SOA Podcasts - Society of Actuaries

Predictive Analytics and Futurism Section: Gradient Boosting Machines


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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.

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SOA Podcasts - Society of ActuariesBy Society of Actuaries (SOA)

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