Apply boosting as appropriate.
Free SOA Exam PA (Predictive Analytics) lesson in Tree-Based Models. 12 min read, ~1,862 words.
Boosting fits trees sequentially; each new tree corrects the residual errors of the ensemble so far. Gradient boosting fits each tree to the negative gradient of the loss, scaled by the learning rate (shrinkage). Small learning rate plus many trees generalizes better; large learning rate overfits fast. Learning rate and...
Read the full lesson, free →
Worked examples, audio narration, and practice. Free with a free account, no card.
What this lesson covers
- Content
- Example 1
- Example 2
- Common Mistakes
- Check Your Understanding
- Exam Shortcuts
Learning objectives
- 5c
Browse all free Exam PA lessons or jump into free Exam PA practice questions.