LocalGLMnet: interpretable deep learning for tabular data

DOI10.1080/03461238.2022.2081816OpenAlexW3190951304MaRDI QIDQ5878643

Mario V. Wüthrich, Ronald Richman

Publication date: 21 February 2023

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.11059

zbMATH Keywords

neural networkexponential dispersion familyvariable selectiongeneralized linear modelregression modeltabular datadeep learningexplainable deep learningmodel interpretabilityattention layer

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

Related Items (1)

Lasso regularization within the LocalGLMnet architecture

Uses Software

• Boruta
• CASdatasets
• Fahrmeir
• Tensor2Tensor

Cites Work

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• Bias regularization in neural network models for general insurance pricing
• Information and Exponential Families
• Bayesian Deep Net GLM and GLMM
• Time-series forecasting of mortality rates using deep learning
• Visualizing the Effects of Predictor Variables in Black Box Supervised Learning Models

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