[44] על GLM ו AGLM עם לובה אורלובסקי - ExplAInable

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זה מרגיש כאילו עולם הלמידה מחולק ל2 מחנות, הסטטיסטיקאים ואנשי מדעי המחשב.ולאחרונה יצא מודל AGLM שהוא רעידת אדמה בעולם האקטואריה (ביטוח, פיננסים), וכנראה שרובנו לא שמענו עליו.בפרק זה נסקור מה אלו מודלי GLM, ספוילר - אחד מהם - הרגרסיה הלוגיסטית, אתם מכירים היטב.נדבר על השימושים שלהם, היתרונות שלהם בתחום הפיננסים בעקבות יכולת ההסבר שלהם, ונדבר גם על המגבלות שלהם.נסקור בקצרה את החידושים בAGLM שמשתמש במודלים מבוססי עצים על מנת להביא חזרה לLogistic Regression את הנקודות שהוא חלש בהם ומביא אותו לרמה של XGBoost.Links:https://www.institutdesactuaires.com/global/gene/link.php?doc_id=16273#:~:text=AGLM1%20is%20defined%20as,coding%20methodologies%20of%20dummy%20variables.https://github.com/kkondo1981/aglmGAM - Generalized additive modelshttps://medium.com/just-another-data-scientist/building-interpretable-models-with-generalized-additive-models-in-python-c4404eaf5515

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How long is this episode of ExplAInable?

This episode is 33 minutes long.

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This episode was published on August 29, 2023.

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זה מרגיש כאילו עולם הלמידה מחולק ל2 מחנות, הסטטיסטיקאים ואנשי מדעי המחשב.ולאחרונה יצא מודל AGLM שהוא רעידת אדמה בעולם האקטואריה (ביטוח, פיננסים), וכנראה שרובנו לא שמענו עליו.בפרק זה נסקור מה אלו מודלי GLM, ספוילר - אחד מהם - הרגרסיה הלוגיסטית, אתם...

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