Add final reconciliation break classifier model
Browse files- README.md +22 -10
- config.json +43 -0
- features.json +10 -0
- model.joblib +3 -0
- predict.py +17 -0
- requirements.txt +4 -0
README.md
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- `best_model.joblib` – trained ML pipeline
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- `feature_schema.json` – input feature definition
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- `metrics.json` – evaluation metrics
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##
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##
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---
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license: mit
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tags:
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- fintech
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- reconciliation
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- classification
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---
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# FinTech Reconciliation Break Classifier (Pair-Level)
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This repository contains a trained model that predicts whether a bank↔broker reconciliation **pair** is a **TRUE_BREAK (1)** or **FALSE_BREAK (0)**.
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## Features Used
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['large_amt_mismatch', 'amt_diff', 'amt_pct', 'amt_diff_abs', 'amt_ratio', 'settlement_gap_days', 'is_weekend', 'is_settlement_weekend']
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## Best Run (selected by PR-AUC)
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- Experiment: exp_001_baseline
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- PR-AUC: 1.000
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- ROC-AUC: 1.000
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- F1: 0.998
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## Files
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- `model.joblib` : trained sklearn pipeline
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- `features.json`: selected feature list
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- `config.json` : training metadata + best metrics
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- `predict.py` : minimal inference helper
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config.json
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{
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"task": "break",
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"label_column": "recon_break_label",
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"label_map": {
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"TRUE_BREAK": 1,
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"FALSE_BREAK": 0
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},
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"selected_features": [
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"large_amt_mismatch",
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"amt_diff",
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"amt_pct",
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"amt_diff_abs",
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"amt_ratio",
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"settlement_gap_days",
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"is_weekend",
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"is_settlement_weekend"
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],
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"winning_experiment": "exp_001_baseline",
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"winning_iteration": 1,
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"winning_metrics": {
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"pr_auc": 1.0,
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"roc_auc": 1.0,
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"f1": 0.998330550918197,
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"precision": 0.9966666666666667,
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"recall": 1.0
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},
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"trained_at": "2025-12-26T23:06:16",
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"model_config": {
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"model_type": "logreg",
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"logreg_C": 0.3,
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"rf_n_estimators": 200,
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"rf_max_depth": null,
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"rf_min_samples_leaf": 5,
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"gb_n_estimators": 100,
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"gb_learning_rate": 0.05,
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"gb_max_depth": 3,
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"mlp_hidden": [
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128
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],
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"mlp_alpha": 0.0001,
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"mlp_max_iter": 300
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}
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}
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features.json
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[
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"large_amt_mismatch",
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"amt_diff",
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"amt_pct",
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"amt_diff_abs",
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"amt_ratio",
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"settlement_gap_days",
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"is_weekend",
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"is_settlement_weekend"
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]
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model.joblib
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version https://git-lfs.github.com/spec/v1
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oid sha256:8dc12c819dcd18d71fe845a521c1dabd2639cb5a771f853b95b2a04a2f6c9f57
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size 3258
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predict.py
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import json
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import joblib
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import pandas as pd
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from pathlib import Path
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HERE = Path(__file__).resolve().parent
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pipe = joblib.load(HERE / "model.joblib")
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features = json.loads((HERE / "features.json").read_text(encoding="utf-8"))
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def predict_proba(df: pd.DataFrame):
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X = df[features].copy()
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return pipe.predict_proba(X)[:, 1]
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def predict(df: pd.DataFrame, threshold: float = 0.5):
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proba = predict_proba(df)
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pred = (proba >= threshold).astype(int)
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return pred, proba
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requirements.txt
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pandas
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numpy
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scikit-learn
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joblib
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