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.

Report

Delta Boosting Machine with Application to General Insurance Report

Thank You

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

Questions Or Comments?

If you have comments or questions, please email research@soa.org.