BT

CRANBTMaRDI QIDQ78766

(Adaptive) Boosting Trees Algorithm

Gireg Willame

Last update: 19 August 2023

Copyright license: GNU General Public License

Software version identifier: 0.3, 0.4

Description

Performs (Adaptive) Boosting Trees for Poisson distributed response variables, using log-link function. The code approach is similar to the one used in 'gbm'/'gbm3'. Moreover, each tree in the expansion is built thanks to the 'rpart' package. This package is based on following books and articles Denuit, M., Hainaut, D., Trufin, J. (2019) <doi:10.1007/978-3-030-25820-7> Denuit, M., Hainaut, D., Trufin, J. (2019) <doi:10.1007/978-3-030-57556-4> Denuit, M., Hainaut, D., Trufin, J. (2019) <doi:10.1007/978-3-030-25827-6> Denuit, M., Hainaut, D., Trufin, J. (2022) <doi:10.1080/03461238.2022.2037016> Denuit, M., Huyghe, J., Trufin, J. (2022) <https://dial.uclouvain.be/pr/boreal/fr/object/boreal%3A244325/datastream/PDF_01/view> Denuit, M., Trufin, J., Verdebout, T. (2022) <https://dial.uclouvain.be/pr/boreal/fr/object/boreal%3A268577>.

Cites work

• Effective Statistical Learning Methods for Actuaries I
• Effective Statistical Learning Methods for Actuaries II
• Effective Statistical Learning Methods for Actuaries III
• Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link

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