Category ACTUARIAL DATA SCIENCE Accurate GLM: Leveraging Elastic Net Capabilities to Shape GLM Model

Accurate GLM: Leveraging Elastic Net Capabilities to Shape GLM Model

uploaded November 17, 2022 Views: 15 Comments: 0 Marked favorite: 3
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In this session, the speaker will introduce and illustrate practical utilization of Accurate GLM, an approach conceived by Hirokazu Iwasawa and introduced in his co-authored paper, “AGLM: A Hybrid Modeling Method of GLM and Data Science Techniques”. Through practical use cases, the speaker shows how the approach creatively uses Elastic Nets and clever encoding to assist the modeler in setting the model structure in a more intuitive manner. 

 

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