic corresponding to each chosen predictive consistency check method are performed on only terminal nodes. 29. The method of claim 21 wherein the step of determining at least one agreement statistic corresponding to each chosen predictive consistency check method and associated with each node of each tree or sub-tree is performed using a validation set of records. 30. The method of claim 21 wherein the preferred tree or sub-tree is for identifying marketing prospects for a targeted marketing campaign. 31. The method of claim 21 wherein the preferred tree or sub-tree is for credit risk scoring and the terminal nodes of the preferred tree represent credit risk grades. 32. A system to automatically select a preferred tree or sub-tree among a plurality of trees, comprising: one or more processor; at least one stored data table comprising a plurality of records and a plurality of columns and including data useful for creating and evaluating a predictive model; and a memory that is not a transitory propagating signal, the memory connected to one or more processor and encoding computer readable instructions, including processor executable program instructions, the computer readable instructions accessible to the one or more processor, wherein the processor executable program instructions, when executed by one or more processor, cause one or more processor to perform operations comprising: access the at least one stored data table; partition the data useful for creating and evaluating a predictive model to identify a training set of records and a test set of records within the data table records; construct, by predictive analysis of the training set of records, a collection of at least one fitted tree or sub-tree, each tree or sub-tree having at least one node, at least one node of each tree or sub-tree being a terminal node; determine the training set records associated with each node of each tree or sub-tree; determine the test set records associated with each node of each tree or sub-tree; determine at least one node decision criterion useful to examine a distribution in data of at least one attribute; determine a distribution in data of at least one attribute for each node of each tree or sub-tree, the data including at least one of: train data, test data, validation data, or historical data; determine at least one lift ratio threshold; choose at least one predictive consistency check method from a plurality of predictive consistency check methods, the plurality of predictive consistency check methods comprising: direction match agreement, and rank match agreement; determine at least one predictive consistency check failure tolerance threshold for each chosen predictive consistency check method; determine at least one prediction for each node of each tree or sub-tree as a function of at least one node decision criterion and a distribution in data of at least one attribute, the data including at least one of: train data, test data, validation data, or historical data; calculate test set lift ratio and training set lift ratio for each node of each tree or sub-tree as a function of: at least one prediction made in each node, and at least one node decision criterion; determine at least one agreement statistic corresponding to each chosen predictive consistency check method and associated with each node of each tree or sub-tree; determine at least one predictive accuracy performance measure associated with each tree or sub-tree; calculate the at least one agreement statistic corresponding to each chosen predictive consistency check method and associated with each node of each tree or sub-tree for two or more of: training set records, test set records, validation set records, or historical records; calculate a predictive accuracy performance score for each tree or sub-tree as a function of the at least one predictive accuracy performance measure and based on records limited to the test set of records; evaluate the at least one predictive consistency check method for each node of each tree or sub-tree, for training set records and test set records, in accordance with at least one of: an exact match or a fuzzy match, the at least one predictive consistency check method evaluated as a function of: at least one lift ratio, at least one lift ratio threshold, and at least one agreement statistic; identify a first set of trees or sub-trees satisfying each chosen predictive consistency check method evaluated for each node of each tree or sub-tree; identify a second set of trees or sub-trees not satisfying each chosen predictive consistency check method evaluated for each node of each tree or sub-tree; select a third set of trees or sub-trees from the second set of trees or sub-trees, the third set of trees having predictive consistency check failures within the chosen predictive consistency check failure tolerance threshold for each chosen predictive consistency check method; select as the preferred tree or sub-tree that tree or sub-tree from the first and third sets of trees or sub-trees having the best predictive accuracy performance score; and provide access to a decision maker to the preferred tree or sub-tree for generating predictive analytic output as a function of input data, wherein selection of the preferred tree or sub-tree is based on: one or more of direction agreement or rank match agreement determined for each node of each tree or sub-tree as a function of both the train set of records and the test set of records, predictive accuracy performance score determined for each tree or sub-tree as a function of records limited to the test set of records, and predictive consistency check method failures within a predictive consistency check failure tolerance threshold. 33. The system of claim 32 wherein the instructions direct the processor to determine the at least one agreement statistic corresponding to each chosen predictive consistency check method in accordance with a technique selected from the group consisting of: differences of means, trimmed means, medians, proportions, lifts using associated z-scores, and lifts using t-statistics. 34. The system of claim 33 wherein the instructions direct the processor to adjust the z-scores and t-statistics for a plurality of simultaneous comparisons to allow for a false discovery rate. 35. The system of claim 33 wherein the instructions direct the processor to adjust the z-scores and t-statistics for a plurality of simultaneous comparisons to allow for conventional Bonferroni adjustment. 36. The system of claim 32 wherein the instructions direct the processor to select a third set of trees or sub-trees from the second set of trees or sub-trees based on a number of nodes failing at least one predictive consistency check method evaluated for each node of each tree or sub-tree. 37. The system of claim 32 wherein the instructions direct the processor to select a third set of trees or sub-trees from the second set of trees or sub-trees based on a fraction of tree or sub-tree nodes failing at least one predictive consistency check method evaluated for each node of each tree or sub-tree. 38. The system of claim 32 in which the instructions direct the processor to select a third set of trees or sub-trees from the second set of trees or sub-trees based on a lift ratio of at least one node. 39. The system of claim 32 wherein the preferred tree or sub-tree is for identifying marketing prospects for a targeted marketing campaign. 40. The system of claim 32 wherein the preferred tree or sub-tree is for credit risk scoring and the terminal nodes of the preferred tree represent credit risk grades.