These are objects representing CV fitted boosting trees.
a list of BTFit objects with each element corresponding to a specific BT fit on a particular fold
The following components must be included in a legitimate BTCVFit object.
Gireg Willame gireg.willame@gmail.com
This package is inspired by the gbm3 package. For more details, see https://github.com/gbm-developers/gbm3/.
CV (Adaptive) Boosting Tree Model Object.
M. Denuit, D. Hainaut and J. Trufin (2019). Effective Statistical Learning Methods for Actuaries |: GLMs and Extensions, Springer Actuarial.
M. Denuit, D. Hainaut and J. Trufin (2019). Effective Statistical Learning Methods for Actuaries ||: Tree-Based Methods and Extensions, Springer Actuarial.
M. Denuit, D. Hainaut and J. Trufin (2019). Effective Statistical Learning Methods for Actuaries |||: Neural Networks and Extensions, Springer Actuarial.
M. Denuit, D. Hainaut and J. Trufin (2022). Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link. Accepted for publication in Scandinavian Actuarial Journal.
M. Denuit, J. Huyghe and J. Trufin (2022). Boosting cost-complexity pruned trees on Tweedie responses: The ABT machine for insurance ratemaking. Paper submitted for publication.
M. Denuit, J. Trufin and T. Verdebout (2022). Boosting on the responses with Tweedie loss functions. Paper submitted for publication.
BT.