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Listen in as Anders Larson, FSA, MAAA, interviews Shea Parkes, FSA, MAAA about ensemble predictive modeling. The most accurate predictive models are not any single predictive model; they are ensembles of different models. This discussion explores what types of ensembles are common, and some of the theory that explains their surprising power. Understanding some of this theory can help you identify problems or individual models that might benefit most from ensembling.
By Society of Actuaries (SOA)4.6
3131 ratings
Listen in as Anders Larson, FSA, MAAA, interviews Shea Parkes, FSA, MAAA about ensemble predictive modeling. The most accurate predictive models are not any single predictive model; they are ensembles of different models. This discussion explores what types of ensembles are common, and some of the theory that explains their surprising power. Understanding some of this theory can help you identify problems or individual models that might benefit most from ensembling.

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