I'm working on an Insurance model and I'd like to run Severity and Frequency models using the Catboost gradient boosting algorithm. The problem is that according to the literature, a Severity model assumes a Gamma distributed response variable, while according to the Catboost documentation, a Gamma objective model is not supported. Is there a way utilize one of the existing objectives (e.g. Poisson or Tweedie), to achieve that?
Is there a way to do a Regression in Catboost for a Gamma distributed response variable?
1.5k views Asked by Tal Meyerstein At
1
There are 1 answers
Related Questions in POISSON
- Error when trying to fit glmer in R with Poisson distribution: PIRLS step-halvings failed to reduce deviance in pwrssUpdate
- code that generates numbers from the Poisson distribution for small lambdas
- python GLM Poisson regression diverges in hand-coded implementation
- Correct estimate statement for PROC GENMOD
- GLM Error in R - Getting the message: "Error: no valid set of coefficients has been found: please supply starting values"
- Plotenvelope Error: inner loop 1; cannot correct step size
- Robust Poison regression
- How can I estimate Poisson quasi-MLE models in Python?
- Calculating the average marginal effect of a single day of exposure to a treatment from a Poisson GLMM with an offset
- Error with relaxed poisson regression in tidymodels
- Avoiding convergence warnings with time series of counts
- Comparing results from Poisson regressions
- how to visualize the effect of a variable in a multiple point process model fitted using gam using spatstat?
- Incorrect reconstruction when moving a pointcloud using pcl::Poisson
- Draw demand pattern using the Poisson distribution
Related Questions in CATBOOST
- Error "TypeError: object of type 'float' has no len()" when adding parameter "weights" to sum_model in catboost classifier
- Can I get the categorical features which used in model development from catboost model directly?
- Catboost none features lead to unstable predictions
- Issue with Installing CatBoost Version 0.24.4 in VSCode
- Getting "CatBoostError: Attempt to call single feature writer on packed feature writer" when trying to fit CatBoostClassifier with embeddings on GPU
- Categorical variables splits in CatBoost
- Passing a set as an indexer is not supported. Use a list instead
- Understanding and using incremental regression with catboost
- Federtaed Learning Flower platform: TypeError: None has type NoneType, but expected one of: bytes
- Does catboost have a maximum number of categories?
- Does Catboost JAVA library support prediction for models trained on GPU?
- catboost java prediction slow at high scale
- Polynomialize dataset for selected columns of pd.Dataframe
- Using weigths in model for unbalanced data
- Find out if Catboost regression works well for Time estimation
Related Questions in GAMMA-DISTRIBUTION
- Two Ways of Computing MSE for Gamma Regression Model in R Do Not Agree
- Missing plot in gamma distribution with monte carlo approximation
- Approximation of the area under the curve of the Gamma density far from the the theoretical value
- Can I Create Gamma Distribution Models with Negative Value Predictor Variables?
- R fit gamma distributions using fitdist gives warnings and is different from fitdistr
- Sampling two correlated random variables using the gamma distribution
- Anomalous Parameter Estimation Following Gamma Distribution Fitting with scipy.stats
- Newey West Standard error adjustment in GLM
- Finding Percentiles and Values From Calculated Gamma Distribution
- How to bound centile curves for a censored distribution
- Gamma Fit for R0 in SIR Model Sometimes Shows a Spike in the Graph
- Fitting gamma mixture distribution in R
- Plot gamma distribution scipy.stats python
- Fitting GammaRegressor() and getting the scale and shape parameters
- Properly Fitting a Gamma Cumulative Distribution Function
Related Questions in TWEEDIE
- Manually creating a rootogram to evaluate a GAM with a Tweedie distribution?
- How to view all outputs of a GLM?
- How do you calculate p-values for a scikit-learn model with a Tweedie Regressor?
- Can glmmLasso be used with the Tweedie distribution?
- TweedieLoss in Pytorch Forecasting Model
- LightGBM with Tweedie loss; I'm confused on the Gradient and Hessians used
- R markdown does not find a function
- How to properly define GLM with Tweedie family in PySpark?
- How to set the dispersion parameter equal to one (phi=1) in Tweedie GLM using R Package
- Is there a way to do a Regression in Catboost for a Gamma distributed response variable?
- Transform SHAP values from raw to native units with lightgbm Tweedie objective?
- How do you code a Tweedie distribution in JAGS/BUGS?
- R How to evaluate a single input variable coefficient in a glm
- Xgboost tweedie: Why is the formula to get the prediction from the link = exp(link)/ 2?
- How does tweedie nloglike in XGBoost relate to the actual nloglike?
Popular Questions
- How do I undo the most recent local commits in Git?
- How can I remove a specific item from an array in JavaScript?
- How do I delete a Git branch locally and remotely?
- Find all files containing a specific text (string) on Linux?
- How do I revert a Git repository to a previous commit?
- How do I create an HTML button that acts like a link?
- How do I check out a remote Git branch?
- How do I force "git pull" to overwrite local files?
- How do I list all files of a directory?
- How to check whether a string contains a substring in JavaScript?
- How do I redirect to another webpage?
- How can I iterate over rows in a Pandas DataFrame?
- How do I convert a String to an int in Java?
- Does Python have a string 'contains' substring method?
- How do I check if a string contains a specific word?
Popular Tags
Trending Questions
- UIImageView Frame Doesn't Reflect Constraints
- Is it possible to use adb commands to click on a view by finding its ID?
- How to create a new web character symbol recognizable by html/javascript?
- Why isn't my CSS3 animation smooth in Google Chrome (but very smooth on other browsers)?
- Heap Gives Page Fault
- Connect ffmpeg to Visual Studio 2008
- Both Object- and ValueAnimator jumps when Duration is set above API LvL 24
- How to avoid default initialization of objects in std::vector?
- second argument of the command line arguments in a format other than char** argv or char* argv[]
- How to improve efficiency of algorithm which generates next lexicographic permutation?
- Navigating to the another actvity app getting crash in android
- How to read the particular message format in android and store in sqlite database?
- Resetting inventory status after order is cancelled
- Efficiently compute powers of X in SSE/AVX
- Insert into an external database using ajax and php : POST 500 (Internal Server Error)
Yes, you can set the
variance_power(psymbol in the literature) parameter of Tweedie distribution to 2 to get a Gamma distribution.example: