Delta Boosting Machine with Application to General Insurance
This report introduces Delta Boosting (DB) as a new member of the boosting family. Similar to the popular Gradient Boosting (GB), this new member is presented as a forward stagewise additive model that attempts to reduce the loss at each iteration by sequentially fitting a simple base learner to complement the running predictions.
The SOA would like to thank the following individuals for serving on the Project Oversight Group:
- Brandon Barber
- Larry Hua
- Peng Shi
- Emiliano Valdez
- Scott Lennox, SOA Staff Fellow
- Erika Schulty, SOA Research Associate I
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