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FICO® Xpress Optimization Blog
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FICO® Decision Optimizer 9.3 – Jan 2025

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FICO
Community Manager
1 year ago
New Functionality and Changes Introduced with Decision Optimizer 9.3
New Features and Changes
This release adds to the performance improvements in DIM execution across optimization and simulation scenarios that were implemented in DO 9.2.
  • The DIM execution improvements (including calculation over one treatment only for Simulation Scenarios, smarter batching, parallel execution) have now been implemented for Stress Testing.
  • The DIM now considers only treatments that are active at the scenario level, both for the calculations and memory allocations. This will improve run times and reduce memory usage when a scenario has some treatments disabled.
Report enhancements:
  • The order of metrics in the reports can be customized.
  • In Summary Report, the Metrics table now has filters.
  • Action Mix and Treatment Mix reports have a more compact layout and no column frozen (in horizontal scrolling).
  • In Scenario Configuration Report, the last scenario execution time is reported.

Defect Remediation
  • Attaching a DIM component from Fico Drive didn’t update the mapping correctly.
  • If the TAO segment limit was increased, the segmentation schemes needed to be redefined.
  • Tree Editor could show branch conditions with large values (1 million or greater) incorrectly.
  • Copy-pasting data in the Binning Details table caused wrong binning labels and ordering visualization.

Note: this release of Decision Optimizer requires a minimum version of Xpress 9.5 and Xpress Insight 5.13.

Additionally, the Action Effect Modeling 2.3 releaseincludes the following.
New Features and Changes
  • Adopted XI partial execution mode. This allowed substantial computational and memory savings.
  • Reduced Base and AE model training time thanks to improved code efficiency.
  • Provided options to Process Empty Values: treating them as 0, ignore records with empty predictor values, and replace them with custom value.
  • Enhanced management of categorical variables: numerical orders are not necessarily integers, different categories can be mapped to the same order, and allowed holdouts to be categorical
  • Add min/max of IV to Action and Sensitivity Metrics
  • Provided Sum and Standard Deviation statistics for the Processed Dataset
  • Summary statistics are reset when loading a dataset
  • Heatmap colors are colorblind friendly (blue scale)
  • Made WoE formula for binary targets consistent with other FICO tools (when there is a greater proportion of '1' values in a bin, bin has a positive WoE)

Defect Remediation
  • Manual Action Binning failed if executed after Predictor Binning
  • Message on incorrect license was not raised when training AE model (only at Base model training)
  • SND was incorrectly assigning records to action bins with operator "<"
  • Observed Action Space To Use was set incorrectly, as it was replaced with the user-provided value
  • SND dataset was not capping the Action values

Note: This release of Action Effect Modeling requires a minimum version of Xpress 9.5 and Xpress Insight 5.13.
Updated 1 year ago
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