Listen in as Anders Larson, FSA, MAAA, interviews Shea Parkes, FSA, MAAA about Gradient Boosting Machines (GBMs). Although GBMs share many characteristics with Random Forests, they can often provide better performance at the cost of somewhat higher complexity. This discussion covers topics including underlying theory, tuning hyperparameters and modern implementations.

Direct download: SOA17_19_PAF_07_GBMs.mp3
Category:Predictive Analytics and Futurism -- posted at: 10:42am CDT